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Mispricing firm-level productivity

Version 3 2025-11-12, 05:07
Version 2 2024-06-03, 19:47
Version 1 2020-09-01, 00:00
journal contribution
posted on 2025-11-12, 05:07 authored by Tze AngTze Ang, FYEC Lam, KCJ Wei
Mispricing firm-level productivity

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Related Materials

  1. 1.
    DOI - Is version of https://doi.org/10.1016/j.jempfin.2020.05.008

Location

Amsterdam, The Netherlands

Open access

  • No

Language

English

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Journal

Journal of Empirical Finance

Volume

58

Pagination

139-163

ISSN

0927-5398

eISSN

1879-1727

Publisher

ELSEVIER

Usage metrics

    Research Publications

    Categories

    Keywords

    Social SciencesBusiness, FinanceEconomicsBusiness & EconomicsFirm-level productivityMispricingInvestor sentimentExtrapolationLimits to arbitrageCROSS-SECTIONINVESTMENT FRICTIONSFINANCIAL RATIOSCOSTLY ARBITRAGEDISTRESS RISKSTOCK RETURNSANOMALIESEQUITYUNCERTAINTYVOLATILITYDepartment of Finance3502 Banking, finance and investment3801 Applied economics3501 Accounting, auditing and accountability

    Licence

    All Rights Reserved

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