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Matthew Lyle

  • 44 Citations
20092019

Research output per year

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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

  • 44 Citations
  • 7 Article
  • 6 Working paper

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

    • The term structure of implied costs of equity capital

    Callen, J. L. & Lyle, M. R., Jan 1 2019, (Accepted/In press) In : Review of Accounting Studies.

    Research output: Contribution to journal › Article

    • 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

    • 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

    • 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