Ľuboš Pástor is at the Graduate School of Business at the University of Chicago, NBER, and CEPR. Meenakshi Sinha is at Cornerstone Research. Bhaskaran Swaminathan is at LSV Asset Management and the Johnson Graduate School of Management at Cornell University. Helpful comments were gratefully received from Ray Ball, George Constantinides, Doug Diamond, Gene Fama, Christian Leuz, Toby Moskowitz, Rob Stambaugh, Pietro Veronesi, Robert Whitelaw, Franco Wong, the anonymous referee, the anonymous associate editor who acted as editor, and the audiences at the University of British Columbia, the University of Chicago accounting workshop, the University of Chicago finance lunch workshop, and the 2005 meetings of the Western Finance Association.
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital
Version of Record online: 11 NOV 2008
© 2008 the American Finance Association
The Journal of Finance
Volume 63, Issue 6, pages 2859–2897, December 2008
How to Cite
PÁSTOR, Ľ., SINHA, M. and SWAMINATHAN, B. (2008), Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital. The Journal of Finance, 63: 2859–2897. doi: 10.1111/j.1540-6261.2008.01415.x
- Issue online: 11 NOV 2008
- Version of Record online: 11 NOV 2008
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