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Do the rich gamble in the stock market? : low risk anomalies and wealthy households

Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014462604

Risk and return on technology stocks and the aggregate stock market

Khatchatrian, Varoujan - 2004

Persistent link: https://www.econbiz.de/10003384712

Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach

Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703

Persistent link: https://www.econbiz.de/10013554939

The consumption-wealth and book-to-market ratios in a dynamic asset pricing context

Nieto, Belén (contributor); Rodríguez, Rosa (contributor) - 2002 - [Elektronische Ressource], 1. ed

Persistent link: https://www.econbiz.de/10001702858

Property of Stocks and Wealth Effects on Consumption

Sousa, Ricardo M. - 2005

determinant of private consumption is analyzed, namely, by the consideration of wealth effects. It is also analyzed the potential … wealth effects associated to direct property are about 3.5 times superior to those associated to indirect property. Short … in income and in wealth and that the adjustment to long-run component is very slow, which constitutes an indicator that …

Persistent link: https://www.econbiz.de/10014083118

Three essays on asset pricing and portfolio allocation

Zhang, Zhe - 2004

Persistent link: https://www.econbiz.de/10003387672

Consumption Fluctuations and Expected Returns

Atanasov, Victoria - 2019

This paper introduces a novel consumption-based variable, cyclical consumption, and examines its predictive properties for stock returns. Future expected stock returns are high (low) when aggregate consumption falls (rises) relative to its trend and marginal utility from current consumption is...

Persistent link: https://www.econbiz.de/10012900308

Das Consumption Capital Asset Pricing Model : eine empirische Untersuchung für den Schweizer Kapitalmarkt unter Berücksichtigung saisonaler Effekte

Bärtsch, Oxana - 2009

Persistent link: https://www.econbiz.de/10003819836

Is consumption risk priced in the stock market?

Semenov, Andrei - In: Journal of empirical finance 26 (2014), pp. 112-130

Persistent link: https://www.econbiz.de/10010472000

Household production and asset prices

Da, Zhi; Yang, Wei; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409

Persistent link: https://www.econbiz.de/10011446201