Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Year of publication: |
2023
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Authors: | Cakici, Nusret ; Zaremba, Adam |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 149.2023, p. 1-21
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Subject: | Asset pricing | Equity anomalies | Equity indices | Inflation | International markets | Market segmentation | Return predictability | The cross-section of stock returns | The misery index | Unemployment | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Wirtschaftsindikator | Economic indicator | Börsenkurs | Share price | Arbeitslosigkeit |
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