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The Dynamics of Performance Volatility and Firm Valuation

Chi, J. Daniel - 2017

We construct a model to illustrate the dynamics of cash flow volatility and firm valuation. As a firm progressively invests into its growth opportunities, its book value increases and catches up with its market value, reducing the valuation multiple (Q). Cash flow volatility (CFV) decreases due...

Persistent link: https://www.econbiz.de/10012972882