1300 Clifton Road
Atlanta, GA 30322-2722
United States
Goizueta Business School
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Earnings Response Coefficient, Volatility, Earnings Announcements, Disclosure Timing
Fundamental Analysis, Portfolio Optimization, Return Prediction, Accounting-Based Valuation
Expected returns, discount rates, fundamental valuation, present value, information quality, international equity markets
Cost of Capital, Term Structure, Options
Term Structure, Implied Costs of Equity, Cash Flow Risk
Implied Costs of Equity, Term Structure, Option Contracts
Expected returns; Discount rates; Fundamental valuation; Implied cost of capital; International equity markets; Present value;
Expected returns, discount rates, holding period returns, fundamental valuation, present value
Expected returns, Present value, Valuation multiples
Fundamental Analysis, Valuation, Stock Returns, Variance Risk Premiums, Option Returns
Earnings Announcements, Trading Signals, Portfolio Optimization, Portfolio Performance
Stock valuation, expected risk, cost of capital, expected returns, implied risk, Ohlson model
cost of capital; expected returns; ROE
High-Frequency Market Making, Algorithmic Trading, Adverse Selection, Monitoring Costs
Information Quality, Growth Options, Stock Returns, Valuation, Cost of Capital
risk factors, disclosure, textual analysis, variance risk premium
Gross Domestic Product, Out-Of-Sample, News-Driven Business Cycle, Partial Least Squares, Firm Investment
Valuation, Expected Stock Returns
Financial Statement Data, Compustat, Adjustment, Standardization, Replicability, Look-ahead Bias
Life Cycle, Information Transfers, Spillovers, Asset Pricing
Information Quality, Expected Returns, Stock Returns, Cost of Captial, Growth Options, Valuation
