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International evidence on the equity premium puzzle and time discounting
Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten - In: Multinational finance journal : MF ; quarterly … 17 (2013) 3/4, pp. 149-163
Persistent link: https://www.econbiz.de/10011457672
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Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de; Coën, Alain - In: Finance : revue de l'Association Française de Finance 42 (2021) 2, pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
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Value and patience : the value premium in a dividend-growth model with hyperbolic discounting
Hens, Thorsten; Schindler, Nilüfer - In: Journal of economic behavior & organization : JEBO 172 (2020), pp. 161-179
Persistent link: https://www.econbiz.de/10012288183
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Temporal discounting of future risks
Yue, Chengyan; Wang, Jingjing - In: Consumer perception of product risks and benefits, (pp. 253-265). 2017
Persistent link: https://www.econbiz.de/10011653724
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Robust asset pricing with stochastic hyperbolic discounting
Wang, Haijun - In: Finance research letters 21 (2017), pp. 178-185
Persistent link: https://www.econbiz.de/10011807766
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The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525
Persistent link: https://www.econbiz.de/10011348465
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Why do discount rates vary?
Kozak, Serhiy; Santosh, Shrihari - In: Journal of financial economics 137 (2020) 3, pp. 740-751
Persistent link: https://www.econbiz.de/10012588361
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Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charles C. Y. - In: The accounting review : a publication of the American … 97 (2022) 2, pp. 107-133
Persistent link: https://www.econbiz.de/10013198687
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Expected stock returns worldwide : a log-linear present-value approach
Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018
We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...
Persistent link: https://www.econbiz.de/10011931329