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Sustainable systematic credit
Diep, Peter; Pomorski, Lukasz; Richardson, Scott - In: The journal of fixed income : JFI 32 (2022) 1, pp. 61-90
Persistent link: https://www.econbiz.de/10014231348
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The Cross Section of MBS Returns
DIEP, PETER; EISFELDT, ANDREA L.; RICHARDSON, SCOTT - In: The Journal of Finance 76 (2021) 5, pp. 2093-2151
Persistent link: https://www.econbiz.de/10012635967
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Prepayment Risk and Expected MBS Returns
Diep, Peter - 2016
We present a simple, linear asset pricing model of the cross section of Mortgage-Backed Security (MBS) returns in which MBS earn risk premia as compensation for their exposure to prepayment risk. We measure prepayment risk and estimate security risk loadings using real data on prepayment...
Persistent link: https://www.econbiz.de/10012455829
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The Cross Section of MBS Returns
Diep, Peter - 2018
We present a simple, linear asset pricing model of the cross section of Mortgage-Backed Security (MBS) returns. MBS earn risk premia as compensation for theirexposure to prepayment risk. We measure prepayment risk and estimate security riskloadings using real data on prepayment forecasts vs....
Persistent link: https://www.econbiz.de/10012935104
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Prepayment Risk and Expected MBS Returns
Diep, Peter - 2016
We present a simple, linear asset pricing model of the cross section of Mortgage-Backed Security (MBS) returns in which MBS earn risk premia as compensation for their exposure to prepayment risk. We measure prepayment risk and estimate security risk loadings using real data on prepayment...
Persistent link: https://www.econbiz.de/10012978841
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The persistence and pricing of the cash component of earnings
Dechow, Patricia M. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003726162
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The book-to-price effect in stock returns : accounting for leverage
Penman, Stephen H. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726192
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Does investor misvaluation drive the takeover market?
Dong, Ming; Hirshleifer, David; Richardson, Scott; … - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 725-762
Persistent link: https://www.econbiz.de/10003306905
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Accrual reliability, earnings persistence and stock prices
Richardson, Scott; Sloan, Richard G.; Soliman, Mark T.; … - 2009
Persistent link: https://www.econbiz.de/10003851781
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Accounting anomalies and fundamental analysis : a review of recent research advances
Richardson, Scott; Tuna, İrem; Wysocki, Peter - In: Journal of accounting & economics 50 (2010) 2/3, pp. 410-454
Persistent link: https://www.econbiz.de/10008810005