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Estimating unobservable valuation parameters for illiquid assets

Boyle, Glenn W.; Guthrie, Graeme A.; Quigley, Neil Clayton - In: Accounting and finance : journal of the Accounting … 49 (2009) 3, pp. 465-479

Persistent link: https://www.econbiz.de/10003889285

The Regulatory Cost of Capital II: What is the Market Risk Premium?

Boyle, Glenn - Victoria Business School, Victoria University of Wellington - 2005

Professor Glenn Boyle presented The Regulatory Cost of Capital II: What is the Market Risk Premium? at the half-day Regulatory Cost of Capital II: What is the Market Risk Premium? seminar.

Persistent link: https://www.econbiz.de/10011199588

Risk, expected return, and the cost of equity capital

Boyle, Glenn W. - In: New Zealand economic papers 39 (2005) 2, pp. 181-194

Persistent link: https://www.econbiz.de/10003576440

A value premium without operating leverage

Guthrie, Graeme A. - In: Finance research letters 10 (2013) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10009728620

Real options and the cross-section of expected stock returns

Guthrie, Graeme A. - In: Journal of economic surveys 28 (2014) 2, pp. 265-283

Persistent link: https://www.econbiz.de/10011293024

Risk aversion and stock market volatility

Boyle, Glenn W. - In: Journal of macroeconomics 14 (1992) 4, pp. 593-606

Persistent link: https://www.econbiz.de/10001133088

Market equilibrium and the CAPM in a mean-generalized coefficient of variation economy

Boyle, Glenn W. - In: International review of economics & finance : IREF 3 (1994) 3, pp. 249-256

Persistent link: https://www.econbiz.de/10001174205

Money demand and the stock market in a general equilibrium model with variable velocity

Boyle, Glenn W. - In: Journal of political economy 98 (1990) 5, pp. 1039-1053

Persistent link: https://www.econbiz.de/10001098444

Systematic liquidity risk premia

Boyle, Glenn W.; Hong, Sanghyun - 2020

Persistent link: https://www.econbiz.de/10012426832

Real Options and the Cross-Section of Expected Stock Returns

Guthrie, Graeme A. - 2013

This paper surveys the theoretical literature investigating the effect of firms' investment flexibility on the cross-section of expected stock returns. Real options analysis derives firms' value-maximizing investment policies as functions of exogenous fundamental drivers of profitability and...

Persistent link: https://www.econbiz.de/10013090291