Lochstoer, Lars A. (contributor) - 2006
, Carnegie-Mellon, CEPR Gerzensee 2005,
Columbia, London Business School, Norwegian School of Economics, Oslo School of …Expected Returns and the Business Cycle:
Heterogeneous Agents and Heterogeneous Goods
Lars A. Lochstoer, London … Business School∗
May 10, 2006
Abstract
I document that expected excess stock market returns contain both low-frequency and …