Volatile earnings growth, the price of earnings and the value premium

DOI10.1080/14697680903207163zbMATH Open1217.91216OpenAlexW2104321636MaRDI QIDQ3019506FDOQ3019506

Authors:

Publication date: 28 July 2011

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903207163

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Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Financial applications of other theories (91G80)

Cites Work

• The pricing of options and corporate liabilities
• A theory of the term structure of interest rates
• An equilibrium characterization of the term structure
• Common risk factors in the returns on stocks and bonds
• The integral of geometric Brownian motion
• VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
• A valuation model for firms with stochastic earnings

Cited In (7)

• A study of the asymmetry of the value relevance of accounting earnings
• Pricing assets with stochastic cash-flow growth
• Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs
• Does Revenue Momentum Drive or Ride Earnings or Price Momentum?
• Earnings, Earnings Growth and Value
• Earnings, Earnings Growth and Value
• Managing The Volatility Of Gaap Earnings

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