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Forecasted Earnings per Share and the Cross Section of Expected Returns

Forecasted Earnings per Share and the Cross Section of Expected Returns. Ling Cen K.C. John Wei Hong Kong University of Science and Technology Jie Zhang The Hong Kong Polytechnic University. Outline. Major Findings Motivations Data and Sample Empirical Results Potential Explanations

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Forecasted Earnings per Share and the Cross Section of Expected Returns