Research Output per year
Personal profile
Research Interests
His research focuses on the impact that accounting information has on the valuation of traded assets such as equities and derivative contracts. He has examined how and why accounting variables predict stock returns over time, how the quality of accounting information affects the returns of holding option contracts, and how firm fundamentals impact stock return volatility.
Education/Academic qualification
Accounting, PhD, University of Toronto
… → 2013
Finance/Mathematical Finance, PhD, University of Calgary, Calgary, Alberta
… → 2009
Applied Mathematics/Mathematical Finance, MSc, University of Calgary, Calgary, Alberta
… → 2007
Applied Mathematics, BSc, University of Calgary, Calgary, Alberta
… → 2006
Electrical Engineering, BSc, University of Alberta
… → 2003
Fingerprint Dive into the research topics where Matthew Lyle is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 6 Similar Profiles
Derivatives
Engineering & Materials Science
Stock returns
Business & Economics
Costs
Engineering & Materials Science
Expected returns
Business & Economics
Book-to-market
Business & Economics
Equity
Business & Economics
Return on equity
Business & Economics
Cost of equity capital
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2009 2019
Information quality, growth options, and average future stock returns
Lyle, M., Jan 1 2019, In : Accounting Review. 94, 1, p. 271-298 28 p.Research output: Contribution to journal › Article
Growth options
Information quality
Stock returns
Equity
Asset pricing
Accounting Data, Market Values, and the Cross Section of Expected Returns Worldwide
Chattopadhyay, A., Lyle, M. R. & Wang, C. C. Y., Jan 15 2016, Social Science Research Network (SSRN), 60 p.Research output: Working paper
Predictive power
Market value
Valuation model
Book-to-market
Cross section
Firm Fundamentals and Variance Risk Premiums
Lyle, M. R. & Naughton, J. P., Jan 18 2016, Social Science Research Network (SSRN), 55 p.Research output: Working paper
Cash flow
Book-to-market
Return on equity
Risk premium
Investors
Implied Cost of Equity Capital Estimates as Predictors of Accounting Returns and Stock Returns
Larocque, S. & Lyle, M. R., Feb 26 2016, Social Science Research Network (SSRN), 46 p.Research output: Working paper
Predictors
Stock returns
Return on equity
Cost of equity capital
Book-to-market
1
Citation
(Scopus)
Valuation: Accounting for Risk and the Expected Return. Discussion of Penman
Lyle, M., Mar 1 2016, In : Abacus. 52, 1, p. 131-139 9 p.Research output: Contribution to journal › Article
Accounting valuations
Expected returns