10-116/2 - Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?

• Authors
  Mahmoud Botshekan, VU University Amsterdam; Roman Kraeussl, VU University Amsterdam; Andre Lucas, VU University Amsterdam
• Publication date
  November 25, 2010

• Keywords
  asset pricing, beta, downside risk, upside risk, cash flow risk, discount rate risk
• JEL
  G11, G12, G14