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Predicting stock returns with implied cost of capital : a partial least squares approach
Hoang, Khoa; Cannavan, Damien; Huang, Ronghong; Peng, … - In: Journal of financial markets 53 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013271976
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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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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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Risk-return trade-off, information diffusion, and U.S. stock market predictability
Xie, Haibin; Wang, Shouyang - In: International journal of financial engineering 2 (2015) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011493115
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Removing predictable analyst forecast errors to improve implied cost of equity estimates
Mohanram, Partha; Gode, Dhananjay K. - In: Review of accounting studies 18 (2013) 2, pp. 443-478
Persistent link: https://www.econbiz.de/10009767181
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Aggregate implied cost of capital, option-implied information and equity premium predictability
Launhardt, Patrick; Miebs, Felix - In: Finance research letters 35 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012438480
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Future realized return, firm-specific risk and the implied expected return
Wang, Pengguo - In: Abacus : a journal of accounting, finance and business … 54 (2018) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10011965532
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The impact of analyst-investor disagreement on the cross-section of implied cost of capital
Makrominas, Michalis - In: Australian journal of management 40 (2015) 2, pp. 224-244
Persistent link: https://www.econbiz.de/10011342894
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Effects of return expectation on mutural funds' risk exposures
Fischer, Mario; Overkott, Maximilian - In: The journal of asset management 16 (2015) 3, pp. 156-169
Persistent link: https://www.econbiz.de/10011413252
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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