Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10015072443
Persistent link: https://www.econbiz.de/10014503141
Persistent link: https://www.econbiz.de/10014228685
Persistent link: https://www.econbiz.de/10010205371
Persistent link: https://www.econbiz.de/10011927137
Persistent link: https://www.econbiz.de/10011861957
We propose a production-based general equilibrium model to study the link between timing of cash flows and expected returns both in the cross section of stocks and along the aggregate equity term structure. Our model incorporates long-run growth news with time-varying volatility and slow...
Persistent link: https://www.econbiz.de/10012974822
Persistent link: https://www.econbiz.de/10014328243
Persistent link: https://www.econbiz.de/10015072447
Persistent link: https://www.econbiz.de/10012669109