You have Guest access.
Log In
Volume 1 / 1996 - Volume 16 / 2011
Accounting, Disclosure, and the Cost of Capital
147
Editorial Introduction
Editorial
149-188
The Role of Expectations in Explaining the Cross-Section of Stock Returns
Tom Copeland, Aaron Dolgoff and Alberto Moel
189-196
Discussion of “The Role of Expectations in Explaining the Cross-Section of Stock Returns”
Jing Liu
197-228
Implied Equity Duration: A New Measure of Equity Risk
Patricia M. Dechow, Richard G. Sloan and Mark T. Soliman
229-231
Discussion of “Implied Equity Duration: A New Measure of Equity Risk”
Pedro Santa-clara
233-259
The Role of Information Precision in Determining the Cost of Equity Capital
Christine A. Botosan, Marlene A. Plumlee and Yuan Xie
261-264
Discussion of “The Role of Information Precision in Determining Cost of Equity Capital”
Michael Williams
265-294
How Banks' Value-at-Risk Disclosures Predict their Total and Priced Risk: Effects of Bank Technical Sophistication and Learning over Time
Chi-chun Liu, Stephen G. Ryan and Hung Tan
295-299
Discussion of “How Banks' Value-at-Risk Disclosures Predict their Total and Priced Risk: Effects of Bank Technical Sophistication and Learning over Time”
Bin Ke
301-329
Forward Versus Trailing Earnings in Equity Valuation
Kenton K. Yee
331-336
Discussion of “Forward Versus Trailing Earnings in Equity Valuation”
Peter Easton
337-356
The Effect of Accounting Restatements on Earnings Revisions and the Estimated Cost of Capital
Paul Hribar and Nicole Thorne Jenkins
357-367
Discussion of “The Effect of Accounting Restatements on Earnings Revisions and the Estimated Cost of Capital”
Ron Kasznik
Frequently asked questions General info on journals and books Send us your feedback Impressum Contact us
© Springer, Part of Springer Science+Business Media Privacy, Disclaimer, Terms & Conditions, and Copyright Info