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Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

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References

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1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
1998Optimal Investment, Growth Options, and Security Returns1,477 cited
2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying1,445 cited

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2005The Value Premium1,334 cited

2000Can book-to-market, size and momentum be risk factors that predict economic growth?1,012 cited

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