Discussion of “Implied Equity Duration: A New Measure of Equity Risk”

Pedro Santa-clara ()
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Pedro Santa-clara: UCLA’s Anderson School and NBER

Review of Accounting Studies, 2004, vol. 9, issue 2, No 5, 229-231

Abstract: Abstract Equity duration offers an interesting new approach to measuring stock risk. The cross-sectional relation between duration and returns is puzzling and invites further investigation.

Keywords: duration; asset pricing; risk; financial statement analysis (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:RAST.0000028187.59987.8f

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