Estimation Risk is a methodological construct in financial economics that quantifies the uncertainty inherent in the estimated cost of equity due to potential errors or variability in the selection of inputs, models, or assumptions used in its calculation.
184
Publications
22.4K
Citations
317
Authors
219
Institutions
Publications per year
2017–2026
27
Parents
Publications
184
Corporate Disclosure Policy and Analyst Behavior.
Mark H. Lang, Russell J. Lundholm · The Accounting Review · 1996 · 2.8K citations · Full text
Business, Accountancy, Finance +17
Robert F. Stambaugh · Journal of Financial Economics · 1999 · 1.7K citations · Full text
The Impact of Jumps in Volatility and Returns
Bjørn Eraker, Michael Johannes, Nicholas Polson · The Journal of Finance · 2003 · 1.6K citations · Full text
Investing for the Long Run when Returns Are Predictable
Nicholas Barberis · The Journal of Finance · 2000 · 1.4K citations
On the “degrees of freedom” of the lasso
Hui Zou, Trevor Hastie, Robert Tibshirani · The Annals of Statistics · 2007 · 968 citations · Full text
1–5 of 184
Authors
317
- MJ
6
h-index
- RK
6
h-index
- XW
5
h-index
- CK
5
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- VS
5
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1–5 of 317
Institutions
219
University of Toronto
Toronto, Canada
8 h-index
8 publications
1.1K citations
Columbia University
New York, United States
8 h-index
10 publications
2.7K citations
Iowa State University
Ames, United States
7 h-index
7 publications
245 citations
Fordham University
New York, United States
5 h-index
5 publications
300 citations
Rice University
Houston, United States
5 h-index
8 publications
3.3K citations
University of North Carolina at Charlotte
Charlotte, United States
5 h-index
6 publications
992 citations
University of Chicago
Chicago, United States
5 h-index
5 publications
2.3K citations
Stanford University
Stanford, United States
4 h-index
10 publications
3.1K citations
1–8 of 219
Venues
- SSRN Electronic Journal
Repository · 28 publications · 2.1K citations
18
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 11 publications · 3.3K citations
11
h-index
- Management Science
9 publications · 656 citations
9
h-index
- The Journal of Finance
8 publications · 4.5K citations
8
h-index
- The Annals of Statistics
5 publications · 1.2K citations
5
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1–5