Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Henk Berkman, Hamish Malloch
| Year of publication: |
2023
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|---|---|
| Authors: | Berkman, Henk ; Malloch, Hamish |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 147.2023, p. 1-14
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| Subject: | COVID-19 | Disaster asset pricing | Option implied market risk premium | Stock return decomposition | Coronavirus | Risikoprämie | Risk premium | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Epidemie | Epidemic | Finanzanalyse | Financial analysis | Optionspreistheorie | Option pricing theory | Diskontierung | Discounting |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106386 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248234