Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Yong Chen, Gregory W. Eaton, Bradley S. Paye
| Year of publication: |
2018
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|---|---|
| Authors: | Chen, Yong ; Eaton, Gregory W. ; Paye, Bradley S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 130.2018, 1, p. 48-73
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| Subject: | Equity premium | Macroeconomic forecasts | Stock market liquidity | Stock return predictability | Transaction costs | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Transaktionskosten | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Schätzung | Estimation | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.05.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012051279