A consumption-based explanation of expected stock returns
Year of publication: |
2006
|
---|---|
Authors: | Yogo, Motohiro |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 2, p. 539-580
|
Subject: | CAPM | Konsumtheorie | Consumption theory | Dauerhafte Konsumgüter | Durable goods | Konjunktur | Business cycle | Theorie | Theory | USA | United States | Equity-Premium-Puzzle | Equity premium puzzle | 1951-2001 |
-
A consumption-based explanation of expected stock returns
Yogo, Motohiro, (2005)
-
Essays on consumption and expected returns
Yogo, Motohiro, (2004)
-
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan, (2014)
- More ...
-
Asset demand systems in macro-finance
Koijen, Ralph S. J., (2021)
-
Worker betas: Five facts about systematic earnings risk
Guvenen, Fatih, (2017)
-
Does firm value move too much to be justified by subsequent changes in cash flow?
Larrain, Borja, (2005)
- More ...