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Time-Varying Risk Premia and the Output Gap

Cooper, Ilan - 2007

The output gap, a production based macroeconomic variable, is a strong predictor of stock and bond returns. It is a prime business cycle indicator that does not include the level of market prices, thus removing any suspicion that returns are forecastable due to a fad in prices being washed away....

Persistent link: https://www.econbiz.de/10012731481

Dividend behavior and dividend signaling

Garrett, Ian; Priestley, Richard - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 173-189

Persistent link: https://www.econbiz.de/10001510056

Abnormal stock returns and public policy : the case of the UK privatised electricity and water utilities

Antoniou, Antonios; Barr, David G.; Priestley, Richard - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 93-106

Persistent link: https://www.econbiz.de/10001519410

Mean reversion in Southeast Asian stock markets

Malliaropulos, Dimitrios; Priestley, Richard - In: Journal of empirical finance 6 (1999) 4, pp. 355-384

Persistent link: https://www.econbiz.de/10001426371

The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news

Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166

Persistent link: https://www.econbiz.de/10001239196

Stock return predictability or mismeasured risk?

Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687

Persistent link: https://www.econbiz.de/10001240753

Calculating the equity cost of capital using the APT : the impact of the ERM

Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of international money and finance 17 (1998) 6, pp. 949-965

Persistent link: https://www.econbiz.de/10001381763

Reports of beta's death are premature : evidence from the UK

Clare, Andrew D. - In: Journal of banking & finance 22 (1998) 9, pp. 1207-1229

Persistent link: https://www.econbiz.de/10001249316

Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory

Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of empirical finance 5 (1998) 3, pp. 221-240

Persistent link: https://www.econbiz.de/10001668827

Calculating the probability of failure of the Norwegian banking sector

Clare, Andrew D.; Priestley, Richard - In: Journal of multinational financial management 12 (2002) 1, pp. 21-40

Persistent link: https://www.econbiz.de/10001646010

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