Contrarian flows, consumption and expected stock returns
Year of publication: |
2014
|
---|---|
Authors: | Zhang, Yuzhao |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 101-111
|
Subject: | Return predictability | Consumption growth | Institutional investor | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Privater Konsum | Private consumption | Institutioneller Investor | CAPM | Schätzung | Estimation | Theorie | Theory |
-
Business-cycle consumption risk and asset prices
Bandi, Federico M., (2023)
-
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan, (2020)
-
Cyclical consumption and expected stock returns : evidence from the Korean capital market
Won, Young W., (2021)
- More ...
-
The efficacy of regulatory intervention : evidence from the distribution of informed option trading
Anderson, Ronald C., (2013)
-
Insider trading in supervised industries
Reeb, David M., (2014)
-
Early Resolution of Uncertainty : Evidence from Equity Options
Aretz, Kevin, (2019)
- More ...