A Generalized Earnings-Based Stock Valuation Model with Learning

Author:

Jacoby Gady1,Paseka Alexander1,Wang Yan2

Affiliation:

1. University of Manitoba

2. Brock University

Funder

Social Sciences and Humanities Research Council of Canada

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference64 articles.

1. Information quality and long-run risk: Asset pricing implications;Ai;Journal of Finance,2010

2. Kalman filtering of generalized vasicek term structure models;Babbs;Journal of Financial and Quantitative Analysis,1999

3. Stock valuation in dynamic economies;Bakshi;Journal of Financial Markets,2005

4. Unit roots and the estimation of interest rate dynamics;Ball;Journal of Empirical Finance,1996

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