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Does an Option-based Discount Rate Predict Stock Returns?

https://doi.org/10.2139/ssrn.4636276
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Shareholder investment horizons and the market for corporate control
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Cross-sectional forecasts of the equity premium☆
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Jump risk, stock returns, and slope of implied volatility smile
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A five-factor asset pricing model
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Deflating profitability
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Accruals, cash flows, and operating profitability in the cross section of stock returns
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An intertemporal CAPM with stochastic volatility
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Why do discount rates vary?
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The term structure of equity risk premia
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Illiquidity and stock returns: cross-section and time-series effects
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Deviations from Put-Call Parity and Stock Return Predictability
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What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
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Equity Volatility Term Structures and the Cross Section of Option Returns
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Risk Premia and the VIX Term Structure
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Implied Volatility Spreads and Expected Market Returns
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Risk, Return, and Equilibrium: Empirical Tests
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The Pricing of Options and Corporate Liabilities
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Understanding Risk and Return
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A Demand System Approach to Asset Pricing
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Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?
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What is the Expected Return on the Market?*
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Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?
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Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
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A Model-Free Term Structure of U.S. Dividend Premiums
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A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
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Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
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Expected Stock Returns and Variance Risk Premia
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An Augmented q -Factor Model with Expected Growth
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CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
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Evidence of Predictable Behavior of Security Returns
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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
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On Persistence in Mutual Fund Performance
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The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/jofi.12110openalex-extracted
Volatility, the Macroeconomy, and Asset Prices
inferredcites →https://doi.org/10.1111/jofi.13020openalex-extracted
Time Variation of the Equity Term Structure
inferredcites →https://doi.org/10.1257/0002828043052240openalex-extracted
Bad Beta, Good Beta
inferredcites →https://doi.org/10.1257/aer.102.4.1596openalex-extracted
On the Timing and Pricing of Dividends
inferredcites →https://doi.org/10.1287/mnsc.1090.1063openalex-extracted
Volatility Spreads and Expected Stock Returns
inferredcites →https://doi.org/10.1287/mnsc.2015.2379openalex-extracted
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?
inferredcites →https://doi.org/10.1287/mnsc.2019.3520openalex-extracted
Information Content of Aggregate Implied Volatility Spread
inferredcites →https://doi.org/10.1287/mnsc.2020.3702openalex-extracted
Adapting to Radical Change: The Benefits of Short-Horizon Investors
inferredcites →https://doi.org/10.1561/104.00000112openalex-extracted
Open Source Cross-Sectional Asset Pricing
inferredcites →https://doi.org/10.2139/ssrn.161739openalex-extracted
Do Institutional Investors Prefer Near-Term Earnings Over Long-Run Value?
inferredcites →https://doi.org/10.2139/ssrn.1993289openalex-extracted
Implied Volatility Spreads and Expected Market Returns
inferredcites →https://doi.org/10.2139/ssrn.2517868openalex-extracted
Asset Pricing Implications of Volatility Term Structure Risk
inferredcites →https://doi.org/10.2139/ssrn.2587199openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2723357openalex-extracted
Adapting to Radical Change: The Benefits of Short-Horizon Investors
inferredcites →https://doi.org/10.2139/ssrn.282451openalex-extracted
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
inferredcites →https://doi.org/10.2139/ssrn.4262275openalex-extracted
Macroeconomic Announcements and the News that Matters Most to Investors
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1913811openalex-extracted
An Intertemporal Capital Asset Pricing Model
inferredcites →https://doi.org/10.2307/1924119openalex-extracted
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
inferredcites →https://doi.org/10.2307/2329112openalex-extracted
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Corporate Disclosure Practices, Institutional Investors, and Stock Return Volatility
inferredcites →https://doi.org/10.2307/2977928openalex-extracted
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“Options, Futures, and Other Derivatives”
inferredcites →https://doi.org/10.3386/w9423openalex-extracted
Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
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The Cross-Section of Expected Stock Returns
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