Matthew R. Lyle

Northwestern University - Kellogg School of Management

Assistant Professor

2001 Sheridan Road

Evanston, IL 60208

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 6,695

SSRN RANKINGS

Top 6,695

in Total Papers Downloads

5,647

CITATIONS
Rank 33,230

SSRN RANKINGS

Top 33,230

in Total Papers Citations

6

Scholarly Papers (11)

1.

The Cross Section of Expected Holding Period Returns and Their Dynamics: A Present Value Approach

Journal of Financial Economics (JFE), Forthcoming, Harvard Business School Accounting & Management Unit Working Paper No. 13-050, Rotman School of Management Working Paper No. 2182628
Number of pages: 57 Posted: 02 Dec 2012 Last Revised: 20 Jun 2014
Matthew R. Lyle and Charles C. Y. Wang
Downloads 1,009 (14,253)
Citation 2

Abstract:

Loading...

Expected returns, discount rates, holding period returns, fundamental valuation, present value

The Term Structure of Implied Costs of Equity Capital

Rotman School of Management Working Paper No. 1738401
Number of pages: 62 Posted: 12 Jan 2011 Last Revised: 05 Mar 2014
Jeffrey L. Callen and Matthew R. Lyle
University of Toronto - Rotman School of Management and Northwestern University - Kellogg School of Management
Downloads 355 (70,569)
Citation 3

Abstract:

Loading...

Cost of Capital, Term Structure, Options

The Term Structure of Implied Costs of Equity Capital

Number of pages: 47 Posted: 27 Oct 2010 Last Revised: 08 Aug 2011
Jeffrey L. Callen and Matthew R. Lyle
University of Toronto - Rotman School of Management and Northwestern University - Kellogg School of Management
Downloads 318 (79,918)
Citation 3

Abstract:

Loading...

Term Structure, Implied Costs of Equity, Cash Flow Risk

The Term Structure of Implied Costs of Equity Capital

Rotman School of Management Working Paper No. 1975947
Number of pages: 47 Posted: 23 Jan 2012
Jeffrey L. Callen and Matthew R. Lyle
University of Toronto - Rotman School of Management and Northwestern University - Kellogg School of Management
Downloads 197 (132,139)
Citation 3

Abstract:

Loading...

Cost of Capital, Term Structure, Options

Dynamic Risk, Accounting-Based Valuation and Firm Fundamentals

CAAA Annual Conference 2012
Number of pages: 38 Posted: 19 Dec 2011 Last Revised: 19 Apr 2012
Matthew R. Lyle, Jeffrey L. Callen and Robert J. Elliott
Northwestern University - Kellogg School of Management, University of Toronto - Rotman School of Management and University of Calgary - Haskayne School of Business
Downloads 302 (84,846)
Citation 1

Abstract:

Loading...

Stock valuation, expected risk, cost of capital, expected returns, implied risk, Ohlson model

Dynamic Risk, Accounting-Based Valuation and Firm Fundamentals

Number of pages: 38 Posted: 27 Mar 2012
Matthew R. Lyle, Jeffrey L. Callen and Robert J. Elliott
Northwestern University - Kellogg School of Management, University of Toronto - Rotman School of Management and University of Calgary - Haskayne School of Business
Downloads 218 (119,759)
Citation 1

Abstract:

Loading...

Stock valuation, expected risk, cost of capital, expected returns, implied risk, Ohlson model

Dynamic Risk, Accounting-Based Valuation and Firm Fundamentals

Review of Accounting Studies, Forthcoming
Posted: 27 Mar 2012
Matthew R. Lyle, Jeffrey L. Callen and Robert J. Elliott
Northwestern University - Kellogg School of Management, University of Toronto - Rotman School of Management and University of Calgary - Haskayne School of Business

Abstract:

Loading...

4.

Accounting Data, Market Values, and the Cross Section of Expected Returns Worldwide

Harvard Business School Accounting & Management Unit Working Paper No. 15-092
Number of pages: 60 Posted: 02 Jun 2015 Last Revised: 19 Jan 2016
University of Toronto - Rotman School of Management, Northwestern University - Kellogg School of Management and Harvard Business School
Downloads 487 (14,331)

Abstract:

Loading...

Expected returns, discount rates, fundamental valuation, present value, information quality, international equity markets

5.

Implied Cost of Equity Capital Estimates as Predictors of Accounting Returns and Stock Returns

Journal of Financial Reporting, Forthcoming
Number of pages: 50 Posted: 22 Dec 2013 Last Revised: 01 Aug 2017
Stephannie Larocque and Matthew R. Lyle
University of Notre Dame - Mendoza College of Business and Northwestern University - Kellogg School of Management
Downloads 224 (63,377)

Abstract:

Loading...

cost of capital; expected returns; ROE

6.
Downloads 140 (103,829)

Abstract:

Loading...

Information Quality, Growth Options, Stock Returns, Valuation, Cost of Capital

Abstract:

Loading...

High-Frequency Market Making, Algorithmic Trading, Adverse Selection, Monitoring Costs

8.

The Timing of Earnings Announcements and Volatility

Kelley School of Business Research Paper No. 17-75
Number of pages: 63 Posted: 06 Nov 2017
Northwestern University - Kellogg School of Management, Northwestern University, Kellogg School of Management, University of Colorado at Boulder Leeds School of Business and Indiana University - Kelley School of Business - Department of Accounting
Downloads 0 (175,345)

Abstract:

Loading...

Volatility, Earnings Announcements, Disclosure Timing, Option Returns

9.

Macroeconomic News in the Cross Section of Asset Growth

Number of pages: 32 Posted: 17 Jan 2017 Last Revised: 23 Jun 2017
Yu Hou, Artur Hugon, Matthew R. Lyle and Seth Pruitt
Queen's University - Smith School of Business, Arizona State University (ASU), Northwestern University - Kellogg School of Management and Arizona State University (ASU) - Finance Department
Downloads 0 (160,306)

Abstract:

Loading...

Gross Domestic Product, Out-Of-Sample, News-Driven Business Cycle, Partial Least Squares, Firm Investment

10.
Downloads 0 (99,959)

Abstract:

Loading...

Valuation, Expected Stock Returns

11.
Downloads 0 (43,419)

Abstract:

Loading...

Fundamental Analysis, Valuation, Stock Returns, Varance Risk Premiums, Variance Returns, Option Returns