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Valuation and Returns on Stock Return Volatility

Measuring portfolio gains: The case of earnings announcement trading signals

Changes in Risk Factor Disclosures and the Variance Risk Premium

Expected Stock Returns Worldwide: A Log-Linear Present-Value Approach

Fundamental Analysis and Mean-Variance Optimal Portfolios

The Term Structure of the Implied Costs of Equity Capital

Information Quality, Growth Options, and Average Future Stock Returns

Implied Cost of Equity Capital Estimates as Predictors of Accounting Returns and Stock Returns

The Cross Section of Expected Holding Period Returns and Their Dynamics: A Present Value Approach

Dynamic Risk, Accounting-Based Valuation, and Firm Fundamentals.

Matthew Lyle received his PhD in Management from the University of Toronto. He also holds a PhD in Mathematical Finance from the University of Calgary. Before joining the faculty at Emory in 2022, Dr. Lyle was an Associate Professor at the Kellogg School of Management at Northwestern University. Dr. Lyle’s research interests are in valuation and value investing and, more broadly, how to connect fundamental analysis with quantitative analysis and machine learning for prediction and decision-making. Dr. Lyle serves as an Editor for Contemporary Accounting Research and as an editorial board member for The Accounting Review.

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