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~subject:"Kapitaleinkommen"
~person:"Guo, Hui"
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Kapitaleinkommen
USA
35
United States
35
Capital income
21
Aktienmarkt
19
Stock market
19
CAPM
18
Forecasting model
14
Prognoseverfahren
14
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Volatilität
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1952-2002
4
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Incomplete market
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Risikoprämie
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Risk premium
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1927-2005
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English
21
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Guo, Hui
Gupta, Rangan
45
Campbell, John Y.
36
Diebold, Francis X.
25
Warnock, Francis E.
25
Caporale, Guglielmo Maria
22
Ang, Andrew
21
Poterba, James M.
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
Timmermann, Allan
19
Ludvigson, Sydney C.
18
McGrattan, Ellen R.
18
Ferson, Wayne E.
17
Goetzmann, William N.
17
Lettau, Martin
17
Wohar, Mark E.
17
Guidolin, Massimo
16
Lamont, Owen A.
16
Fama, Eugene F.
15
Bali, Turan G.
14
French, Kenneth Ronald
14
Guirguis, Michel
14
Pástor, Ľuboš
14
Chan, Louis K. C.
13
Harvey, Campbell R.
13
Jensen, Gerald R.
13
Miller, Stephen M.
13
Pierdzioch, Christian
13
Prescott, Edward C.
13
Schwert, George William
13
Bekaert, Geert
12
Hodrick, Robert J.
12
Jegadeesh, Narasimhan
12
Metrick, Andrew
12
Stambaugh, Robert F.
12
Whitelaw, Robert F.
12
Bollerslev, Tim
11
Chordia, Tarun
11
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Federal Reserve Bank of St. Louis
6
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Working paper
7
Review / Federal Reserve Bank of St. Louis
3
Journal of banking & finance
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic inquiry : journal of the Western Economic Association International
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
Research Division working papers
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
21
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1
Why are stock market returns correlated with future economic activities?
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
2
,
pp. 19-33
Persistent link: https://www.econbiz.de/10001697099
Saved in:
2
Risk and return : some new evidence
Guo, Hui
;
Whitelaw, Robert
-
2001
Persistent link: https://www.econbiz.de/10001580933
Saved in:
3
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
4
Understanding the risk-return tradeoff in the stock market
Guo, Hui
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969582
Saved in:
5
On the out-of-sample predictability of stock market returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001971221
Saved in:
6
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
7
On the real-time forecasting ability of the consumption-wealth ratio
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979828
Saved in:
8
Uncovering the risk-return relation in the stock market
Guo, Hui
;
Whitelaw, Robert F.
-
2003
Persistent link: https://www.econbiz.de/10001787128
Saved in:
9
Stock market returns, volatility, and future output
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 75-85
Persistent link: https://www.econbiz.de/10001782555
Saved in:
10
A rational pricing explanation for failure of the CAPM
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
3
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002156472
Saved in:
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