State variables, macroeconomic activity, and the cross section of individual stocks
Year of publication: |
March 2016
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Authors: | Boons, Martijn |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 119.2016, 3, p. 489-511
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Subject: | State variables | Macroeconomic risk | Linear asset pricing models | Individual stock returns | Time series and cross-sectional consistency | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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