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Matthew R. Lyle · Study

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Matthew R. Lyle

6 works· latest 2023· 3 institutionscluster: provisionalORCID 0000-0003-0876-8578

h-index6

i106

Citations229

Works here6

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Most cited in this library

The cross section of expected holding period returns and their dynamics: A present value approach2015 · 59 citations
Dynamic risk, accounting-based valuation and firm fundamentals2013 · 54 citations
A ‘simple’ hybrid model for power derivatives2009 · 41 citations
Changes in Risk Factor Disclosures and the Variance Risk Premium2023 · 32 citations
Fundamental Analysis and Mean-Variance Optimal Portfolios2021 · 22 citations

Works

6 shown

Changes in Risk Factor Disclosures and the Variance Risk Premium

The Accounting Review·2023·3 authors·Open access

32citations

Fundamental Analysis and Mean-Variance Optimal Portfolios

The Accounting Review·2021·2 authors·Open access

22citations

Information Quality, Growth Options, and Average Future Stock Returns

The Accounting Review·2018·1 author

21citations

The cross section of expected holding period returns and their dynamics: A present value approach

Journal of Financial Economics·2015·2 authors·Open access

59citations

Dynamic risk, accounting-based valuation and firm fundamentals

Review of Accounting Studies·2013·3 authors

54citations

A ‘simple’ hybrid model for power derivatives

Energy Economics·2009·2 authors

41citations