Wu, Yifan (2023) The Impact of Asset Growth on Stock Returns. In: Proceedings of the 2nd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2023, May 26–28, 2023, Nanjing, China.
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Abstract
This essay aims to investigate the connection between asset growth rate and equity returns. We find that stocks with higher asset growth rates can generate better returns. However, there is no substantial return rule for the risk-adjusted returns based on the CAPM and Fama-French (1993) three-factor
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:32 |
| Last Modified: | 17 Apr 2026 02:37 |
| URI: | http://eprints.eai.eu/id/eprint/44208 |
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