Labor Hiring, Investment, and Stock Return Predictability in the Cross Section (JPE 2014)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Frederico Belo, Xiaoji Lin, Santiago Bazdresch Labor Hiring, Investment, and Stock Return Predictability in the Cross Section JPE 2014 1 129-77 G12, E22, E23, E44 Labor hiring, Investment, q-theory, Cross-sectional asset pricing, Production-based asset pricing

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Ordinary least squares (OLS), Clustering, Fixed effects (FE), Impulse responses - Center for Research in Security Prices (CRSP), CRSP/Compustat Merged Annual Industrial Files, July 1965-June 2010, data on Fama-French factors from Kenneth French’s Web page USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1086/674549 IDEAS: a/ucp/jpolec/doi10.1086-674549.html EconPapers: RePEc:ucp:jpolec:doi:10.1086/674549


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