Local demand shocks, excess comovement and return predictability
Markus S. Broman
| Year of publication: |
2020
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|---|---|
| Authors: | Broman, Markus S. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 119.2020, p. 1-16
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| Subject: | Arbitrage | Comovement | Correlated demand | Mispricing | Preferred habitat | Return Predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Korrelation | Correlation | Schätzung | Estimation | Schock | Shock | Gesamtwirtschaftliche Nachfrage | Aggregate demand | Nachfrage | Demand | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Konjunkturzusammenhang | Business cycle synchronization |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105910 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012521271