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There are 24379 results for: content related to: On the Economic Link Between Asset Prices and Real Activity

  1. The Equity Premium

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 637–659, Eugene F. Fama and Kenneth R. French

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00437

  2. Determinants of Expected Stock Returns: Large Sample Evidence from the German Market

    Journal of Business Finance & Accounting

    Volume 39, Issue 5-6, June/July 2012, Pages: 758–784, Sabine Artmann, Philipp Finter and Alexander Kempf

    Article first published online : 13 APR 2012, DOI: 10.1111/j.1468-5957.2012.02286.x

  3. Structural Changes in Expected Stock Returns Relationships: Evidence from ASE

    Journal of Business Finance & Accounting

    Volume 33, Issue 9-10, November/December 2006, Pages: 1610–1628, Evangelos Karanikas, George Leledakis and Elias Tzavalis

    Article first published online : 17 OCT 2006, DOI: 10.1111/j.1468-5957.2006.00656.x

  4. A Consumption-Based Explanation of Expected Stock Returns

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 539–580, MOTOHIRO YOGO

    Article first published online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00848.x

  5. Rare disaster risk and the expected equity risk premium

    Accounting & Finance

    Henk Berkman, Ben Jacobsen and John B. Lee

    Article first published online : 13 AUG 2015, DOI: 10.1111/acfi.12158

  6. Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 2859–2897, ĽUBOŠ PÁSTOR, MEENAKSHI SINHA and BHASKARAN SWAMINATHAN

    Article first published online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01415.x

  7. The Usefulness of Book-to-Market and ROE Expectations for Explaining UK Stock Returns

    Journal of Business Finance & Accounting

    Volume 34, Issue 1-2, January/March 2007, Pages: 1–32, Colin Clubb and Mounir Naffi

    Article first published online : 28 FEB 2007, DOI: 10.1111/j.1468-5957.2006.00662.x

  8. Oil and the Stock Markets

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 463–491, CHARLES M. JONES and GAUTAM KAUL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02691.x

  9. Accounting Ratios and the Cross-section of Expected Stock Returns

    Journal of Business Finance & Accounting

    Volume 41, Issue 9-10, November/December 2014, Pages: 1157–1192, Adriana S. Cordis

    Article first published online : 10 NOV 2014, DOI: 10.1111/jbfa.12092

  10. Consumption, Aggregate Wealth, and Expected Stock Returns

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 815–849, Martin Lettau and Sydney Ludvigson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00347

  11. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  12. Cognitive Ability and the Stock Reallocations of Retirees during the Great Recession

    Journal of Consumer Affairs

    Volume 49, Issue 2, Summer 2015, Pages: 356–375, CHRIS BROWNING and MICHAEL FINKE

    Article first published online : 13 MAR 2015, DOI: 10.1111/joca.12065

  13. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  14. Another Look at the Cross-section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 185–224, S. P. KOTHARI, JAY SHANKEN and RICHARD G. SLOAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05171.x

  15. EXPECTED VOLATILITY, UNEXPECTED VOLATILITY, AND THE CROSS-SECTION OF STOCK RETURNS

    Journal of Financial Research

    Volume 33, Issue 2, Summer 2010, Pages: 103–123, Choong Tze Chua, Jeremy Goh and Zhe Zhang

    Article first published online : 14 JUN 2010, DOI: 10.1111/j.1475-6803.2010.01264.x

  16. Heterogeneous Academic-Industry Knowledge Linkage, Heterogeneous IPR, and Growth

    Journal of Public Economic Theory

    Volume 14, Issue 1, February 2012, Pages: 67–98, LUCA SPINESI

    Article first published online : 27 JAN 2012, DOI: 10.1111/j.1467-9779.2011.01534.x

  17. Improved Inference in Regression with Overlapping Observations

    Journal of Business Finance & Accounting

    Volume 38, Issue 5-6, June/July 2011, Pages: 657–683, Mark Britten-Jones, Anthony Neuberger and Ingmar Nolte

    Article first published online : 24 MAY 2011, DOI: 10.1111/j.1468-5957.2011.02244.x

  18. AN EMPIRICAL TEST OF AN EX-ANTE MODEL OF THE DETERMINATION OF STOCK RETURN VOLATILITY

    Journal of Financial Research

    Volume 9, Issue 3, Fall 1986, Pages: 203–214, David R. Peterson

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00451.x

  19. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS

    Journal of Economic Surveys

    Eero Pätäri and Timo Leivo

    Article first published online : 24 SEP 2015, DOI: 10.1111/joes.12133

  20. Capital expenditures and firm performance: evidence from a cross-sectional analysis of stock returns

    Accounting & Finance

    Adriana S. Cordis and Chris Kirby

    Article first published online : 11 JAN 2016, DOI: 10.1111/acfi.12193