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There are 13344 results for: content related to: Consumption, Aggregate Wealth, and Expected Stock Returns

  1. CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE

    The Manchester School

    Volume 79, Issue 6, December 2011, Pages: 1294–1232, ANTÓNIO AFONSO and RICARDO M. SOUSA

    Article first published online : 19 SEP 2011, DOI: 10.1111/j.1467-9957.2011.02247.x

  2. You have free access to this content
    An estimation of economic models with recursive preferences

    Quantitative Economics

    Volume 4, Issue 1, March 2013, Pages: 39–83, Xiaohong Chen, Jack Favilukis and Sydney C. Ludvigson

    Article first published online : 12 MAR 2013, DOI: 10.3982/QE97

  3. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  4. Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1755–1788, NIKOLAI ROUSSANOV

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01593.x

  5. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  6. Consumption, Wealth and Expected Stock Returns in Australia

    Economic Record

    Volume 80, Issue 251, December 2004, Pages: 359–372, LANCE A. FISHER and GRAHAM M. VOSS

    Article first published online : 3 DEC 2004, DOI: 10.1111/j.1475-4932.2004.00194.x

  7. Earnings and Expected Returns

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1563–1587, Owen Lamont

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00065

  8. Mutual Fund Herding and the Impact on Stock Prices

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 581–622, Russ Wermers

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00118

  9. Time-Varying Risk–Return Trade-off in the Stock Market

    Journal of Money, Credit and Banking

    Volume 45, Issue 4, June 2013, Pages: 623–650, HUI GUO, ZIJUN WANG and JIAN YANG

    Article first published online : 17 MAY 2013, DOI: 10.1111/jmcb.12018

  10. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  11. New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1321–1346, Leonie Bell and Tim Jenkinson

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00462

  12. Tunneling or Value Added? Evidence from Mergers by Korean Business Groups

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2695–2740, Kee-Hong Bae, Jun-Koo Kang and Jin-Mo Kim

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00510

  13. The High-Volume Return Premium

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 877–919, Simon Gervais, Ron Kaniel and Dan H. Mingelgrin

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00349

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    Volatility, the Macroeconomy, and Asset Prices

    The Journal of Finance

    Accepted manuscript online: 30 SEP 2013, RAVI BANSAL, DANA KIKU, IVAN SHALIASTOVICH and AMIR YARON

    DOI: 10.1111/jofi.12110

  15. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Article first published online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  16. Relationship Banking, Liquidity, and Investment in the German Industrialization

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1737–1758, Caroline Fohlin

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00070

  17. Does Distance Still Matter? The Information Revolution in Small Business Lending

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2533–2570, Mitchell A. Petersen and Raghuram G. Rajan

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00505

  18. Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 1029–1051, Maria Soledad Martinez Peria and Sergio L. Schmukler

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00354

  19. Entrepreneurship, Financiership, and Selection

    The Scandinavian Journal of Economics

    Volume 114, Issue 2, June 2012, Pages: 601–628, Tuomas Takalo and Otto Toivanen

    Article first published online : 10 JAN 2012, DOI: 10.1111/j.1467-9442.2011.01685.x

  20. Estimation and Evaluation of Conditional Asset Pricing Models

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 873–909, STEFAN NAGEL and KENNETH J. SINGLETON

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01654.x