Estimating Prices and Yields for Equity Term Structures
The study estimates equity yields using a detailed model of equity prices and dividends, expanding equity term-structure data over time and across different portfolios, offering new empirical data for asset pricing models.
Featured in No. 29 on 13 Dec 2023 · 6 days after release
- Released
- 7 Dec 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 1,502
- Identifier
- SSRN 4657486
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).