Concepedia

A General Affine Earnings Valuation Model

Andrew Ang, Jun Liu

Review of Accounting Studies · 2001 · 75 citations · 17 references

DOI

References

17

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations

, , +11

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.5K citations

, , +10

Dividend Policy, Growth, and the Valuation of Shares

Merton H. Miller, Franco Modigliani · The Journal of Business · 1961 · 6.6K citations

, , +14

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.1K citations

, , +17

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

, , +4