BI Norwegian Business School
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return predictability, risk premia, output gap
real investment, corporate governance, financial constraints, underinvestment
Asset Pricing; Linear Multifactor Models; APT; Equity Risk Factors; Stock Market Anomalies; Cross-Section of Stock Returns; Principal Components
asset pricing, linear multifactor models, APT, equity risk factors, stock market anomalies, cross-section of stock returns, principal components
Real Investment, Systematic Risk, Real Options, Mispricing, Tobin's q
Irreversible investment, capacity utilization, value premium
Value Premium, Adjustment Costs, Irreversible Investment, Conditional Factor Loadings
Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms
Asset pricing models; Equity risk factors; Intertemporal CAPM; Predictability of stock returns; Cross-section of stock returns; stock market anomalies
State-contingent technology; Risk aversion; Volatility of the growth rate of total factor productivity and investment; Autocorrelations, correlations, and cross-correlations of macroeconomic quantities
asset pricing models; conditional factor models; conditional CAPM; equity risk factors; investment and profitability risk factors; stock market anomalies; cross-section of stock returns; time-varying betas; HML
Value, momentum, global macroeconomic risk, market integration
Discount rates, risk factors, term structure of equity risk premium
Real Investment, Capital Utilization, Expected Returns
E44, G12, G14
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