Matthew Lyle

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0876-8578

Emory University

Publications

• Valuation and Returns on Stock Return Volatility — The Accounting Review 2025
• Measuring Portfolio Gains: The Case of Earnings Announcement Trading Signals — The Accounting Review 2024 (name-matched, not ORCID-linked)
• Changes in Risk Factor Disclosures and the Variance Risk Premium — The Accounting Review 2023 (name-matched, not ORCID-linked)
• Expected Stock Returns Worldwide: A Log-Linear Present-Value Approach — The Accounting Review 2022
• Fundamental Analysis and Mean-Variance Optimal Portfolios — The Accounting Review 2021
• The term structure of implied costs of equity capital — Review of Accounting Studies 2020
• Information Quality, Growth Options, and Average Future Stock Returns — The Accounting Review 2019
• The cross section of expected holding period returns and their dynamics: A present value approach — Journal of Financial Economics 2015
• Dynamic risk, accounting-based valuation and firm fundamentals — Review of Accounting Studies 2013