2 papers indexed here
We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.
Not the right person? Other researchers publish under this name.
The Implied Equity Term Structure
We propose a new methodology to estimate the equity term structure. Instead of using realized returns of dividend assets, we generalize the implied cost of capital approach and imply the term structure of ex-ante expected returns from the cross-section of observed stock prices and projected firm-level cash flows. Using...