Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
consumption-wealth ratio, and
its predictive power vanishes if we control for the latter in the forecasting equation. The …).
Keywords: Idiosyncratic Stock Volatility, Stock Market Volatility, Consumption-Wealth Ratio,
and Stock Return Predictability … (2002) shows that, in conjunction with the consumption-wealth ratio
by Lettau and Ludvigson (2001), a measure of the …