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Asset pricing in production economies with extrapolative expectations
Hirshleifer, David; Li, Jun; Yu, Jianfeng - In: Journal of monetary economics 76 (2015), pp. 87-106
Persistent link: https://www.econbiz.de/10011569782
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A neoclassical interpretation of momentum
Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
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Does wage rigidity make firms riskier? : evidence from long-horizon return predictability
Favilukis, Jack; Lin, Xiaoji - In: Journal of monetary economics 78 (2016), pp. 80-95
Persistent link: https://www.econbiz.de/10011709268
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Aggregate expected investment growth and stock market returns
Li, Jun; Wang, Huijun; Yu, Jianfeng - In: Journal of monetary economics 117 (2021), pp. 618-638
Persistent link: https://www.econbiz.de/10012603192
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The risks of old capital age : asset pricing implications of technology adoption
Lin, Xiaoji; Palazzo, Berardino; Yang, Fan - In: Journal of monetary economics 115 (2020), pp. 145-161
Persistent link: https://www.econbiz.de/10012373048