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On the relation between expected returns and implied cost of capital

Hughes, John S.; Liu, Jing; Liu, Jun - In: Review of accounting studies 14 (2009) 2/3, pp. 246-259

Persistent link: https://www.econbiz.de/10003900221

Discussion of "On the relation between expected returns and implied cost of capital"

Lambert, Richard A. - In: Review of accounting studies 14 (2009) 2/3, pp. 260-268

Persistent link: https://www.econbiz.de/10003900225

Corporate bond returns and the financial crisis

Aboody, David; Hughes, John S.; Ozel, N. Bugra - In: Journal of banking & finance 40 (2014), pp. 42-53

Persistent link: https://www.econbiz.de/10010402325

Leverage, excess leverage, and future returns

Caskey, Judson; Hughes, John S.; Liu, Jing - In: Review of accounting studies 17 (2012) 2, pp. 443-471

Persistent link: https://www.econbiz.de/10009573913

On the relation between predictable market returns and predictable analyst forecast errors

Hughes, John; Liu, Jing; Su, Wei - In: Review of accounting studies 13 (2008) 2/3, pp. 266-291

Persistent link: https://www.econbiz.de/10003744939

Discussion of "On the relation between predictable market returns and predictable analyst forecast errors"

Garvey, Gerald T. - In: Review of accounting studies 13 (2008) 2/3, pp. 292-294

Persistent link: https://www.econbiz.de/10003745335

Strategic informed trades, diversification, and expected returns

Caskey, Judson; Hughes, John S.; Liu, Jun - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 1811-1837

Persistent link: https://www.econbiz.de/10011375825

Strategic Informed Trades, Diversification, and Expected Returns

Caskey, Judson - 2015

We examine how strategic trade affects expected returns in a large economy. In our model, both a monopolist (strategic) informed trader and uninformed traders consider the impact of their demands on prices. In contrast to settings with price-taking traders, private information never eliminates a...

Persistent link: https://www.econbiz.de/10013037157

Corporate Bond Returns and the Financial Crisis

Aboody, David - 2014

We assess the impact of the recent financial crisis and government interventions to ameliorate the ensuing recession on corporate bond returns through the lens of bond market reactions to news conveyed by changes in aggregate earnings as a proxy for changes in expected future cash flows and...

Persistent link: https://www.econbiz.de/10013066404