Work

Equity Term Structures without Dividend Strips Data

Year: 2020

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3533486

Authors: Stefano Giglio, Bryan T. Kelly, Serhiy Kozak

Institutions: National Bureau of Economic Research, Yale University, Centre for Economic Policy Research, University of Maryland, College Park

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3014999987

Cites: 51

Cited by: 34

Related to: 10