Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk
Year of publication: |
2022
|
---|---|
Authors: | Ball, Ray ; Sadka, Gil ; Tseng, Ayung |
Published in: |
Review of accounting studies. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-7136, ZDB-ID 2004326-0. - Vol. 27.2022, 2, p. 607-646
|
Subject: | Asset pricing | Demand | Earnings beta | Supply | Systematic risk | CAPM | Risiko | Risk | Betafaktor | Beta risk | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Gewinn | Profit | Wirtschaftsindikator | Economic indicator |
Description of contents: | Description [doi.org] |
-
Ellahie, Atif, (2021)
-
Recalcitrant betas : intraday variation in the cross-sectional dispersion of systematic risk
Andersen, Torben, (2021)
-
Consumption, earnings risk, and payout ratios
Bergeron, Claude, (2019)
- More ...
-
Using Accounting Earnings and Aggregate Economic Indicators to Estimate Firm-level Systematic Risk
Ball, Ray, (2020)
-
Blame attribution and disclosure propensity
Schloetzer, Jason D., (2021)
-
Blame Attribution and Disclosure Propensity
Schloetzer, Jason D., (2020)
- More ...