Cash Flow Beliefs in Asset Pricing
A study finds that investors form separate beliefs on cash flow level and growth, explaining half of the anomaly portfolios' deviation from the CAPM.
Featured in No. 31 on 3 Jan 2024 ·
- Released
- 30 Jan 2022
- First featured
- No. 31 · 3 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4679364
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