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Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital · Study

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PreprintEstimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

Ľuboš Pástor2006

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Preprintgreen2006

Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital

Ľuboš Pástor · Meenakshi Sinha · Bhaskaran Swaminathan

120 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1973An Intertemporal Capital Asset Pricing Model 1997Industry costs of equity 1987Expected stock returns and volatility 2003Modeling and Forecasting Realized Volatility 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1981Principles of Corporate Finance.

Cited by

2007Long-run risk-return trade-offs 2007Conservatism, growth, and return on investment 2010Predictability of Returns and Cash Flows 2007Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model 2020Option-Implied Correlations and the Price of Correlation Risk 2008The Implied Cost of Capital: A New Approach

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Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations120

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.873631

openalex_workW2138909986

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