Implied returns, costly reversibility and the value premium
Joseph M. Goebel; Manoj V. Athavale
| Year of publication: |
2014
|
|---|---|
| Authors: | Goebel, Joseph M. ; Athavale, Manoj V. |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 16.2014, 3, p. 231-252
|
| Subject: | cross-sectional earnings model | earnings forecasts | expected market returns | expected market premium | implied cost of capital | costly reversibility | countercyclical price of risk | value premium | Kapitalkosten | Cost of capital | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Gewinnprognose | Earnings announcement | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010495737