Default risk in equity returns
Article Abstract:
A study computing the default measures for individual firms and assessing the effect of default risk on equity returns, using the Merton's (1974) option pricing model is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
Analysis, Default (Finance), Econometric models, Equity (Finance)
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
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How to discount cashflows with time-varying expected returns
Article Abstract:
A new model for valuating cash flows along with risk-free rates, predictable risk premiums and time-varying expected returns is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
Capital funds & cash flow, Evaluation, Valuation, Cash flow, Return on investment, Rate of return, Time-series analysis, Time series analysis
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2004
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The cross-section of volatility and expected returns
Article Abstract:
A study examining the pricing of volatility risk in the cross-section of stock returns, is presented.
Publisher: Blackwell Publishers Ltd.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
Forecasts, trends, outlooks, Commodity & service prices, Prices and rates, Stocks, Forecasts and trends, Market trend/market analysis, Company pricing policy
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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Subjects list: United States, Usage
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