Consumption risk, stock returns, and economic cycles
Year of publication: |
2022
|
---|---|
Authors: | Atanasov, Victoria |
Published in: |
The Quarterly Journal of Finance : QJF. - Singapore : World Scientific Publ., ISSN 2010-1406, ZDB-ID 2600942-0. - Vol. 13.2023, 1, Art.-No. 2350001, p. 1-36
|
Subject: | business cycle | Consumption risk | cross-section of expected returns | Konjunktur | Business cycle | Theorie | Theory | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Privater Konsum | Private consumption | Risikoprämie | Risk premium | Konsum | Consumption | Schätzung | Estimation | Erwartungsbildung | Expectation formation |
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