Matthew R. Lyle - Publications, H-index & Citations

Matthew R. Lyle

Northwestern University

13H指数

37论文数

436被引数

收录论文 9

发表时间

Measuring Portfolio Gains: The Case of Earnings Announcement Trading Signals 衡量投资组合收益: 以盈利公告交易信号为例

ACCOUNTING REVIEW

IF4.4

2024-06-15

OAAI

Lyle, Matthew R.; Yohn, Teri

Changes in Risk Factor Disclosures and the Variance Risk Premium 风险因素披露的变化与方差风险溢价

ACCOUNTING REVIEW

IF4.4

2023-09-27

PREAI

Lyle, Matthew R.; Riedl, Edward J.; Siano, Federico

Expected Stock Returns Worldwide: A Log-Linear Present-Value Approach

ACCOUNTING REVIEW

IF4.4

2021-04-08

PREAI

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charles C. Y.

The term structure of implied costs of equity capital 权益资本隐含成本的期限结构

REVIEW OF ACCOUNTING STUDIES

IF5.8

2019-11-20

PREAI

Callen, Jeffrey L.; Lyle, Matthew R.

Information Quality, Growth Options, and Average Future Stock Returns

ACCOUNTING REVIEW

IF4.4

2018-03-01

PREAI

Lyle, Matthew R.

The cross section of expected holding period returns and their dynamics: A present value approach

JOURNAL OF FINANCIAL ECONOMICS

IF12

2015-06-01

OAAI

Lyle, Matthew R.; Wang, Charles C. Y.

Dynamic risk, accounting-based valuation and firm fundamentals

REVIEW OF ACCOUNTING STUDIES

IF5.8

2013-05-10

PREAI

Lyle, Matthew R.; Callen, Jeffrey L.; Elliott, Robert J.

A model for energy pricing with stochastic emission costs

ENERGY ECONOMICS

IF14.2

2010-07-01

OAAI

Elliott, Robert J.; Lyle, Matthew R.; Miao, Hong

A 'simple' hybrid model for power derivatives

ENERGY ECONOMICS

IF14.2

2009-09-01

PREAI

Lyle, Matthew R.; Elliott, Robert J.

研究方向