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Equity Term Structures without Dividend Strips Data · Study

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PreprintEquity Term Structures without Dividend Strips Data

Stefano Giglio2020

OA

Preprintgreen2020

Equity Term Structures without Dividend Strips Data

Stefano Giglio · Bryan T. Kelly · Serhiy Kozak

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

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stochastic processes and financial applications

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References

1997On Persistence in Mutual Fund Performance 1980Macroeconomics and Reality 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS 2005Bond Risk Premia 2007The U.S. Treasury yield curve: 1961 to the present

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Details

Year2020

Typepreprint

Published2020-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.3533486

openalex_workW3014999987

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