Conditional equity premium and aggregate corporate investment
Year of publication: |
2023
|
---|---|
Authors: | Guo, Hui ; Qiu, Buhui |
Published in: |
Journal of money, credit and banking : JMCB. - Oxford : Wiley-Blackwell, ISSN 1538-4616, ZDB-ID 2010422-4. - Vol. 55.2023, 1, p. 251-295
|
Subject: | aggregate corporate investment | aggregate corporate profitability | aggregate idiosyncratic variance | conditional equity premium | investment-based asset pricing model | investor sentiment | market variance | multifactor asset pricing models | return on assets | Tobin's q | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Investition | Investment | Tobins Q | Tobin's Q | Schätzung | Estimation |
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