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"Investment CAPM"; "Cross-section of stock returns"; "-Factors"; "Investment premium"; "Profitability premium"; "Out-of-sample test"
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doi:10.1016/j.jfineco.2022.06.003
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Journal of Financial Economics, 145 (2022) 706-724. doi:10.1016/j.jfineco.2022.06.003
Investment CAPM
Cross-section of stock returns
-Factors
Investment premium
Profitability premium
Out-of-sample test
The cross-section of investment and profitability: Implications for asset pricing
Mete Kilic
Louis Yang
Miao Ben Zhang
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Journal of Financial Economics
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