Procyclicality of the comovement between dividend growth and consumption growth
Nancy R. Xu
| Year of publication: |
2021
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|---|---|
| Authors: | Xu, Nancy R. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 139.2021, 1, p. 288-312
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| Subject: | Dividend-consumption comovement | Duffee Puzzle | Equity premium | Habit formation | Procyclical amount of consumption risk | Konjunktur | Business cycle | Privater Konsum | Private consumption | Risikoprämie | Risk premium | Schätzung | Estimation | Dividende | Dividend | CAPM | Korrelation | Correlation | Konsum | Consumption | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012650247