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Replication, P-Hacking, Anomalies, The q-Factor Model, Efficient Markets
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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
Q-factor model, investment-based asset pricing, capital markets anomalies, factor regressions
Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests
idiosyncratic volatility, cross-section of stock returns, lottery preferences, market frictions
Size effect, Expected stock returns, Profitability shocks, Asset pricing tests
value investing, security analysis, the investment CAPM, efficient markets
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
Credit Risk, Structural Models of Default, Comovement, Corporate Bonds
Microstructure frictions, return measurement bias, asset pricing, and anomalies
Systemic risk, Joint default, Predictability, Stock returns, Bond returns
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