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Expected returns, yield spreads, and asset pricing tests

Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338

Persistent link: https://www.econbiz.de/10003742247

Demographic trends, the dividend-price ratio, and the predictability of long-run stock market returns

Favero, Carlo A.; Gozluklu, Arie E.; Tamoni, Andrea - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1493-1520

Persistent link: https://www.econbiz.de/10009424102

Equilibrium stock return dynamics under alternative rules of learning about hidden states

Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954

Persistent link: https://www.econbiz.de/10002099538

Value return predictability across asset classes and commonalities in risk premia

Yara, Fahiz Baba; Boons, Martijn; Tamoni, Andrea - In: Review of finance : journal of the European Finance … 25 (2021) 2, pp. 449-484

Persistent link: https://www.econbiz.de/10012546171

Mind the (convergence) gap : bond predictability strikes back!

Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911

Persistent link: https://www.econbiz.de/10012815790

Demographics and US stock market fluctuations

Favero, Carlo A.; Tamoni, Andrea - In: CESifo economic studies : CESifo, a joint initiative of … 57 (2011) 1, pp. 25-43

This article illustrates how the information component determining long-horizon US stock market returns can be related to a demographic variable, MY the ratio of middle-aged to young adults. In fact, MY can be seen as the major determinants of a slowly evolving time-varying mean of the...

Persistent link: https://www.econbiz.de/10009125777

Implications of return predictability for consumption dynamics and asset pricing

Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 527-541

Persistent link: https://www.econbiz.de/10012262492

Business-cycle consumption risk and asset prices

Bandi, Federico M.; Tamoni, Andrea - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23

Persistent link: https://www.econbiz.de/10014471828