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Documents An Alternative Three-Factor Model - Investment and ROE

An Alternative Three-Factor Model Long Chen∗ Washington University in St. Louis Robert Novy-Marx† University of Rochester and NBER Lu Zhang‡ The Ohio State University…

Documents SHUMWAY 2001

Forecasting Bankruptcy More Accurately: A Simple Hazard Model Author(s): Tyler Shumway Reviewed work(s): Source: The Journal of Business, Vol. 74, No. 1 (January 2001), pp.…

Education PhD Defense - Luiz Ricardo

A PhD dissertation defense by LUIZ RICARDO KABBACH DE CASTRO   Co-Advisors: Prof. Ruth V. Aguilera Prof. Rafel Crespí i Cladera Kabbach-Castro, PHD Dissertation Defense…

Documents Botosan Plumlee Wen 2011

The Relation between Expected Returns, Realized Returns, and Firm Risk Characteristics* CHRISTINE A. BOTOSAN, University of Utah MARLENE A. PLUMLEE, University of Utah HE…