Implied Asset Return Factor
Log in to collectAcademic paper
Implied Asset Return Profiles, Firm Fundamentals, and Stock Returns
Jongsub Lee; Andy Naranjo; Stace Sirmans
Seoul National University
University of Florida
University of Florida - Warrington College of Business Administration
Auburn University- Auburn University - Department of Finance
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.