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Fiscal Policy, Consumption Risk, and Stock Returns : Evidence from US States
Da, Zhi - 2016
We find that consumption risk is lower in states that implement counter-cyclical fiscal policies. Moreover, firms whose … headquarters to a counter-cyclical state. Therefore, counter-cyclical fiscal policies lower the consumption risk of investors and …
Persistent link: https://www.econbiz.de/10013008239
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Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets
Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16
This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...
Persistent link: https://www.econbiz.de/10012292914
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Economic risk factors and commercial real estate returns
Ling, David C. - In: The journal of real estate finance and economics 14 (1997) 3, pp. 283-307
Persistent link: https://www.econbiz.de/10001222226
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The 6D bias and the equity premium puzzle
Gabaix, Xavier (contributor); Laibson, David I. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822381
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Labor income and predictable stock returns
Santos, Tano; Veronesi, Pietro - 2001
Persistent link: https://www.econbiz.de/10001583814
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The 6D bias and the equity premium puzzle
Gabaix, Xavier (contributor); Laibson, David I. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001644157
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Labor income and predictable stock returns
Santos, Tano (contributor); Veronesi, Pietro (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001524846
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The 6D bias and the equity-premium puzzle
Gabaix, Xavier; Laibson, David I. - In: NBER macroeconomics annual 16 (2001), pp. 257-312
Persistent link: https://www.econbiz.de/10001692037
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Labor income and predictable stock returns
Santos, Tano; Veronesi, Pietro - In: The review of financial studies 19 (2006) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10003325169
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Essays on the cross section of stock returns
Wang, Yong - 2005
Persistent link: https://www.econbiz.de/10003384692