Earnings quality and the equity risk premium: A benchmark model

KK Yee - Contemporary Accounting Research, 2006 - Wiley Online Library
This paper solves a model that links earnings quality to the equity risk premium in an infinite‐
horizon consumption capital asset pricing model (CAPM) economy. In the model, risk …
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Earnings Quality and the Equity Risk Premium: A Benchmark Model

KK Yee - Contemporary Accounting Research, 2006 - ideas.repec.org
This paper solves a model that links earnings quality to the equity risk premium in an
infinite†horizon consumption capital asset pricing model (CAPM) economy. In the model …

Earnings Quality and the Equity Risk Premium: A Benchmark Model

KK Yee - Contemporary Accounting Research, 2006 - papers.ssrn.com
This article solves a model that links earnings quality to the equity risk premium in an infinite-
horizon consumption CAPM economy. In the model, risk-averse traders hold diversified …

Earnings Quality and the Equity Risk Premium: A Benchmark Model

KK Yee - Contemporary Accounting Research, 2006 - econpapers.repec.org
This paper solves a model that links earnings quality to the equity risk premium in an
infinite†horizon consumption capital asset pricing model (CAPM) economy. In the model …

[引用][C] Earnings Quality and the Equity Risk Premium: A Benchmark Model

KK Yee - To appear in Contemporary Accounting Research, 2006