Orsonwelles macbeth
National Institutes of Health
Papers overview
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We implement a data mining approach to generate about 2.1 million trading strategies. This large set of strategies serves as a…
We review Danielle Macbeth’s book Realizing Reason, published by Oxford University Press in 2014. This extensive book is composed…
We study how firms allocate cash flow by estimating the cash-flow sensitivities of various uses of cash flow. We decompose cash…
Contents Introduction. Queer Shakes. Madhavi Menon All is True (Henry VIII): The Unbearable Sex of Henry VIII. Steven Bruhm All's…
This study investigates the determinants of the expected stock-price volatility assumption that firms use in estimating ESO…
We study the performance of conditional asset pricing models and multifactor models in explaining the German cross-section of…
Is real investment fully determined by fundamentals or is it sometimes affected by stock market misvaluation? We introduce three…
Using Spanish stock market data running from January 1982 to December 1998, this paper examines competing models of price…
For a sample of U.S. firm years from 1980 through 1996 we document a positive association between the excess value of…