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Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?

Mantilla-Garcia, Daniel; Malagon, Juliana; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457556

Dividend growth and equity premium predictability

Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137

Persistent link: https://www.econbiz.de/10012033679

Global economic growth and expected returns around the world : the end-of-the-year effect

Møller, Stig Vinther; Rangvid, Jesper - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 573-591

Persistent link: https://www.econbiz.de/10011823088

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

When and why do stock and bond markets predict US economic growth?

McMillan, David G. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 331-343

Persistent link: https://www.econbiz.de/10012655482

The Time-Varying Liquidity Risk of Value and Growth Stocks

Akbas, Ferhat - 2010

We study the liquidity exposures of value and growth stocks over business cycles. In worst times, value stocks have higher liquidity betas than in best times, while the opposite holds for growth stocks. Small value stocks have higher liquidity exposures than small growth stocks in worst times,...

Persistent link: https://www.econbiz.de/10013146639

End-of-the-year economic growth and time-varying expected returns : a reexamination

Hsiao(Xiao), Shisong - 2021

Møller and Rangvid (2015) report that economic growth at the end of the year is a strong predictor of future stock returns for the post-WWII period, whereas economic growth during the rest of the year does not. Revisiting these results with an extended period 1926-2020, we find that this...

Persistent link: https://www.econbiz.de/10013323390

The value and growth effect in the Vietnamese stock market : a mispricing explanation

Le Quy Duong - In: Review of behavioral finance : RBF 16 (2024) 3, pp. 439-459

Persistent link: https://www.econbiz.de/10014538739

Short- and long-term effects of responsible investment growth on equity returns

Ferrat, Yann; Daty, Frédéric; Burlacu, Radu - In: The journal of risk finance : JRF 23 (2022) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10012797856

Predicting long-term earnings growth from multiple information sourcesOriginal

Gao, Zhan; Wu, Wan-Ting - In: International review of financial analysis 32 (2014), pp. 71-84

Persistent link: https://www.econbiz.de/10010461321

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