Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Year of publication: |
2023
|
---|---|
Authors: | Cakici, Nusret ; Zaremba, Adam |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 149.2023, p. 1-21
|
Subject: | Asset pricing | Equity anomalies | Equity indices | Inflation | International markets | Market segmentation | Return predictability | The cross-section of stock returns | The misery index | Unemployment | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market | Arbeitslosigkeit | CAPM | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Kapitalmarktrendite | Capital market returns |
-
Changes in shares outstanding and country stock returns around the world
Long, Huaigang, (2024)
-
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret, (2024)
-
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam, (2019)
- More ...
-
Cakici, Nusret, (2021)
-
Yield Curve Shifts and the Cross-Section of Global Equity Returns
Zaremba, Adam, (2021)
-
Responsible investing : ESG ratings and the cross section of international stock returns
Cakici, Nusret, (2022)
- More ...