Similar Search Results - EconBiz

Where is the market going? : Uncertain facts and novel theories

Cochrane, John H. - 1997

Persistent link: https://www.econbiz.de/10000641496

Facts and fantasies about commodity futures

Gorton, Gary (contributor); … - 2005 - Rev.

Persistent link: https://www.econbiz.de/10003726184

Stock returns and expected business conditions : half a century of direct evidence

Campbell, Sean D. (contributor); … - 2005 - Rev.

Persistent link: https://www.econbiz.de/10003726399

Durability of output and expected stock returns

Gomes, João (contributor); Kogan, Leonid (contributor); … - 2007 - Rev.

"The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

Persistent link: https://www.econbiz.de/10003726989

An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts

Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166

Persistent link: https://www.econbiz.de/10003727911

Expected returns, yield spreads, and asset pricing tests

Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338

Persistent link: https://www.econbiz.de/10003742247

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687

Persistent link: https://www.econbiz.de/10003765316

Three essays on empirical asset pricing

Zhang, Xiaoyan - 2002

Persistent link: https://www.econbiz.de/10003777584

Expectations of equity risk premia, volatility and asymmetry

Graham, John R. (contributor); … - 2003 - Draft: July 7, 2003

Persistent link: https://www.econbiz.de/10003771567

How to discount cashflows with time-varying expected returns

Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784

Persistent link: https://www.econbiz.de/10002503562

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