David Schröder

University of London - Birkbeck College

Malet Street

London, WC1E 7HX

United Kingdom

  • University of London - Birkbeck College

SCHOLARLY PAPERS

16

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SSRN CITATIONS
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Top 33,594

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16

CROSSREF CITATIONS

8

Scholarly Papers (16)

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1.

The Implied Equity Risk Premium - An Evaluation of Empirical Methods

Kredit und Kapital, Vol. 40, No. 4, pp. 583-613
Number of pages: 32 Posted: 14 May 2004 Last Revised: 15 Aug 2008
David Schröder
University of London - Birkbeck College
Downloads 1,882 (10,245)
Citation 4

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equity risk premium, cost of capital, expected stock returns

2.

Asset Allocation in Private Wealth Management: Theory Versus Practice

Number of pages: 37 Posted: 23 Feb 2013
David Schröder
University of London - Birkbeck College
Downloads 571 (57,605)

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private banking, household finance, private wealth management, survey, portfolio choice, asset allocation

3.

Analyzing Banks: Management and Investor Perspective

Number of pages: 47 Posted: 14 Feb 2013
Florian Esterer, Stefan Grossmann and David Schröder
Bank J. Safra Sarasin, PricewaterhouseCoopers AG and University of London - Birkbeck College
Downloads 474 (72,623)

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Banks, Financial Analysis, ROE Decomposition, Stock Returns, Panel Regression

4.

Implied Cost of Capital Based Investment Strategies - Evidence from International Stock Markets

Annals of Finance
Number of pages: 30 Posted: 02 Mar 2007 Last Revised: 18 May 2013
Florian Esterer and David Schröder
Bank J. Safra Sarasin and University of London - Birkbeck College
Downloads 449 (77,551)
Citation 4

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analyst forecasts, implied cost of capital, international equity markets, market efficiency

5.

A New Measure of Equity and Cash Flow Duration: The Duration-Based Explanation of the Value Premium Revisited

Number of pages: 65 Posted: 04 Oct 2013 Last Revised: 03 Dec 2015
David Schröder and Florian Esterer
University of London - Birkbeck College and Bank J. Safra Sarasin
Downloads 230 (160,060)
Citation 4

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equity duration, value premium, analyst forecasts, B/M ratio, cash-flow

6.

Industry Effects in Firm and Segment Profitability Forecasting

Contemporary Accounting Research, 35: 2106-2130. doi:10.1111/1911-3846.12361
Number of pages: 34 Posted: 03 Jun 2012 Last Revised: 15 Jun 2020
David Schröder and Andrew Yim
University of London - Birkbeck College and Cass Business School, City, University of London
Downloads 228 (161,445)
Citation 1

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Industry membership, Profitability forecasting, Diversification, Disaggregation, Segment disclosure

7.

Investment Under Ambiguity with the Best and Worst in Mind

Number of pages: 40 Posted: 31 Aug 2006 Last Revised: 29 Oct 2010
David Schröder
University of London - Birkbeck College
Downloads 227 (162,118)
Citation 2

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Investment evaluation, investment decision, ambiguity, Knightian uncertainty, ambiguity aversion, optimism, pessimism, real option

8.

Measuring Ambiguity Preferences: A New Ambiguity Preference Survey Module

Journal of Risk and Uncertainty 58, 71-100
Number of pages: 31 Posted: 12 Sep 2015 Last Revised: 10 Jul 2019
Elisa Cavatorta and David Schröder
King's College London and University of London - Birkbeck College
Downloads 163 (218,383)
Citation 9

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ambiguity, preference measurement, decision making, experimental economics, survey validation

9.

The Term Structure of Equity Yields - A Bottom-Up Approach

Number of pages: 39 Posted: 02 Mar 2021 Last Revised: 06 May 2021
David Schröder
University of London - Birkbeck College
Downloads 92 (335,389)

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term structure, market equity yields, equity risk premia, implied cost of capital, aggregation effect, stock returns

10.

Decision Making Under Uncertainty: The Relation between Economic Preferences and Psychological Personality Traits

Theory and Decision (forthcoming)
Number of pages: 27 Posted: 26 Aug 2018 Last Revised: 02 Jan 2020
David Schröder and Gail Gilboa Freedman
University of London - Birkbeck College and affiliation not provided to SSRN
Downloads 88 (342,497)
Citation 2

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decision making, uncertainty, preferences, personality traits, ambiguity intolerance, ambiguity aversion, risk aversion

11.

The role of market efficiency on implied cost of capital estimates: an international perspective

Annals of Finance, forthcoming
Number of pages: 45 Posted: 23 Feb 2018 Last Revised: 01 Oct 2020
David Schröder
University of London - Birkbeck College
Downloads 73 (381,995)

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implied cost of capital, expected stock returns, market efficiency, analyst forecasts, cross-country study

12.

Investor Sentiment, Media and Stock Returns: The Advancement of Social Media

Number of pages: 33 Posted: 10 May 2021
Ioanna Lachana and David Schröder
University of London - Birkbeck College and University of London - Birkbeck College
Downloads 50 (463,837)

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Investor sentiment, text mining, financial markets, traditional media, social media, stock returns.

13.

Survey module to measure ambiguity preferences: Module and ambiguity preference score

Number of pages: 7 Posted: 25 Jan 2019 Last Revised: 08 Mar 2021
Elisa Cavatorta and David Schröder
King's College London and University of London - Birkbeck College
Downloads 35 (526,353)

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Ambiguity, Preference measurement, Decision making, Experimental economics, Survey validation

14.

Real Options, Ambiguity, and Dynamic Consistency - A Technical Note

International Journal of Production Economics, forthcoming
Number of pages: 6 Posted: 05 Apr 2020 Last Revised: 24 Apr 2020
David Schröder
University of London - Birkbeck College
Downloads 22 (602,448)

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Ambiguity, dynamic consistency, real options, NMEU preferences, rectangularity, optimal stopping

15.

Lotto lotteries - Decision making under uncertainty when payoffs are unknown

Number of pages: 42 Posted: 16 Mar 2020 Last Revised: 26 Jun 2020
David Schröder
University of London - Birkbeck College
Downloads 21 (609,177)

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decision making, uncertainty, risk aversion, lotteries, ambiguity aversion, subjective expected utility, Anscombe-Aumann framework

16.

Measuring Ambiguity Preferences: A New Ambiguity Preference Survey Module (Online Appendix)

Number of pages: 12 Posted: 10 Jul 2019
Elisa Cavatorta and David Schröder
King's College London and University of London - Birkbeck College
Downloads 12 (672,941)

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Ambiguity, Preference measurement, Decision making, Experimental economics, Survey validation