Louis Yang

Cubist Systematic Strategies

55 Hudson Yards

10th Floor

New York, NY 10001

United States

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Scholarly Papers (1)

1.

The Cross-Section of Investment and Profitability: Implications for Asset Pricing

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 24 Sep 2019 Last Revised: 15 Jun 2022
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
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Abstract:

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Investment CAPM; Cross-Section of Stock Returns; q-Factors; Investment Premium; Profitability Premium; Out-of-Sample Test.