Narrow search
Showing 1 - 10 of 109,687
Cover Image
Equity returns and business cycles in small open economies
Jahan-Parvar, Mohammad R.; Liu, Xuan; Rothman, Philip - In: Journal of money, credit and banking : JMCB 45 (2013) 6, pp. 1117-1146
Persistent link: https://www.econbiz.de/10010197527
Cover Image
Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir; Shehzad, Choudhry Tanveer; Umar, Zaghum - In: Applied economics 51 (2019) 15, pp. 1588-1601
Persistent link: https://www.econbiz.de/10012196579
Cover Image
Consumption risk, stock returns, and economic cycles
Atanasov, Victoria - In: The Quarterly Journal of Finance : QJF 13 (2023) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10014305007
Cover Image
Tobin's q and asset returns : implications for business cycle analysis
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1995
Persistent link: https://www.econbiz.de/10000956717
Cover Image
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
Cover Image
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N. (contributor); Sorensen, Steffen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003466750
Cover Image
Durability of output and expected stock returns
Gomes, João; Kogan, Leonid; Yogo, Motohiro - 2007
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/10003449724
Cover Image
Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo; Ono, Sadayuki - In: Journal of economics & business 58 (2006) 5/6, pp. 480-518
Persistent link: https://www.econbiz.de/10003374308
Cover Image
Expected returns and the business cycle : heterogeneous goods and time-varying risk aversion
Lochstoer, Lars A. - In: The review of financial studies 22 (2009) 12, pp. 5251-5294
Persistent link: https://www.econbiz.de/10003916328
Cover Image
Durability of output and expected stock returns
Gomes, João F.; Kogan, Leonid; Yogo, Motohiro - In: Journal of political economy 117 (2009) 5, pp. 941-986
Persistent link: https://www.econbiz.de/10003936676