Fox School of Business and Management
Philadelphia, PA 19122
Temple University - Department of Finance
in Total Papers Downloads
in Total Papers Citations
Implied Cost of Capital, Market Predictability, Valuation Ratios
Asset Pricing, Conditional CAPM, Conditional Fama-French Three-Factor Model, Size, Value, Momentum, Nonparametric Method
Speculation, Hedging, Market Segmentation, Price Informativeness, Information Acquisition, Asset Prices
Implied Value Premium, Implied Cost of Capital, Predictability, Value Spread, Term Spread, Default Spread, Risk and Mispricing
asset pricing, dividend volatility, loss aversion, narrow framing, return predictability, volatility clustering
Conditional Factor Models, Specification Tests, Semiparametric Method, Nonparametric Method, Conditional CAPM
disclosure, implied cost of capital, cost of equity capital, earnings guidance, management forecasts
Prospect theory, Disposition effect, Momentum, Reversal
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