Earnings, idiosyncratic volatility and costs of capital
This thesis consists of three essays. The first essay (chapter two) examines short- and long-term persistence and predictability of earnings and cash-flow growth rates. Aggregate results show that the mean firm exhibits persistence in short-term earnings growth rates, but little persistence in growt...
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2008
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| Online Access: | http://spectrum.library.concordia.ca/975828/1/NR37769.pdf Mohsni, Sana <http://spectrum.library.concordia.ca/view/creators/Mohsni=3ASana=3A=3A.html> (2008) Earnings, idiosyncratic volatility and costs of capital. PhD thesis, Concordia University. |