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Asset pricing implications of nonconvex adjustment costs and irreversibility of investment

Cooper, Ilan - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 139-170

Persistent link: https://www.econbiz.de/10003302316

Book-to-market equity, financial leverage, and the cross-section of stock returns

Obreja, Iulian - In: The review of financial studies 26 (2013) 5, pp. 1146-1189

Persistent link: https://www.econbiz.de/10009752190

Book-to market equity, distress risk, and stock returns

Griffin, John M.; Lemmon, Michael L. - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2317-2336

Persistent link: https://www.econbiz.de/10001709439

Simultaneous Determination of Market Value and Risk Premium in the Valuation of Firms

Lutz, Stefan - 2020

Valuing a firm using the discounted cash flow method (DCF) requires the joint determination of the market value of its equity (MVE) together with the equity risk premium (ERP) the firm should earn, since the latter is part of the discount rate used in the calculation of the MVE. This paper...

Persistent link: https://www.econbiz.de/10012857380

Investor sentiment, information and asset pricing model

Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442

Persistent link: https://www.econbiz.de/10010336779

From the horse's mouth : economic conditions and investor expectations of risk and return

Amromin, Gene; Sharpe, Steven A. - In: Management science : journal of the Institute for … 60 (2014) 4, pp. 845-866

Persistent link: https://www.econbiz.de/10010347837

Individual mean-variance relation and stock-level investor sentiment

Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Journal of business economics and management 18 (2017) 1, pp. 20-34

Persistent link: https://www.econbiz.de/10011721640

Investor sentiment and the mean-variance relationship : European evidence

Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239

Persistent link: https://www.econbiz.de/10011983623

Investor sentiment : does it augment the performance of asset pricing models?

Bathia, Deven; Bredin, Donal - In: International review of financial analysis 59 (2018), pp. 290-303

Persistent link: https://www.econbiz.de/10012006993

Risk appetite, idiosyncratic volatility and expected returns

Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012208542

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