Is economic uncertainty priced in the cross-section of stock returns?
Year of publication: |
December 2017
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Authors: | Bali, Turan G. ; Brown, Stephen J. ; Tang, Yi |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 126.2017, 3, p. 471-489
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Subject: | Economic uncertainty | Uncertainty aversion | Cross-section of stock returns | ICAPM | Return predictability | Risiko | Risk | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | CAPM | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Risikoaversion | Risk aversion |
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