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RePEcAsset Pricing & Factors

Asset Growth in Pricing Models

The effectiveness of new factor models is determined by the construction of their investment factor, with factors based on inventory growth and accounts receivable holding most of the pricing information.

Featured in No. 32 on 9 Jan 2024 · on release day

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9 Jan 2024
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No. 32 · 9 Jan 2024
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Identifier
RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001861

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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