The implied equity duration when discounting and forecasting parameters are industry specific
Author:
Affiliation:
1. CEU Cardinal Herrera University; Valencia Spain
2. University of Castilla-La Mancha; Cuenca Spain
3. University of Huelva; Huelva Spain
Funder
Spanish Government
Valencian Government
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/acfi.12250/fullpdf
Reference40 articles.
1. Duration and risk assessment for bonds and common stocks;Boquist;Journal of Finance,1975
2. Equity duration of value and growth indices;Broughton;Journal of Applied Finance,2014
3. Where do beta come from? Asset price dynamics and the sources of systematic risk;Campbell;The Review of Financial Studies,1993
4. Growth or glamour? Fundamentals and systematic risk in stock returns;Campbell;Review of Financial Studies,2009
5. Chen , H. J. 2014 Do Cash Flows of Growth Stocks Really Grow Faster?
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1. Cash flow duration and market reactions to earnings announcements;Review of Quantitative Finance and Accounting;2024-04-08
2. Implied Equity Duration: A Measure of Pandemic Shutdown Risk;Journal of Accounting Research;2021-02-15
3. Performance of Alternative Estimation Procedures of the Implied Equity Duration in a Small Stock Market;Sustainability;2020-03-02
4. Implied Equity Duration: A Measure of Pandemic Shut-Down Risk;SSRN Electronic Journal;2020
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