Matches in SemOpenAlex for { <https://semopenalex.org/work/W2052544603> ?p ?o ?g. }
Showing items 1 to 49 of
49
with 100 items per page.
- W2052544603 abstract "This paper examines three portfolios weighted by fundamental measures of firm size: share repurchases, total payout, and earnings retention. We find that the repurchase weighted and the total payout weighted portfolios have higher excess returns and higher Sharpe ratios than the most common fundamental weighted portfolio (namely, the dividend weighted portfolio). The repurchase weighted portfolio shows a positive and statistically significant alpha of 2.77% after controlling for the Fama-French factors (of market, size, book-to-market), and Carhart's momentum variable. The total payout weighted portfolio also has a positive and significant alpha, albeit smaller than that of the repurchase weighted portfolio." @default.
- W2052544603 created "2016-06-24" @default.
- W2052544603 creator A5005303316 @default.
- W2052544603 creator A5005403946 @default.
- W2052544603 creator A5015876928 @default.
- W2052544603 creator A5042241049 @default.
- W2052544603 date "2009-01-01" @default.
- W2052544603 modified "2023-09-23" @default.
- W2052544603 title "Portfolios Weighted by Repurchase and Total Payout" @default.
- W2052544603 cites W1587473010 @default.
- W2052544603 cites W1897098987 @default.
- W2052544603 cites W1982772178 @default.
- W2052544603 cites W2015175881 @default.
- W2052544603 cites W2032807336 @default.
- W2052544603 cites W2101365736 @default.
- W2052544603 cites W2138070572 @default.
- W2052544603 cites W2146188630 @default.
- W2052544603 cites W2160780547 @default.
- W2052544603 cites W3122328496 @default.
- W2052544603 cites W1995409889 @default.
- W2052544603 doi "https://doi.org/10.2139/ssrn.1372942" @default.
- W2052544603 hasPublicationYear "2009" @default.
- W2052544603 type Work @default.
- W2052544603 sameAs 2052544603 @default.
- W2052544603 citedByCount "0" @default.
- W2052544603 crossrefType "journal-article" @default.
- W2052544603 hasAuthorship W2052544603A5005303316 @default.
- W2052544603 hasAuthorship W2052544603A5005403946 @default.
- W2052544603 hasAuthorship W2052544603A5015876928 @default.
- W2052544603 hasAuthorship W2052544603A5042241049 @default.
- W2052544603 hasConcept C144133560 @default.
- W2052544603 hasConceptScore W2052544603C144133560 @default.
- W2052544603 hasLocation W20525446031 @default.
- W2052544603 hasOpenAccess W2052544603 @default.
- W2052544603 hasPrimaryLocation W20525446031 @default.
- W2052544603 hasRelatedWork W1491839574 @default.
- W2052544603 hasRelatedWork W1947684173 @default.
- W2052544603 hasRelatedWork W2586531396 @default.
- W2052544603 hasRelatedWork W2596173151 @default.
- W2052544603 hasRelatedWork W2624733068 @default.
- W2052544603 hasRelatedWork W2765153054 @default.
- W2052544603 hasRelatedWork W2931838652 @default.
- W2052544603 hasRelatedWork W3168296622 @default.
- W2052544603 hasRelatedWork W4231340554 @default.
- W2052544603 hasRelatedWork W2051331738 @default.
- W2052544603 isParatext "false" @default.
- W2052544603 isRetracted "false" @default.
- W2052544603 magId "2052544603" @default.
- W2052544603 workType "article" @default.