Similar Search Results - EconBiz

Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth : U.S. and International Evidence

Kuo, Chris - 2011

documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is …, this paper examines the predictive ability of the size-portfolio idiosyncratic volatility for GDP growth. It concludes that … size-portfolio idiosyncratic volatility contain significant information for forecasting future GDP growth for both the U …

Persistent link: https://www.econbiz.de/10013117807

Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach

Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206

Persistent link: https://www.econbiz.de/10001778669

Great moderation or "will o' the wisp"? : a time-frequency decomposition of GDP for the US and UK

Crowley, Patrick M.; Hughes Hallett, Andrew - In: Journal of macroeconomics 44 (2015), pp. 82-97

Persistent link: https://www.econbiz.de/10011570305

Stock returns and economic activity : the UK case

Lovatt, David; Parikh, Ashok K. - In: The European journal of finance 6 (2000) 3, pp. 280-297

Persistent link: https://www.econbiz.de/10001526126

Returns to buying earnings and book value : accounting for growth and risk

Penman, Stephen H.; Reggiani, Francesco - In: Review of accounting studies 18 (2013) 4, pp. 1021-1049

Persistent link: https://www.econbiz.de/10010234292

An estimation of the capital growth rate in business activities

Kurek, Bartosz - In: Modern economy 3 (2012) 4, pp. 364-372

Persistent link: https://www.econbiz.de/10009705378

News related to future GDP growth as a risk factor in equity returns

Vassalou, Maria - In: Journal of financial economics 68 (2003) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10001746502

News related to future GDP growth as risk factors in equity returns

Vassalou, Maria - 2000

Persistent link: https://www.econbiz.de/10001471312

News related to future GDP growth as a risk factor in equity returns

Vassalou, Maria - 2001

Persistent link: https://www.econbiz.de/10013423658

Essays in international macroeconomics

Scholl, Almuth - 2006

Persistent link: https://www.econbiz.de/10003315521

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