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David Schröder
(David Schroeder)

Personal Details

First Name:David
Middle Name:
Last Name:Schroeder
Suffix:
RePEc Short-ID:psc884

Affiliation

Department of Economics, Mathematics and Statistics
Birkbeck College

London, United Kingdom
http://www.ems.bbk.ac.uk/
RePEc:edi:debbkuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Schröder, David & Cavatorta, Elisa, 2014. "Measuring Ambiguity Preferences," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100593, Verein für Socialpolitik / German Economic Association.
  2. Yim, Andrew & Schröder, David, 2012. "Industry Effects on Firm and Segment Profitability Forecasting: Do Aggregation and Diversity Matter?," MPRA Paper 39190, University Library of Munich, Germany.
  3. Schröder, David & Esterer, Florian, 2012. "A new measure of equity duration: The duration-based explanation of the value premium revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62077, Verein für Socialpolitik / German Economic Association.
  4. Schröder, David, 2005. "The Implied Equity Risk Premium: An Evaluation of Empirical Methods," Bonn Econ Discussion Papers 13/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).

Articles

  1. David Schröder, 2020. "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, vol. 16(4), pages 463-499, December.
  2. David Schröder & Gail Gilboa Freedman, 2020. "Decision making under uncertainty: the relation between economic preferences and psychological personality traits," Theory and Decision, Springer, vol. 89(1), pages 61-83, July.
  3. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
  4. David Schröder & Andrew Yim, 2018. "Industry Effects in Firm and Segment Profitability Forecasting," Contemporary Accounting Research, John Wiley & Sons, vol. 35(4), pages 2106-2130, December.
  5. David Schröder & Florian Esterer, 2016. "A New Measure of Equity and Cash Flow Duration: The Duration‐Based Explanation of the Value Premium Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 857-900, August.
  6. Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.
  7. David Schröder, 2007. "The Implied Equity Risk Premium – An Evaluation of Empirical Methods," Credit and Capital Markets, Credit and Capital Markets, vol. 40(4), pages 583-613.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yim, Andrew & Schröder, David, 2012. "Industry Effects on Firm and Segment Profitability Forecasting: Do Aggregation and Diversity Matter?," MPRA Paper 39190, University Library of Munich, Germany.

    Cited by:

    1. Zura Kakushadze & Willie Yu, 2017. "Open Source Fundamental Industry Classification," Data, MDPI, vol. 2(2), pages 1-77, June.
    2. Zura Kakushadze & Willie Yu, 2017. "Open Source Fundamental Industry Classification," Papers 1706.04210, arXiv.org, revised Dec 2017.

  2. Schröder, David & Esterer, Florian, 2012. "A new measure of equity duration: The duration-based explanation of the value premium revisited," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62077, Verein für Socialpolitik / German Economic Association.

    Cited by:

    1. Fukuta, Yuichi & Yamane, Akiko, 2015. "Value premium and implied equity duration in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 102-121.

  3. Schröder, David, 2005. "The Implied Equity Risk Premium: An Evaluation of Empirical Methods," Bonn Econ Discussion Papers 13/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).

    Cited by:

    1. Anne Michaels & Michael Grüning, 2017. "Relationship of corporate social responsibility disclosure on information asymmetry and the cost of capital," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 28(3), pages 251-274, October.
    2. Echterling, F. & Eierle, B. & Ketterer, S., 2015. "A review of the literature on methods of computing the implied cost of capital," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 235-252.

Articles

  1. David Schröder & Gail Gilboa Freedman, 2020. "Decision making under uncertainty: the relation between economic preferences and psychological personality traits," Theory and Decision, Springer, vol. 89(1), pages 61-83, July.

    Cited by:

    1. Miloš Borozan & Loreta Cannito & Barbara Luppi, 2022. "A tale of two ambiguities: A conceptual overview of findings from economics and psychology," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 11-21, July.
    2. Thomas Meissner & Xavier Gassmann & Corinne Faure & Joachim Schleich, 2022. "Individual characteristics associated with risk and time preferences: A multi country representative survey," Papers 2204.13664, arXiv.org, revised May 2022.

  2. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.

    Cited by:

    1. Janssen, Dirk-Jan & Li, Jiangyan & Qiu, Jianying & Weitzel, Utz, 2020. "The disposition effect and underreaction to private information," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    2. Miloš Borozan & Loreta Cannito & Barbara Luppi, 2022. "A tale of two ambiguities: A conceptual overview of findings from economics and psychology," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 6(S1), pages 11-21, July.
    3. Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021. "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    4. Heap, Shaun P. Hargreaves & Matakos, Konstantinos & Weber, Nina Sophie, 2020. "Non-selfish behaviour: Are social preferences or social norms revealed in distribution decisions?," SocArXiv g4c2m, Center for Open Science.

  3. David Schröder & Andrew Yim, 2018. "Industry Effects in Firm and Segment Profitability Forecasting," Contemporary Accounting Research, John Wiley & Sons, vol. 35(4), pages 2106-2130, December.

    Cited by:

    1. Francesco Bavagnoli & Giangiacomo Buzzoni & Corrado Mandirola & Ernesto Salinelli, 2022. "Exploring market multiples accuracy for professional practices: sales is the value anchor but profitability and location matter too," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 26(4), pages 1409-1442, December.

  4. David Schröder & Florian Esterer, 2016. "A New Measure of Equity and Cash Flow Duration: The Duration‐Based Explanation of the Value Premium Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 857-900, August.

    Cited by:

    1. Patricia M. Dechow & Ryan D. Erhard & Richard G. Sloan & And Mark T. Soliman, 2021. "Implied Equity Duration: A Measure of Pandemic Shutdown Risk," Journal of Accounting Research, Wiley Blackwell, vol. 59(1), pages 243-281, March.
    2. Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.

  5. Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.

    Cited by:

    1. Hendriock, Mario, 2020. "Implied cost of capital and mutual fund performance," CFR Working Papers 20-11, University of Cologne, Centre for Financial Research (CFR).
    2. Weiqi Zhang & Huong Ha & Hui Ting Evelyn Gay, 2020. "Analysts’ forecasts between last consensus and earning announcement date," Journal of Financial Reporting and Accounting, Emerald Group Publishing, vol. 18(4), pages 779-793, November.
    3. Dorfleitner, Gregor & Fischer, Lukas & Lung, Carina & Willmertinger, Philipp & Stang, Nico & Dietrich, Natalie, 2018. "To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 160-171.
    4. Echterling, F. & Eierle, B. & Ketterer, S., 2015. "A review of the literature on methods of computing the implied cost of capital," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 235-252.
    5. David Schröder, 2020. "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, vol. 16(4), pages 463-499, December.

  6. David Schröder, 2007. "The Implied Equity Risk Premium – An Evaluation of Empirical Methods," Credit and Capital Markets, Credit and Capital Markets, vol. 40(4), pages 583-613.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2012-06-13
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2015-02-22
  3. NEP-CFN: Corporate Finance (1) 2013-01-12
  4. NEP-EXP: Experimental Economics (1) 2015-02-22
  5. NEP-FOR: Forecasting (1) 2012-06-13
  6. NEP-IND: Industrial Organization (1) 2012-06-13
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2015-02-22

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