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.