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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

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

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charles C. Y. - In: The accounting review : a publication of the American … 97 (2022) 2, pp. 107-133

Persistent link: https://www.econbiz.de/10013198687

The cross section of expected holding period returns and their dynamics : a present value approach

Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525

Persistent link: https://www.econbiz.de/10011348465

Fundamental valuation in seven Asian countries : role of earnings, book value, and dividends

Kriengkrai Boonlert-U-Thai; Saudagaran, Shahrokh M.; … - In: Journal of accounting, auditing & finance : JAAF 37 (2022) 4, pp. 848-873

Persistent link: https://www.econbiz.de/10013389075

Modelling share price behaviour across time

Thompson, Spencer; Lead, Nathan - 1999

Persistent link: https://www.econbiz.de/10001517859

Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Aktienanalyse durch Erfolgsspaltung : eine theoretische und empirische Untersuchung

Terhoeven, Kerstin - 2000

Persistent link: https://www.econbiz.de/10001454103

Prognostizierbarkeit von Aktienrenditen : die Ursachen von Bewertungsanomalien am deutschen Aktienmarkt

Garz, Hendrik - 2000

Persistent link: https://www.econbiz.de/10001467539

Fundamentals and the winner-loser effect theory and empirical evidence

Külpmann, Mathias - 2000

Persistent link: https://www.econbiz.de/10001474619

Explaining the variance of price dividend ratios

Cochrane, John H. - 1989

Persistent link: https://www.econbiz.de/10000778779

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