Louis Yang

Cubist Systematic Strategies

55 Hudson Yards

10th Floor

New York, NY 10001

United States

SCHOLARLY PAPERS

1

DOWNLOADS

618

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

The Great Divorce Between Investment and Profitability: Implications for Asset Pricing

Number of pages: 61 Posted: 24 Sep 2019 Last Revised: 25 Oct 2021
Mete Kilic, Louis Yang and Miao Ben Zhang
University of Southern California - Marshall School of Business, Cubist Systematic Strategies and University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 618 (55,646)

Abstract:

Loading...

Neoclassical Investment Theory; Cross-Section of Stock Returns; Investment Premium; Profitability Premium; Out-of-Sample Test.