Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? : evidence from the European equity market
Javier Rojo-Suárez, Ana Belén Alonso-Conde and Ricardo Ferrero-Pozo
| Year of publication: |
2021
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|---|---|
| Authors: | Rojo-Suárez, Javier ; Alonso-Conde, Ana Belén ; Ferrero-Pozo, Ricardo |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 8, p. 721-739
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| Subject: | CCAPM | consumer confidence index | consumption dynamics | European equity market | habits | power utility function | Privater Konsum | Private consumption | Konsumentenverhalten | Consumer behaviour | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Saisonale Schwankungen | Seasonal variations | Schätzung | Estimation | Konsumtheorie | Consumption theory | CAPM | Großbritannien | United Kingdom | Europa | Europe | Verbrauchervertrauensindex | Consumer confidence index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2020.1838936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012516122