Cornell University / Temple University / National Taiwan University / Warren Hall / Shanghai University of Finance / /
Organization
Shanghai University of Finance and Economics / Graduate School / Department of Finance / Dyson School of Applied Economics and Management / Temple University / Philadelphia / Fox School of Business / International Criminal Court / National Taiwan University / Cornell University / /
Person
Lilian Ng / Amy Dittmar / Michael R. Roberts / Ming Huang / Francis X. Diebold / Gulen / Van Nieuwerburgh / David T. Ng / George Gao / Claus / Thomas / Andrew Karolyi / Sinha / David Reeb / Oleg Rytchkov / Jun Tu / Hendrik Bessembinder / /
Predicting Time-varying Value Premium Using the Implied Cost of Capital: Implications for Countercyclical Risk, Mispricing and Style Investing Yan Li, David T. Ng, and Bhaskaran Swaminathan1 First Draft: July 2011 This D