Browsing Handelshøyskolen BI by Journals "Management science"

Now showing items 1-3 of 3

    • Asset Growth, Profitability, and Investment Opportunities 

      Cooper, Ilan; Maio, Paulo (Journal article; Peer reviewed, 2018)
      We show that recent prominent equity factor models are to a large degreecompatible with the Intertemporal CAPM (ICAPM) framework. Factors associated withalternative profitability measures forecast the equity premium in a ...

    • How Big-4 Firms Improve Audit Quality 

      Langli, John Christian; Hope, Ole-Kristian; Che, Limei (Journal article; Peer reviewed, 2019)
      This paper studies whether and how Big-4 firms provide higher-quality audits than non-Big-4 firms. Specifically, we first examine a Big-4 effect and then explore three sources of the Big-4 effect. To test the Big-4 effect, ...

    • Risk Aversion Sensitive Real Business Cycles 

      Zhanhui, Chen; Cooper, Ilan; Ehling, Paul; Xiouros, Costas (Journal article; Peer reviewed, 2020)
      Technology choice allows for substitution of production across states of nature and depends on state-dependent risk aversion. In equilibrium, endogenous technology choice can counter a persistent negative productivity shock ...