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