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Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk |
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| Authors: | Ball Ray Sadka Gil Tseng Ayung |
| Institution: | 1.Booth School of Business, University of Chicago, 5807 South Woodlawn Avenue, Chicago, IL, 60637, USA ;2.University of Texas at Dallas, 800 West Campbell Rd, Richardson, TX, 75080, USA ;3.Indiana University, 1309 E 10th Street, Bloomington, IN, 47401, USA ; |
| Abstract: | Review of Accounting Studies - We revisit the literature on using accounting earnings to estimate firm-level systematic risk, using macroeconomic indicators rather than listed-firm indexes to... |
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