Conservatism in Corporate Valuation
Year of publication: |
2011-09-13
|
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Authors: | Bach, Christian |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Accounting beta | corporate valuation | Compustat | cost of capital | covariance risk | CRSP | I/B/E/S | residual income | risk adjusted discounting | CAPM | CCAPM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 6 pages long |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Consumption-Based Equity Valuation
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A flexible regime switching model for asset returns
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The factor-spline-GARCH model for high and low frequency correlations
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