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The profitability premium: Macroeconomic risks or expectation errors?
Full Yet Eric Campbell Lam
, Shujing Wang
, K. C. John Wei
Research output
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Contribution to conference
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Conference paper
Overview
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Dive into the research topics of 'The profitability premium: Macroeconomic risks or expectation errors?'. Together they form a unique fingerprint.
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Keyphrases
Macroeconomic Risk
100%
Macroeconomic Expectations
100%
Expectation Errors
100%
Profitability Premium
100%
Market Valuation
60%
Investor Sentiment
20%
Underpricing
20%
Analyst Forecast Accuracy
20%
Forecast Revisions
20%
Abnormal Earnings
20%
Future Stock Returns
20%
Earnings Announcement Returns
20%
Sentiment Value
20%
Error Revision
20%
Earnings Forecast Error
20%
Economics, Econometrics and Finance
Macroeconomics
100%
Earnings Announcement
100%
Capital Market Returns
50%
Investor Sentiment
50%