Quality Minus Junk

By Mohammed Saqib. 2014

353 citations recorded by the source corpus.

Subfields: Polymers and Plastics

View Paper: https://www.semanticscholar.org/paper/2ed6f67d6bbd4d1292e6e9c8cf3f5bfaf403d1db

Citations in the corpus

• The History of the Cross Section of Stock Returns (2016, neutral): “Quality-minus-junk: Profitability is the profitability component of the quality-minus-junk measure of Asness et al. (2013b). This measure is a combination of six profitability signals: gross profitability, return on equity, return on assets, cash flow to assets, gross margin, and accruals.”
• Shrinking the Cross Section∗ (2017, neutral): “First, similarly to Asness et al. (2014) and Freyberger et al. (2017), we perform a simple rank transformation for each characteristic.”