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Asset pricing with dynamically inconsistent agents
Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
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Stock size and stock density
Hannesson, Rögnvaldur - In: Marine resource economics 39 (2024) 3, pp. 229-242
Persistent link: https://www.econbiz.de/10014633677
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DCF-valuations of companies in crisis : distress-related leverage, identification of risk positions, discounting techniques, and "beta flips"
Meitner, Matthias; Streitferdt, Felix G. - In: Journal of business valuation and economic loss analysis 9 (2014) 1, pp. 145-174
Persistent link: https://www.econbiz.de/10010398903
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Looking for evidence of time-inconsistent preferences in asset market data
Kocherlakota, Narayana Rao - In: Federal Reserve Bank of Minneapolis quarterly review 25 (2001) 3, pp. 13-24
Persistent link: https://www.econbiz.de/10001615932
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Asset Pricing with Dynamically Inconsistent Agents
Khapko, Mariana - 2016
settings: (1) non-exponential discounting; (2) horizon dependent risk aversion; (3) current state dependent risk aversion. In …
Persistent link: https://www.econbiz.de/10012980965
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Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
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The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000715629
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Dividend discount models
Peterson Drake, Pamela; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765575
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Systematic mispricing in European equity prices?
Berneburg, Marian (contributor) - 2007
One empirical argument that has been around for some time and that clearly contra- dicts equity market efficiency is that market prices seem too volatile to be optimal estimates of the present value of future discounted cash flows. Based on this, it is deduced that systematic pricing errors...
Persistent link: https://www.econbiz.de/10003482498
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Back to fundamentals : the role of expected cash flows in equity valuation
Foerster, Stephen Robert; Sapp, Stephen G. - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 320-343
Persistent link: https://www.econbiz.de/10009427377