https://nova.newcastle.edu.au/vital/access/ /manager/Index en-au 5 https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:53428 Wed 28 Feb 2024 14:45:53 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:45965 Wed 13 Mar 2024 07:49:56 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:16747 Wed 11 Apr 2018 15:52:15 AEST ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:4673 Wed 11 Apr 2018 14:12:56 AEST ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:53088 Wed 07 Feb 2024 14:31:20 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:33330 Ex ante predictors of stock returns must exhibit explanatory power across the feasible set of investments. But empirical results of factor pricing models that incorporate firm investment and profitability cannot explain the apparently high returns of US small stocks with very high investment levels and very low profitability. Whilst these stocks comprise only a small fraction of US data sets, this is not the case across global markets. Using a data set that is concentrated with stocks that exhibit high investment despite low profitability, we demonstrate that such factor models are limited in their explanatory power over these stocks.]]> Tue 16 Oct 2018 12:08:38 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:28961 Tue 11 Dec 2018 13:44:04 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:47422 Thu 19 Jan 2023 13:03:30 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:1931 Sat 24 Mar 2018 08:33:20 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:6721 Sat 24 Mar 2018 07:46:01 AEDT ]]> https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:53613 Fri 08 Dec 2023 16:13:46 AEDT ]]>