Título:

Valuation Risk and Asset Pricing

Autores:

Rui Albuquerque (Boston Col, European Corporate Governance Institute)
Martin Eichenbaum (Northwestern U, Fed Res Bk of Chicago)
Victor Xi (Northwestern U)
Sergio Rebelo (Northwestern U)

Revista:

Journal of Finance

Ano:

2016

Volume:

71

Número:

6

Páginas:

2861-2903

Códigos JEL:

E44 - Financial Markets and the Macroeconomy
G35 - Payout Policy
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies