• 45 Citations
20092019

Research output per year

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Research Output

  • 45 Citations
  • 7 Article
  • 6 Working paper
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Working paper
2016

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

2015

How Does Algorithmic Trading Improve Market Quality?

Lyle, M. R., Naughton, J. P. & Weller, B. M., Aug 19 2015, Social Science Research Network (SSRN), 57 p.

Research output: Working paper

2014

The Term Structure of Implied Costs of Equity Capital

Callen, J. L. & Lyle, M. R., Jan 30 2014, Social Science Research Network (SSRN), 62 p.

Research output: Working paper