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A General Affine Earnings Valuation Model · Study

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ArticleA General Affine Earnings Valuation Model

Andrew Ang2001

Article2001

A General Affine Earnings Valuation Model

Andrew Ang · Jun Liu

71 citations·0/0 files stored·Review of Accounting Studies

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Financial Reporting and Valuation Research Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

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References

1973The Pricing of Options and Corporate Liabilities 1985A Theory of the Term Structure of Interest Rates 1961Dividend Policy, Growth, and the Valuation of Shares 1995Earnings, Book Values, and Dividends in Equity Valuation*1978Asset Prices in an Exchange Economy 1979Martingales and arbitrage in multiperiod securities markets 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 1995Valuation and Clean Surplus Accounting for Operating and Financial Activities*

Cited by

2013Dynamic risk, accounting-based valuation and firm fundamentals 2002How to Discount Cashflows with Time-Varying Expected Returns 2010Financial Forecasting, Risk and Valuation: Accounting for the Future 2011Predicting dividends in log-linear present value models 2003Do Accruals Drive Stock Returns? A Variance Decomposition Analysis 2009Shocks to Shocks: A Theoretical Foundation for the Information Content of Earnings*

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Year2001

Typearticle

Published2001-12-01

VenueReview of Accounting Studies

ISSN-L1380-6653

Languageen

Citations71

Files0 public / 0

ShelfFinancial Reporting and Valuation Research

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doi10.1023/a:1012497814339

openalex_workW2158335386

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2001Stock Valuation in Dynamic Economics

2011Nominal Bonds, Real Bonds, and Equity