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A New Measure of Equity and Ca...
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1
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
2
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
Saved in:
3
Does sensitivity to cashflow news explain the value premium on European stock markets?
Nitschka, Thomas
(
contributor
)
-
2006
The decomposition of a European market return into cashflow and discount rate news components suggests that returns on European and country value portfolios react more sensitive to news about the European market returnś cashflows than the corresponding growth portfolios. This evidence is...
Persistent link: https://www.econbiz.de/10003355047
Saved in:
4
Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
Saved in:
5
Cash-flow risk, discount risk, and the value premium
Santos, Tano
;
Veronesi, Pietro
-
2005
Persistent link: https://www.econbiz.de/10003236294
Saved in:
6
Australian firm characteristics and the cross-section variation in equity returns
Heaney, Richard A.
;
Koh, SzeKee
;
Lan, Yihui
- In:
Pacific-Basin finance journal
37
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011668987
Saved in:
7
A new measure of equity and cash flow duration : the duration-based explanation of the value premium revisited
Schröder, David
;
Esterer, Florian
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
5
,
pp. 857-900
Persistent link: https://www.econbiz.de/10011615625
Saved in:
8
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
Lettau, Martin
-
2005
to the
CAPM
…
Persistent link: https://www.econbiz.de/10012467541
Saved in:
9
Cash-Flow Risk, Discount Risk, and the Value Premium
Santos, Tano
-
2005
value premium is larger in "bad times," due to time variation in risk preferences; (c) the unconditional
CAPM
fails, because … conditional
CAPM
and a Fama and French (1993) HML factor outperform the unconditional
CAPM
…
Persistent link: https://www.econbiz.de/10012466855
Saved in:
10
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
Wachter, Jessica
-
2005
to the
CAPM
…
Persistent link: https://www.econbiz.de/10012784914
Saved in:
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