Implied Equity Duration: A Measure of Pandemic Shutdown Risk-Reference-Cited by-同舟云学术

Implied Equity Duration: A Measure of Pandemic Shutdown Risk

Published:2021-02-15 Issue:1 Volume:59 Page:243-281
ISSN:0021-8456
Container-title:Journal of Accounting Research
language:en
Short-container-title:Journal of Accounting Research

Author:

DECHOW PATRICIA M.¹^ORCID,ERHARD RYAN D.¹^ORCID,SLOAN RICHARD G.¹^ORCID,SOLIMAN AND MARK T.¹^ORCID

Affiliation:

1. Marshall School of Business University of Southern California

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/1475-679X.12348

Reference36 articles.

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2. Alagarsamy K. P.“An Equity Duration‐Based Rationale for the Default Risk Puzzle.” Working Paper Washington University (2019). Available athttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3501971

3. Bansal R.;S.Miller;D.Song; andA.Yaron. “The Term Structure of Equity Risk Premia.” Working Paper National Bureau of Economic Research (2019). Available athttps://www.nber.org/papers/w25690

4. On the Timing and Pricing of Dividends;Binsbergen J.;American Economic Review,2012

5. Equity Yields;Binsbergen J.;Journal of Financial Economics,2013

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