Sauder School of Business, University of British Columbia. We appreciate helpful comments from Jonathan Berk, Peter Christoffersen, Lorenzo Garlappi, the editor Rick Green, the referee João Gomes, Rob Heinkel, Burton Hollifield, Leonid Kogan, Ali Lazrak, Eduardo Schwartz, Raman Uppal, Tan Wang, Yong Wang, Robert Whitelaw, and seminar participants at the University of Alberta, UBC, the 2003 conference on Simulation Based and Finite Sample Inference in Finance at Laval University, the 2003 Phillips Hager and North Summer Finance Conference at UBC, the 2003 Northern Finance Association meetings, and the 2004 American Finance Association Meetings in San Diego. Support for this project from the Bureau of Asset Management at UBC and the Social Sciences and Humanities Research Council of Canada (grant number 410-2003-0741) is gratefully acknowledged.
Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns
Version of Record online: 27 NOV 2005
© 2004 the American Finance Association
The Journal of Finance
Volume 59, Issue 6, pages 2577–2603, December 2004
How to Cite
CARLSON, M., FISHER, A. and GIAMMARINO, R. (2004), Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns. The Journal of Finance, 59: 2577–2603. doi: 10.1111/j.1540-6261.2004.00709.x
- Issue online: 27 NOV 2005
- Version of Record online: 27 NOV 2005
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