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Hedge funds, systemic risk and the market for mortgage-backed securities

Orlando, Anthony W. - In: Cambridge journal of economics 47 (2023) 6, pp. 1187-1206

Persistent link: https://www.econbiz.de/10014524953

Leverage, excess leverage, and future returns

Caskey, Judson; Hughes, John S.; Liu, Jing - In: Review of accounting studies 17 (2012) 2, pp. 443-471

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Risk and return in the single-family housing market

Crone, Theodore Michael; Voith, Richard P. - 1996

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Risk and return within the single-family housing market

Crone, Theodore Michael; Voith, Richard P. - In: Real estate economics : journal of the American Real … 27 (1999) 1, pp. 63-78

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Risk and return within the single-family housing market

Crone, Theodore Michael; Voith, Richard P. - 1998

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On the relation between predictable market returns and predictable analyst forecast errors

Hughes, John; Liu, Jing; Su, Wei - In: Review of accounting studies 13 (2008) 2/3, pp. 266-291

Persistent link: https://www.econbiz.de/10003744939

Discussion of "On the relation between predictable market returns and predictable analyst forecast errors"

Garvey, Gerald T. - In: Review of accounting studies 13 (2008) 2/3, pp. 292-294

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On the relation between expected returns and implied cost of capital

Hughes, John S.; Liu, Jing; Liu, Jun - In: Review of accounting studies 14 (2009) 2/3, pp. 246-259

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Discussion of "On the relation between expected returns and implied cost of capital"

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Estimating the Equity Risk Premium Using Implied Cost of Capital

Ke, Ruihao - 2014

Research on the implied cost of capital (ICC) has found that the equity risk premium is approximately 3%, on average, much lower than estimates based on the mean of historical stock market returns. The validity of such ICC estimates, however, faces both theoretical and empirical challenges. The...

Persistent link: https://www.econbiz.de/10013056006