-
1
-
-
10944219754
-
How to Discount Cashflows with Time-Varying Expected Returns
-
Ang, A. and J. Liu, 2004, "How to Discount Cashflows with Time-Varying Expected Returns," Journal of Finance 59, 2745-2783.
-
(2004)
Journal of Finance
, vol.59
, pp. 2745-2783
-
-
Ang, A.1
Liu, J.2
-
2
-
-
0007980113
-
Optimal Investment, Growth Options and Security Returns
-
Berk, J., R. Green, and V. Naik, 1999, "Optimal Investment, Growth Options and Security Returns," Journal of Finance 54, 1553-1608.
-
(1999)
Journal of Finance
, vol.54
, pp. 1553-1608
-
-
Berk, J.1
Green, R.2
Naik, V.3
-
3
-
-
0842346752
-
Valuation and Return Dynamics of New Ventures
-
Berk, J., R. Green, and V. Naik, 2004, "Valuation and Return Dynamics of New Ventures," Review of Financial Studies 17, 1-35.
-
(2004)
Review of Financial Studies
, vol.17
, pp. 1-35
-
-
Berk, J.1
Green, R.2
Naik, V.3
-
4
-
-
0004179740
-
-
New York, NY, McGraw-Hill Irwin
-
Brealey, R.A., S.C. Myers, and F. Allen, 2006, Principles of Corporate Finance, New York, NY, McGraw-Hill Irwin.
-
(2006)
Principles of Corporate Finance
-
-
Brealey, R.A.1
Myers, S.C.2
Allen, F.3
-
5
-
-
33244488283
-
Risk and Valuation Under an Intertemporal Capital Asset Pricing Model
-
Brennan, M.J. and Y. Xia, 2006, "Risk and Valuation Under an Intertemporal Capital Asset Pricing Model," Journal of Business 79, 1-35.
-
(2006)
Journal of Business
, vol.79
, pp. 1-35
-
-
Brennan, M.J.1
Xia, Y.2
-
6
-
-
21344494706
-
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
-
Campbell, J.Y. and J. Mei, 1993, "Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk," Review of Financial Studies 6, 567-592.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 567-592
-
-
Campbell, J.Y.1
Mei, J.2
-
7
-
-
4344650584
-
Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns
-
Carlson, M., A. Fisher, and R. Giammarino, 2004, "Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns," Journal of Finance 59, 2577-2603.
-
(2004)
Journal of Finance
, vol.59
, pp. 2577-2603
-
-
Carlson, M.1
Fisher, A.2
Giammarino, R.3
-
8
-
-
33745728787
-
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance
-
Carlson, M., A. Fisher, and R. Giammarino, 2006, "Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long-Run Performance," Journal of Finance 61, 1009-1034.
-
(2006)
Journal of Finance
, vol.61
, pp. 1009-1034
-
-
Carlson, M.1
Fisher, A.2
Giammarino, R.3
-
9
-
-
0039529248
-
Risk, Duration, and Capital Budgeting: New Evidence on Some Old Questions
-
Cornell, B., 1999, "Risk, Duration, and Capital Budgeting: New Evidence on Some Old Questions," Journal of Business 12, 183-200.
-
(1999)
Journal of Business
, vol.12
, pp. 183-200
-
-
Cornell, B.1
-
10
-
-
3843113367
-
Implied Equity Duration: A New Measure of Equity Risk
-
Dechow, P.M., R.G. Sloan, and M.T. Soliman, 2004, "Implied Equity Duration: A New Measure of Equity Risk," Review of Accounting Studies 9, 197-228.
-
(2004)
Review of Accounting Studies
, vol.9
, pp. 197-228
-
-
Dechow, P.M.1
Sloan, R.G.2
Soliman, M.T.3
-
11
-
-
84977737676
-
The Cross-Section of Expected Stock Returns
-
Fama, E.F. and K.R. French, 1992, "The Cross-Section of Expected Stock Returns," Journal of Finance 47, 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
13
-
-
0000318873
-
The Theory and Practice of Corporate Finance: Evidence from the Field
-
Graham, J.R. and C.R. Harvey, 2001, "The Theory and Practice of Corporate Finance: Evidence from the Field," Journal of Financial Economics 60, 187-243.
-
(2001)
Journal of Financial Economics
, vol.60
, pp. 187-243
-
-
Graham, J.R.1
Harvey, C.R.2
-
14
-
-
0036956101
-
Do We Need CAPM for Capital Budgeting?
-
Jagannathan, R. and I. Meier, 2002, "Do We Need CAPM for Capital Budgeting?" Financial Management 31, 55-77.
-
(2002)
Financial Management
, vol.31
, pp. 55-77
-
-
Jagannathan, R.1
Meier, I.2
-
16
-
-
33846191480
-
Why is Long-horizon Equity Less Risky? A Duration-based Explanation of the Value Premium
-
Lettau, M. and J. A. Wachter, 2007, "Why is Long-horizon Equity Less Risky? A Duration-based Explanation of the Value Premium," Journal of Finance 62, 55-92.
-
(2007)
Journal of Finance
, vol.62
, pp. 55-92
-
-
Lettau, M.1
Wachter, J.A.2
|