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Ohio State University (OSU) - Department of Finance
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The q-factor model, anomalies, factor regressions
Asset pricing anomalies, investment, ROE, factor models, investment-based asset pricing
limited attention, market efficiency, investor misvaluation
Capital markets, accruals, market efficiency, behavioral accounting, behavioral finance, limited attention
International finance; asset pricing models; common factors
Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests
Q-factor model, investment-based asset pricing, capital markets anomalies, factor regressions
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idiosyncratic volatility, cross-section of stock returns, lottery preferences, market frictions
Size effect, Expected stock returns, Profitability shocks, Asset pricing tests
The CAPM, Investment-based Asset Pricing, Rare Disasters, Measurement Errors
Market-to-book ratio, misevaluation, saliency, industry, cost of equity, profitability dispersion
Comovement, Hedge ratios, Structural models of default, Ratings
Earnings, Information Content, Return Decomposition, Discount Rate News
Bond volatility, Yield spreads, Credit risk, Illiquidity, Decomposition
Microstructure frictions, return measurement bias, asset pricing, and anomalies
Systemic risk, Joint default, Predictability, Stock returns, Bond returns
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