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Why are stock prices so high? : Dividend growth or discount factor?

Balke, Nathan S.; Wohar, Mark E. - 2000

Persistent link: https://www.econbiz.de/10001446210

Asset pricing with dynamically inconsistent agents

Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046

Persistent link: https://www.econbiz.de/10014426412

Fear and closed-end fund discounts

Anderson, Seth C.; Beard, Thomas Randolph; Kim, Hyeongwoo; … - In: Applied economics letters 20 (2013) 10/12, pp. 953-956

Persistent link: https://www.econbiz.de/10010195346

Asset prices in a lifecycle economy

Farmer, Roger E. A. - 2014

Persistent link: https://www.econbiz.de/10010363302

The time decay of bond premium and discount : an analysis of the time passage effect on bond prices

Brusa, Jorge; Gu, Jenny; Liu, Grace Yaru - In: Theoretical economics letters 4 (2014) 5, pp. 323-330

Persistent link: https://www.econbiz.de/10010422852

Is prior performance priced through closed-end fund discounts?

Bleaney, Michael F.; Smith, Richard Todd - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 153-164

Persistent link: https://www.econbiz.de/10008702359

A forecast evaluation of expected equity return measures

Chin, Michael; Polk, Christopher - 2015

Persistent link: https://www.econbiz.de/10010497568

A note on the premiums and discounts embedded in VIX futures prices

Jones, Travis; Allen, Marcus T. - In: The journal of investing 24 (2015) 2, pp. 69-73

Persistent link: https://www.econbiz.de/10011416629

Expected stock returns worldwide : a log-linear present-value approach

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018

We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...

Persistent link: https://www.econbiz.de/10011931329

Essays on empirical asset pricing

Verbeek, Roy - 2017

Persistent link: https://www.econbiz.de/10011863839