Risk and the Valuation of Common Stock
Author
Abstract
Suggested Citation
DOI: 10.1086/259520
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- T G Saji & S Harikumar, 2015. "Earnings Growth and Value Premium: The Indian Experience," Vikalpa: The Journal for Decision Makers, , vol. 40(4), pages 444-454, December.
- G. A. Karathanassis & S. N. Spilioti, 2005. "An empirical application of the clean-surplus valuation model: the case of the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 1031-1036.
- Dimosthenis Hevas & Aphroditi Papadaki, 2001. "The information content of investment tax credits," European Accounting Review, Taylor & Francis Journals, vol. 10(1), pages 173-186.
- G. A. Karathanassis & S. N. Spilioti, 2004. "An Empirical Examination of Traditional Equity Valuation Models: The case of the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 133-142.
- David R. Peterson & Donald M. Waldman, 1984. "A Model Of Heterogeneous Expectations As A Determinant Of Short Sales," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 1-16, March.
- Gendron, Michel & Genest, Christian, 1993. "La perception du risque de titres financiers : l’importance relative et l’influence de certains facteurs de risque," L'Actualité Economique, Société Canadienne de Science Economique, vol. 69(1), pages 142-170, mars.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ucp:jpolec:v:77:y:1969:i:3:p:349-62. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Journals Division (email available below). General contact details of provider: https://www.journals.uchicago.edu/JPE .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.