Intermediary-based equity term structure
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Kai ; Xu, Chenjie |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1460384-6. - Vol. 157.2024, Art.-No. 103856, p. 1-26
|
| Subject: | Equity term structure | Financial intermediary | Mean reversion | Relative tightness index | Discount rate | Zinsstruktur | Yield curve | Mean Reversion | Diskontierung | Discounting | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Finanzintermediation | Financial intermediation | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Cash Flow | Cash flow | Schätzung | Estimation | Aktienindex | Stock index |
-
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael, (2023)
-
Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud, (2010)
-
Larsen, Linda Sandris, (2012)
- More ...
-
Asset pricing with a financial sector
Li, Kai, (2023)
-
Learning and the capital age premium
Li, Kai, (2023)
-
Intermediary-Based Equity Term Structure
Li, Kai, (2020)
- More ...