Book Values, Earnings, and Market Valuations

Keywords

Earnings, Economics, Financial economics, Business, Econometrics

References

• Book-to-Market as a Predictor of Market ReturnsJeffrey Pontiff, Lawrence D. Schall — 1998
• Equilibrium Cross Section of ReturnsJoão F. Gomes, Leonid Kogan, Lu Zhang — 2003
• A second course in stochastic processesSamuel Karlin, Howard E. Taylor — 1981
• Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?John C. Easterwood, Stacey R. Nutt — 1999
• An Econometric Model of the Term Structure of Interest-Rate Swap YieldsDarrell Duffie, Kenneth J. Singleton — 1997
• Predicting returns in the stock and bond marketsDonald B. Keim, Robert F. Stambaugh — 1986
• AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICESJohn C. Cox, Jonathan E. Ingersoll, Stephen A. Ross — 1985
• Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?Peter Bossaerts, Pierre Hillion — 1999
• Earnings, dividend policy, and present value relations: Building blocks of dividend policy invariant cash flowsBruce N. Lehmann — 1993
• Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time LimitTong-sheng Sun — 1992
• Earnings Yields, Market Values, and Stock ReturnsJeffrey Jaffe, Donald B. Keim, Randolph Westerfield — 1989
• Disappearing dividends: changing firm characteristics or lower propensity to pay?Eugene F. Fama, Kenneth R. French — 2001
• Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsLars Peter Hansen, Kenneth J. Singleton — 1983
• Earnings, Book Values, and Dividends in Equity Valuation*James A. Ohlson — 1995
• Book-to-Market, Dividend Yield, and Expected Market Returns: A Time-Series AnalysisS.P. Kothari, Jay Shanken — 1997
• Rationality and Analysts' Forecast BiasTerence Lim — 2001
• Value Versus Growth: The International EvidenceEugene F. Fama, Kenneth R. French — 1998
• Simple Technical Trading Rules and the Stochastic Properties of Stock ReturnsWilliam Brock, Josef Lakonishok, Blake LeBaron — 1992
• Residual Earnings Valuation With Risk and Stochastic Interest RatesGerald A. Feltham, James A. Ohlson — 1999
• Multifactor Explanations of Asset Pricing AnomaliesEugene F. Fama, Kenneth R. French — 1996

Cited by

• A Fast and Parsimonious Way to Estimate the Implied Rate of Return on EquityDario Sanna — 2020
• A state space framework for the residual income valuation model of stock pricesFaisal M. Awwal, Prasad V. Bidarkota — 2021
• A Generalized Earnings-Based Stock Valuation ModelMing Dong, David Hirshleifer — 2005
• A State Space Framework for the Residual Income Valuation Model of Stock PricesFaisal M. Awwal, Prasad V. Bidarkota — 2019

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