The explanatory power of R&D for the cross-section of stock returns: Japan 1985-2000

Keyphrases

• Japan 100%
• Explanatory Power 100%
• Development Intensity 100%
• Bubble Periods 100%
• Research Intensity 100%
• Cross-sectional Stock Returns 100%
• Stock Returns 33%
• Japanese Stock Market 33%
• Development Expenditure 33%
• Developmental Effects 33%
• Research Expenditure 33%
• Research Effects 33%
• Research Roles 33%
• Systematic Risk 33%
• Total Risk 33%
• Expected Stock Returns 33%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Research and Development 100%