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Does idiosyncratic volatility predict future growth of the Australian economy?

Liu, Bin; Di Iorio, Amalia - In: Studies in economics and finance 33 (2016) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10011718726

Dynamic equity slope

Breugem, Matthijs; Colonnello, Stefano; Marfè, Roberto; … - 2024

Persistent link: https://www.econbiz.de/10014521078

Economic Growth, Expected Stock Returns and Volatility : A Case of Indian Stock Market

Kumar, Rakesh - 2016

Stock market volatility is a matter of great interest for researchers and policy makers. The present study examines the … volatility of daily, weekly and monthly stock returns in view of economic growth rate. It investigates the hypothesis that high … examines additional aspect of volatility with regards to expected and unexpected variations in stock returns by applying AR(1 …

Persistent link: https://www.econbiz.de/10013002317

The stock market boom and crash of 1929 was not a bubble : a book of readings

Beaudreau, Bernard C. (ed.) - 2019

Persistent link: https://www.econbiz.de/10012121138

Growth, innovation, credit constraints, and stock price bubbles

He, Sicheng - In: Journal of economics 133 (2021) 3, pp. 239-269

Persistent link: https://www.econbiz.de/10012590077

Equity valuation cannot outgrow the economy over the long run

Han, Jian-Chiu - In: Business economics : the journal of the National … 35 (2000) 3, pp. 53-58

Persistent link: https://www.econbiz.de/10001502051

Can book-to-market, size and momentum be risk factors that predict economic growth?

Liew, Jimmy; Vassalou, Maria - 1999

Persistent link: https://www.econbiz.de/10001406203

Can book-to-market, size and momentum be risk factors that predict economic growth?

Liew, Jimmy; Vassalou, Maria - In: Journal of financial economics 57 (2000) 2, pp. 221-245

Persistent link: https://www.econbiz.de/10001494738

The Time-Varying Liquidity Risk of Value and Growth Stocks

Akbas, Ferhat - 2010

We study the liquidity exposures of value and growth stocks over business cycles. In worst times, value stocks have higher liquidity betas than in best times, while the opposite holds for growth stocks. Small value stocks have higher liquidity exposures than small growth stocks in worst times,...

Persistent link: https://www.econbiz.de/10013146639

Equity Valuation Cannot Outgrow the Economy Over the Long Run

Han, JC - 2016

Macroeconomic Theory and historical evidence suggest that bond prices help cause long-run convergence between stock …

Persistent link: https://www.econbiz.de/10012991589