Industry bubbles and unexpected consumption shocks : a cross-sectional explanation of stock returns under recursive preferences
Javier Rojo-Suárez, Ana B. Alonso-Conde, Rubén Lago-Balsalobre
| Year of publication: |
2024
|
|---|---|
| Authors: | Rojo-Suárez, Javier ; Alonso-Conde, Ana B. ; Lago-Balsalobre, Rubén |
| Subject: | Consumption shocks | Consumption-CAPM | Industry bubbles | Investment-capital ratio | Recursive preferences | Spekulationsblase | Bubbles | Schock | Shock | Theorie | Theory | Kapitaleinkommen | Capital income | CAPM | Privater Konsum | Private consumption | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.086 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446616