Endogenous Technological Progress and the Cross Section of Stock Returns

By Xiaoji Lin. 2012

133 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6f96de952d38f2817bde9b0cc3869919e9770b99

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In Economics and Econometrics

Citations in the corpus

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital (2013, background): “…options and investigates its implications on aggregate Tobin’s Q. Gourio and Rudanko (2010) focus on the relationship between customer capital, investment and aggregate Tobin’s Q. Lin (2009) studies intangible capital and stock returns in a partial equilibrium model with capital adjustment cost.”
Technological Innovations and Aggregate Risk Premiums (2009, background): “The most relevant research could be Lin (2007), which proposes a dynamic equilibrium model connecting endogenous technological progress to stock returns.”
Firm-Level Productivity, Risk, and Return (2014, unknown): “3Some of the papers in this literature include Gomes, Kogan, and Zhang (2003); Zhang (2005); Gourio (2007); Bazdresch, Belo, and Lin (2010); Li, Livdan, and Zhang (2009); Tüzel (2010); Belo and Lin (2012); and Jones and Tüzel (Forthcoming).”
Company reputation and the cost of equity capital (2014, unknown): “find that, although human capital and innovation are critical to company value (Bell et al. 2002; Matolcsy and Wyatt 2008; Lin 2012), they are difficult to observe and are incorrectly valued by investors (Chan et al.”
Product market competition, R&D investment, and stock returns (2016, unknown): “First, it contributes to the literature on the relation between R&D investment and stock returns (see, e.g., Lev and Sougiannis, 1996; Chan, Lakonishok, and Sougiannis, 2001; Chambers, Jennings, and Thompson, 2002; Eberhart, Maxwell, and Siddique, 2004; Hsu, 2009; Bena and Garlappi, 2011; Li, 2011; ”