Using Intensity of Book to Market to Identify Growth Premium

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Academic paper

Growth Stocks Are More Risky: New Evidence on CrosssSectional Stock Returns

AuthorsYuecheng Jia; Haoxi Yang

Institute
  • Central University of Finance and Economics
  • Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
  • Oklahoma State University
  • Nankai University
  • Oklahoma State University - Stillwater - Department of Finance

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