The cross section of expected holding period returns and their dynamics : a present value approach
Year of publication: |
2015
|
---|---|
Authors: | Lyle, Matthew R. ; Wang, Charles C. Y. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 116.2015, 3, p. 505-525
|
Subject: | Expected returns | Discount rates | Holding period returns | Fundamental valuation | Accounting data | Present value | Kapitaleinkommen | Capital income | Diskontierung | Discounting | Schätzung | Estimation | CAPM | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Theorie | Theory |
-
Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash, (2022)
-
Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash, (2018)
-
A forecast evaluation of expected equity return measures
Chin, Michael, (2015)
- More ...
-
Accounting data, market values, and the cross section of expected returns worldwide
Chattopadhyay, Akash, (2015)
-
Connecting expected stock returns to accounting valuation multiples : a primer
Chattopadhyay, Akash, (2021)
-
Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash, (2022)
- More ...