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Keywords:
time series analysis
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6
Stanford GSB Faculty Publications
Publication Type
6
Articles
GSB Authors
2
Hanno Lustig
1
Anne Beyer
1
Ilya A Strebulaev
1
Ivan Marinovic
1
John Beshears
1
Maureen McNichols
1
William Beaver
Academic Area
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Finance
2
Accounting
Publication
1
Journal of Financial Economics
1
Journal of Monetary Economics
1
Review of Accounting Studies
1
The Accounting Review
1
The American Economic Review
1
The Journal of Finance
Keywords
2
financial ratios
1
G12
1
attitudes of capitalists & financiers
1
bankruptcy
1
bond risk premium
1
bonds (finance)
1
business cycles
1
business cycles and asset pricing
1
credit ratings
1
cross-sectional method
1
dynamic earnings management
1
earnings management
1
earnings quality
1
economic shock
1
empirical research
1
event history analysis
1
financial statements
1
forecasting
1
forecasting methodology
1
gross domestic product
1
income tax deductions for retirement contributions
1
information asymmetry
1
intangible property
1
long run (economics)
1
market value
1
mathematical models of investments
1
mean reversion theory
1
mutual funds
1
pension funds
1
pension trust investments
1
predictive tests
1
public debts
1
rate of return on government securities
1
rate of return on stocks
1
short run (economics)
1
stock ownership
1
structural estimation
1
surplus (economics)
1
tax-deferral
1
taxation of investments
1
time & economic reactions
1
uncertainty (information theory)
1
value premium
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