Supplement Material

Table of Contents

Find below supplement material for published papers.

Uncertainty in Firm Valuation and a Cross-Sectional Misvaluation Measure

  • Authors: G. Bottazzi, F. Cordoni, G. Livieri, and S. Marmi
  • Journal: Annals of Finance
  • Date: Forthcoming
  • Link: Forthcoming

Fama-French factors used in the regression exercise.

Market return of our universe of Datastream/Eikon firms.

Misvaluation factors built individually for each firm in the sample.

Created: 2023-07-06 Thu 18:13