Neoclassical Factors /

Building on neoclassical reasoning, we propose a new multi-factor model that consists of the market factor and factor mimicking portfolios based on investment and productivity. The neo- classical three-factor model outperforms traditional factor models in explaining the average returns across testin...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Chen, Long
Körperschaft:
National Bureau of Economic Research
Weitere Verfasser:
Zhang, Lu
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Cambridge, Mass. National Bureau of Economic Research 2007.
Zusammenfassung:
Building on neoclassical reasoning, we propose a new multi-factor model that consists of the market factor and factor mimicking portfolios based on investment and productivity. The neo- classical three-factor model outperforms traditional factor models in explaining the average returns across testing portfolios formed on momentum, financial distress, investment, profitability, accruals, net stock issues, earnings surprises, and asset growth. Most intriguingly, winners have higher loadings than losers on both the low-minus-high investment factor and the high- minus-low productivity factor, which in turn help explain momentum profits.
Umfang:
1 online resource: illustrations (black and white);
Anmerkungen:
July 2007.
Schlagworte: