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Matthew Lyle
Matthew Lyle
在 emory.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
The cross section of expected holding period returns and their dynamics: A present value approach
MR Lyle, CCY Wang
Journal of Financial Economics 116 (3), 505-525, 2015
722015
Dynamic risk, accounting-based valuation and firm fundamentals
MR Lyle, JL Callen, RJ Elliott
Review of Accounting Studies 18 (4), 899-929, 2013
722013
The term structure of implied costs of equity capital
JL Callen, MR Lyle
Review of Accounting Studies, 1-63, 2019
462019
A ‘simple’hybrid model for power derivatives
MR Lyle, RJ Elliott
Energy Economics 31 (5), 757-767, 2009
402009
The differential market reaction to pre-open versus post-close earnings announcements
MR Lyle, A Stephan, TL Yohn
Kelley School of Business Research Paper, 2021
35*2021
Expected stock returns worldwide: A log-linear present-value approach
A Chattopadhyay, MR Lyle, CCY Wang
The Accounting Review, Forthcoming, 2020
34*2020
Implied cost of equity capital estimates as predictors of accounting returns
S Larocque, M Lyle
Journal of Financial Reporting, 2017
28*2017
Information quality, growth options, and average future stock returns
MR Lyle
The Accounting Review 94 (1), 271-298, 2019
27*2019
How does algorithmic trading improve market quality?
MR Lyle, JP Naughton
Available at SSRN 2587730, 2015
222015
Fundamental analysis and mean-variance optimal portfolios
MR Lyle, TL Yohn
The Accounting Review 96 (6), 303-327, 2021
212021
Accounting-Based Equity Valuation and Returns on Equity Volatility
MR Lyle
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2696183, 2020
13*2020
Changes in Risk Factor Disclosures and the Variance Risk Premium.
MR Lyle, EJ Riedl, F Siano
Accounting Review 98 (6), 2023
112023
A model for energy pricing with stochastic emission costs
RJ Elliott, MR Lyle, H Miao
Energy Economics 32 (4), 838-847, 2010
92010
Valuation: Accounting for risk and the expected return. Discussion of Penman
MR Lyle
Abacus 52 (1), 131-139, 2016
52016
Connecting expected stock returns to accounting valuation multiples: A primer
A Chattopadhyay, MR Lyle, CCY Wang
Harvard Business School Accounting & Management Unit Working Paper, 2021
42021
Measuring portfolio gains: The case of earnings announcement trading signals
MR Lyle, T Yohn
The Accounting Review 99 (4), 315-338, 2024
12024
Trading volume and open interest from options markets as measures of the effect of IT announcements
D Zhang, M Lyle, BR Nault
Information Technology and Management 25 (2), 113-123, 2024
12024
Firm Life Cycle Classification: Co-movement and Information Transfers
MR Lyle, P Vorst, TL Yohn
Kelley School of Business Research Paper, 2021
12021
Re-Standardized Financial Statement Data
M Lyle, F Siano, TL Yohn
2024
Macroeconomic News in the Cross Section of Asset Growth
A Hugon, MR Lyle, CG Shu
Available at SSRN 2899862, 2020
2020
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