Similar Search Results - EconBiz

Consumption, aggregate wealth and expected stock returns

Lettau, Martin; Ludvigson, Sydney C. - 1999

Persistent link: https://www.econbiz.de/10001398353

An international dynamic asset pricing model

Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - 1999

Persistent link: https://www.econbiz.de/10001390241

Characterizing predictable components in excess returns on equity and foreign exchange markets

Bekaert, Geert - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 467-509

Persistent link: https://www.econbiz.de/10001128131

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011479824

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...

Persistent link: https://www.econbiz.de/10011482859

Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016

Persistent link: https://www.econbiz.de/10011536693

Capital share risk in U.S. asset pricing

Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018

Persistent link: https://www.econbiz.de/10011861000

Capital share risk and shareholder heterogeneity in US stock pricing

Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015

Persistent link: https://www.econbiz.de/10010482973

Dividend yields and expected stock returns : alternative procedures for inference and measurement

Hodrick, Robert J. - In: The review of financial studies 5 (1992) 3, pp. 357-386

Persistent link: https://www.econbiz.de/10001129388

The cross-section of volatility and expected returns

Zhang, Xiaoyan; Ang, Andrew; Hodrick, Robert J.; Xing, … - 2004

Persistent link: https://www.econbiz.de/10002073591

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