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The US consumption-wealth ratio and foreign stock markets : international evidence for return predictability

Nitschka, Thomas (contributor) - 2006

that temporary fluctuations of the U.S. consumption-wealth ratio predict excess returns on international stock markets …

Persistent link: https://www.econbiz.de/10003355043

Three essays on financial economics

Lee, Hangyong - 2003

Persistent link: https://www.econbiz.de/10003623717

Does consumption-wealth ratio signal stock returns? : VECM results for Germany

Fang, Xu (contributor) - 2005

This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error … wealth growth and U.S. income growth significantly. …

Persistent link: https://www.econbiz.de/10002633392

Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810

Persistent link: https://www.econbiz.de/10012630699

Time-varying expected returns : evidence from the United States and the United Kingdom

Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416

Persistent link: https://www.econbiz.de/10009630715

Feasible earnings momentum in the U.S. stock market : an investor's perspective

Krauss, Christopher; Beerstecher, Daniel; Krüger, Tom - 2015

This paper examines earnings momentum strategies in the U.S. stock universe from an investor's perspective. Specifically, we use the software Stock Investor Pro from the American Association of Individual Investors (AAII) to obtain the composition of the U.S. stock universe from 2005-2015 on a...

Persistent link: https://www.econbiz.de/10011346692