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Consumption, wealth and expected stock returns in Australia : some further results

Fisher, Lance A. - In: Applied financial economics letters 4 (2008) 1/3, pp. 13-18

Persistent link: https://www.econbiz.de/10003725305

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

Fang, Xu (contributor) - 2005

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

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

Consumption, aggregate wealth, and expected stock returns

Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849

Persistent link: https://www.econbiz.de/10001593003

Can we trust wealth to predict stock returns?

Adalid, Ramón - 2003

Persistent link: https://www.econbiz.de/10001746812

Consumption, aggregate wealth and expected stock returns

Lettau, Martin; Ludvigson, Sydney C. - 1999

Persistent link: https://www.econbiz.de/10001398353

Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany

Xu, Fang - 2009

This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error … is used, cay has no significant effect on German stock returns. Besides, it is also found that cay signals German wealth … growth and U.S. income growth significantly …

Persistent link: https://www.econbiz.de/10013154587