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1
Die Bedeutung der kalkulatorischen Zinsen beim Vergleich von Cash Flow- mit Gewinn-Diskontierungsreihen
Lücke, Wolfgang
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003400664
Saved in:
2
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
Saved in:
3
Discount rates
Cochrane, John H.
-
2011
, including portfolio
theory
, accounting, cost of capital, capital structure, compensation, and macroeconomics"--National Bureau …
Persistent link: https://www.econbiz.de/10009009199
Saved in:
4
How to discount cashflows with time-varying expected returns
Ang, Andrew
;
Liu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001815763
Saved in:
5
What drives firm-level stock returns?
Vuolteenaho, Tuomo
-
2001
Persistent link: https://www.econbiz.de/10001578203
Saved in:
6
What drives firm-level stock returns?
Vuolteenaho, Tuomo
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 233-264
Persistent link: https://www.econbiz.de/10001650379
Saved in:
7
Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing
Kalev, Petko S.
-
2019
We develop an intertemporal asset pricing model where cash flow news, discount rate news, and their second moments are priced by the market. This model generalizes the market return decomposition framework, showing that intertemporal considerations imply a decomposition of squared market returns...
Persistent link: https://www.econbiz.de/10012901111
Saved in:
8
What Drives Firm-Level Stock Returns?
Vuolteenaho, Tuomo
-
2001
I use a vector autoregressive model (VAR) to decompose an individual firm's stock return into two components: changes in cash-flow expectations (i.e., cash-flow news) and changes in discount rates (i.e., expected-return news). The VAR yields three main results. First, firm-level stock returns...
Persistent link: https://www.econbiz.de/10012470484
Saved in:
9
Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
10
A comparison of alternative cash flow and discount rate news proxies
Khimich, Natalya
- In:
Journal of empirical finance
41
(
2017
),
pp. 31-52
Persistent link: https://www.econbiz.de/10011746958
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