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City University London - Sir John Cass Business School
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Earnings, accruals, fundamentals-based risk forecasts, quantile regression
accrual mispricing, conditional conservatism, custered standard errors
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Accrual mispricing, Asymmetric persistence, Cash flow mispricing, Clustered standard errors, Conditional conservatism, Mishkin test
Value Premium, Market-to-Book Decomposition, Risk Exposures, Expectation Errors, Limits to Arbitrage
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