A new measure of equity and cash flow duration : the duration-based explanation of the value premium revisited
Year of publication: |
August 2016
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Authors: | Schröder, David ; Esterer, Florian |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 5, p. 857-900
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Subject: | equity duration | cash flow duration | value premium | analyst forecasts | B/M ratio | equity yields | Schätzung | Estimation | Cash Flow | Cash flow | Kapitaleinkommen | Capital income | Dauer | Duration | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Finanzanalyse | Financial analysis |
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