Narrow search
Showing 1 - 10 of 30,123
Cover Image
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu; Liu, Zezhong; Wang, Chunfeng; Palma, Alessia; … - In: Finance research letters 63 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
Cover Image
Macroeconomic Tail Risks and Asset Prices
Schreindorfer, David - 2019
I document that dividend growth and returns on the aggregate U.S. stock market are more correlated with consumption …
Persistent link: https://www.econbiz.de/10012899987
Cover Image
A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
Cover Image
Stock market and no-dividend stocks
Atmaz, Adem; Başak, Suleyman - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 545-599
Persistent link: https://www.econbiz.de/10012796522
Cover Image
Equity yields
Binsbergen, Jules H. van; Hueskes, Wouter; Koijen, … - 2011
Persistent link: https://www.econbiz.de/10009312670
Cover Image
Inflation illusion and stock prices
Campbell, John Y.; Vuolteenaho, Tuomo - 2004
Persistent link: https://www.econbiz.de/10001916048
Cover Image
Predicting the equity premium with dividend ratios
Goyal, Amit; Welch, Ivo - 2002
Persistent link: https://www.econbiz.de/10001650664
Cover Image
A year of rising dangerously? : the U.S. stock market performance in the aftermath of the presidential election
Blanchard, Olivier; Collins, Christopher G.; … - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 3, pp. 489-502
Persistent link: https://www.econbiz.de/10011966075
Cover Image
Why has the stock market risen so much since the US presidential election?
Blanchard, Olivier; Collins, Christopher G.; … - 2018
This paper looks at the evolution of U.S. stock prices from the time of the Presidential elections to the end of 2017. It concludes that a bit more than half of the increase in the aggregate U.S. stock prices from the presidential election to the end of 2017 can be attributed to higher actual...
Persistent link: https://www.econbiz.de/10011917436
Cover Image
The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique; Miller, Stephen M. - 2020
Persistent link: https://www.econbiz.de/10012391037