Valuing Equities in the UK and the US: Fashions and Trends
In: Handbook of Research on Stock Market Globalization
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Geoffrey Poitras, 2002. "The philosophy of investment: a Post Keynesian perspective," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 25(1), pages 105-121.
- Faulhaber, Gerald R & Baumol, William J, 1988. "Economists as Innovators: Practical Products of Theoretical Research," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 577-600, June.
- Peter Scott, 2002. "Towards the ‘cult of the equity’? Insurance companies and the interwar capital market[I am grate]," Economic History Review, Economic History Society, vol. 55(1), pages 78-104, February.
- John Lintner, 1965. "Security Prices, Risk, And Maximal Gains From Diversification," Journal of Finance, American Finance Association, vol. 20(4), pages 587-615, December.
- Fisher, Irving, 1907. "The Rate of Interest," History of Economic Thought Books, McMaster University Archive for the History of Economic Thought, number fisher1907.
- Janette Rutterford, 2011. "‘Propositions put forward by quite honest men’: Company prospectuses and their contents, 1856 to 1940," Business History, Taylor & Francis Journals, vol. 53(6), pages 866-899, October.
- Richard G. Barker, 1999. "Survey and Market-based Evidence of Industry-dependence in Analysts' Preferences Between the Dividend Yield and Price-earnings Ratio Valuation Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(3-4), pages 393-418.
- Robert M. Soldofsky, 1966. "A Note On The History Of Bond Tables And Stock Valuation Models," Journal of Finance, American Finance Association, vol. 21(1), pages 103-111, March.
- John C. Clendenin & Maurice Van Cleave, 1954. "Growth And Common Stock Values," Journal of Finance, American Finance Association, vol. 9(4), pages 365-376, December.
- Baskin,Jonathan Barron & Miranti, Jr,Paul J., 1997. "A History of Corporate Finance," Cambridge Books, Cambridge University Press, number 9780521555142, September.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
- Josephine Maltby, 1999. "'A sort of guide, philosopher and friend': the rise of the professional auditor in Britain," Accounting History Review, Taylor & Francis Journals, vol. 9(1), pages 29-50.
- David Durand, 1957. "Bank Stock Prices and the Bank Capital Problem," NBER Books, National Bureau of Economic Research, Inc, number dura57-1.
- Steven Toms & John Wilson, 2003. "Scale, scope and accountability: towards a new paradigm of British business history," Business History, Taylor & Francis Journals, vol. 45(4), pages 1-23.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Janette Rutterford, 2004. "From dividend yield to discounted cash flow: a history of UK and US equity valuation techniques," Accounting History Review, Taylor & Francis Journals, vol. 14(2), pages 115-149.
- Shi, Yun & Cui, Xiangyu & Zhou, Xunyu, 2020. "Beta and Coskewness Pricing: Perspective from Probability Weighting," SocArXiv 5rqhv, Center for Open Science.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018.
"Asset allocation strategies based on penalized quantile regression,"
Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers 1507.00250, arXiv.org.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
- Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
- Bao, Te & Diks, Cees & Li, Hao, 2018. "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, vol. 68(C), pages 611-621.
- Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019. "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics 375, University of Goettingen, Department of Economics.
- Yu Wang & Haicheng Shu, 2019. "Evaluating the Performance of Factor Pricing Models for Different Stock Market Trends: Evidence from China," Working Papers 2019-10-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019. "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers 879, Queen Mary University of London, School of Economics and Finance.
- Kanwal Iqbal Khan & Syed M. Waqar Azeem Naqvi & Muhammad Mudassar Ghafoor & Rana Shahid Imdad Akash, 2020. "Sustainable Portfolio Optimization with Higher-Order Moments of Risk," Sustainability, MDPI, vol. 12(5), pages 1-14, March.
- Arati Kale & Devendra Kale & Sriram Villupuram, 2024. "Decomposition of risk for small size and low book-to-market stocks," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 96-112, February.
- Niles C. Schoening & Larry E. Sweeney, 1992. "Proactive Industrial Development Strategies And Portfolio Analysis," The Review of Regional Studies, Southern Regional Science Association, vol. 22(3), pages 227-238, Winter.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Gül Serife Huyugüzel Kisla & Mohamad Husam Helmi & Coskun Akdeniz, 2021. "Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach," CESifo Working Paper Series 9322, CESifo.
- Frank Figge, 2005. "Value‐based environmental management. From environmental shareholder value to environmental option value," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 12(1), pages 19-30, March.
- Epstien, Gerald & Gintis, Herbert, 1989.
"International Capital Markets and the Limits of National Economic Policy,"
WIDER Working Papers
295606, United Nations University, World Institute for Development Economic Research (UNU-WIDER).
- Gerald Epstein & Herbert Gintis, 1989. "International Capital Markets and the Limits of National Economic Policy," WIDER Working Paper Series wp-1989-073, World Institute for Development Economic Research (UNU-WIDER).
- Martin Lettau & Sydney Ludvigson, 2001.
"Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying,"
Journal of Political Economy, University of Chicago Press, vol. 109(6), pages 1238-1287, December.
- Martin Lettau & Sydney C. Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York.
- Turhan Korkmaz & Emrah I. Çevik & Elif Birkan & Nesrin ÖzataÇ, 2010.
"Testing Capm using Markov Switching Model: The Case of Coal Firms,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 23(2), pages 44-59, January.
- Korkmaz, Turhan & Cevik, Emrah Ismail & Birkan, Elif & Özataç, Nesrin, 2010. "Testing CAPM using Markov switching model: the case of coal firms," MPRA Paper 71479, University Library of Munich, Germany, revised 2010.
- Kerstens, Kristiaan & Mounir, Amine & de Woestyne, Ignace Van, 2011.
"Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests,"
Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1190-1201, May.
- K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests," Post-Print halshs-00777323, HAL.
- Kerstens, Kristiaan & Mounir, Amine & Van de Woestyne, Ignace, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests," Working Papers 2010/10, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
- K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments : Some Specification Tests," Post-Print halshs-00777288, HAL.
- K. Kerstens, 2010. "Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments : Some Specification Tests," Post-Print halshs-00777278, HAL.
- K. Kerstens & A. Mounir & I. van de Woestyne, 2011. "Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests," Post-Print halshs-00578239, HAL.
- Guo, Hui & Savickas, Robert & Wang, Zijun & Yang, Jian, 2009.
"Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(1), pages 133-154, February.
- Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006. "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers 2005-026, Federal Reserve Bank of St. Louis.
- Boudt, Kris & Raza, Muhammad Wajid & Wauters, Marjan, 2019. "Evaluating the Shariah-compliance of equity portfolios: The weighting method matters," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 406-417.
- Xiao-Guang Yue & Yan Han & Deimante Teresiene & Justina Merkyte & Wei Liu, 2020. "Sustainable Funds’ Performance Evaluation," Sustainability, MDPI, vol. 12(19), pages 1-20, September.
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:elg:eechap:13048_4. 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.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Darrel McCalla (email available below). General contact details of provider: http://www.e-elgar.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.