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Correlations, Value Factor Returns, and Growth Options

Schoenleber, Lorenzo - 2020

in growth options within an economy for horizons up to one year. A production-based asset-pricing model supports the … idiosyncratic firm variance, increasing in the value of growth options and, hence, is connected to the value premium. Due to its … link to growth options and the value premium, implied correlation serves as a leading procyclical state variable. Value …

Persistent link: https://www.econbiz.de/10012846985

Real option component of cash holdings, business cycle, and stock returns

Chen, Jiun-Lin; Jia, Z. Tingting; Sun, Ping-Wen - In: International review of financial analysis 45 (2016), pp. 97-106

Persistent link: https://www.econbiz.de/10011581922

Stock market booms and real economic activity : is this time different?

Binswanger, Mathias - 1998

Persistent link: https://www.econbiz.de/10000168477

Long-term return reversals : value and growth or tax? ; UK evidence

Wu, Yuliang; Li, Youwei - In: Journal of international financial markets, … 21 (2011) 3, pp. 347-368

Persistent link: https://www.econbiz.de/10009266914

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

Effect of portfolio equity investment flows on equity returns and economic growth in 11 major African stock markets

Ndong, Benjamin - In: International journal of economics and finance 7 (2015) 2, pp. 225-240

Persistent link: https://www.econbiz.de/10010490193

Bank stock returns and economic growth in Malaysia : an empirical analysis of post-consolidation period

Lee, Kian-tek; Choong, Chee-keong - In: Global review of business and economic research 6 (2010) 1, pp. 13-22

Persistent link: https://www.econbiz.de/10008936024

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

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

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

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