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 | 72 | 2015 |
Dynamic risk, accounting-based valuation and firm fundamentals MR Lyle, JL Callen, RJ Elliott Review of Accounting Studies 18 (4), 899-929, 2013 | 72 | 2013 |
The term structure of implied costs of equity capital JL Callen, MR Lyle Review of Accounting Studies, 1-63, 2019 | 46 | 2019 |
A ‘simple’hybrid model for power derivatives MR Lyle, RJ Elliott Energy Economics 31 (5), 757-767, 2009 | 40 | 2009 |
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 | 22 | 2015 |
Fundamental analysis and mean-variance optimal portfolios MR Lyle, TL Yohn The Accounting Review 96 (6), 303-327, 2021 | 21 | 2021 |
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 | 11 | 2023 |
A model for energy pricing with stochastic emission costs RJ Elliott, MR Lyle, H Miao Energy Economics 32 (4), 838-847, 2010 | 9 | 2010 |
Valuation: Accounting for risk and the expected return. Discussion of Penman MR Lyle Abacus 52 (1), 131-139, 2016 | 5 | 2016 |
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 | 4 | 2021 |
Measuring portfolio gains: The case of earnings announcement trading signals MR Lyle, T Yohn The Accounting Review 99 (4), 315-338, 2024 | 1 | 2024 |
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 | 1 | 2024 |
Firm Life Cycle Classification: Co-movement and Information Transfers MR Lyle, P Vorst, TL Yohn Kelley School of Business Research Paper, 2021 | 1 | 2021 |
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 |