Aggregate expected investment growth and stock market returns
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Jun ; Wang, Huijun ; Yu, Jianfeng |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 117.2021, p. 618-638
|
| Subject: | Investment lags | Investment plan | Investor sentiment | Stock market prediction | Time-varying risk premium | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection |
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