Thummim Cho

London School of Economics & Political Science (LSE) - Department of Finance

Assistant Professor

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

976

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Putting the Price in Asset Pricing

Number of pages: 68 Posted: 28 Dec 2019 Last Revised: 06 Jan 2021
Thummim Cho and Christopher Polk
London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics
Downloads 303 (131,054)
Citation 4

Abstract:

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price level, long-horizon returns, mispricing metric, stochastic discount factor, CAPM

2.

Turning Alphas into Betas: Arbitrage and Endogenous Risk

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 05 Aug 2019 Last Revised: 14 Oct 2019
Thummim Cho
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 284 (140,287)
Citation 4

Abstract:

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asset risk, factor beta, financial intermediaries, arbitrage, asset pricing anomalies

3.

Scale or Yield? A Present-Value Identity

Number of pages: 60 Posted: 08 Jun 2021 Last Revised: 02 Aug 2021
London School of Economics & Political Science (LSE) - Department of Finance, University of Washington, UCLA - Anderson School of Management and London School of Economics
Downloads 155 (245,637)

Abstract:

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4.

Which Asset Pricing Model Do Firms Use? A Revealed Preference Approach

Number of pages: 40 Posted: 03 Dec 2020 Last Revised: 03 Jan 2022
Thummim Cho and Amirabas Salarkia
London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 120 (301,287)

Abstract:

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5.

The Present Value of Future Market Power

Number of pages: 32 Posted: 22 Oct 2021
London School of Economics & Political Science (LSE) - Department of Finance, London Business School, University of Washington and London Business School
Downloads 114 (312,453)

Abstract:

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markups, valuation, superstar, present value