7 citations · 7 across the 2 of their papers we have counts for
2 papers
q-fin.PM2023★ 7 cited
The Elasticity of Quantitative Investment
Carter Davis
What is the demand elasticity of statistical arbitrageurs that invest according to the advice of modern cross-sectional asset pricing models? Thirteen models from the literature ex…
econ.GN2022
Profit Puzzles or: Public Firm Profits Have Fallen
Carter Davis, Alexandre Sollaci, James Traina
We show that public firm profit rates fell by half since 1980. Inferred as the residual from the rise of US corporate profit rates in aggregate data, private firm profit rates doub…