Research Output per year
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
… → 2009
Applied Mathematics/Mathematical Finance, MSc, University of Calgary
… → 2007
Applied Mathematics, BSc, University of Calgary
… → 2006
Electrical Engineering, BSc, University of Alberta
… → 2003
Research interests
- Accounting-based risk forecasting
- Accounting-based valuation
- Cost of capital
- Disclosure
- Information quality
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Research Output
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The term structure of implied costs of equity capital
Callen, J. L. & Lyle, M. R., Mar 1 2020, In: Review of Accounting Studies. 25, 1, p. 342-404 63 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Information quality, growth options, and average future stock returns
Lyle, M. R., Jan 2019, In: Accounting Review. 94, 1, p. 271-298 28 p.Research output: Contribution to journal › Article › peer-review
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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
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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
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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