Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market
Year of publication: |
2021
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Authors: | Rojo-Suárez, Javier ; Alonso-Conde, Ana Belén ; Ferrero-Pozo, Ricardo |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 8, p. 721-739
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Subject: | CCAPM | consumer confidence index | consumption dynamics | European equity market | habits | power utility function | Privater Konsum | Private consumption | Konsumentenverhalten | Consumer behaviour | Aktienmarkt | Stock market | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Schätzung | Estimation | Saisonale Schwankungen | Seasonal variations | Konsumtheorie | Consumption theory | CAPM | Großbritannien | United Kingdom |
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