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There are 107807 results for: content related to: Measuring International Economic Linkages with Stock Market Data

  1. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 3–37, JOHN Y. CAMPBELL and JOHN AMMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04700.x

  2. Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 531–564, Xiaoquan Jiang and Bong Soo Lee

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00339.x

  3. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 43–69, JOHN Y. CAMPBELL and YASUSHI HAMAO

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03978.x

  4. Excess stock returns and news: evidence from European markets

    European Financial Management

    Volume 4, Issue 1, March 1998, Pages: 29–46, Dimitrios Malliaropulos

    Article first published online : 16 DEC 2002, DOI: 10.1111/1468-036X.00052

  5. Is Country Diversification better than Industry Diversification?

    European Financial Management

    Volume 12, Issue 3, June 2006, Pages: 319–340, Kent Hargis and Jianping Mei

    Article first published online : 17 MAY 2006, DOI: 10.1111/j.1354-7798.2006.00323.x

  6. 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

  7. The Comovement of US and UK Stock Markets

    European Financial Management

    Volume 10, Issue 4, December 2004, Pages: 593–607, Tom Engsted and Carsten Tanggaard

    Article first published online : 12 NOV 2004, DOI: 10.1111/j.1354-7798.2004.00267.x

  8. UK Stock Returns and the Impact of Domestic Monetary Policy Shocks

    Journal of Business Finance & Accounting

    Volume 34, Issue 5-6, June/July 2007, Pages: 872–888, Don Bredin, Stuart Hyde, Dirk Nitzsche and Gerard O'reilly

    Article first published online : 8 FEB 2007, DOI: 10.1111/j.1468-5957.2006.02001.x

  9. Viewpoint: Estimating the equity premium

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 41, Issue 1, February/février 2008, Pages: 1–21, John Y. Campbell

    Article first published online : 9 JAN 2008, DOI: 10.1111/j.1365-2966.2008.00453.x

  10. The Reaction of Real Estate–Related Industries to the Monetary Policy Actions

    Real Estate Economics

    Volume 38, Issue 2, Summer 2010, Pages: 355–398, Levon Goukasian and Mehdi Majbouri

    Article first published online : 20 MAY 2010, DOI: 10.1111/j.1540-6229.2010.00270.x

  11. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 467–509, GEERT BEKAERT and ROBERT J. HODRICK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04399.x

  12. Stock Prices, Earnings, and Expected Dividends

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 661–676, JOHN Y. CAMPBELL and ROBERT J. SHILLER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04598.x

  13. Stock Return Predictability and The Role of Monetary Policy

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1951–1972, ALEX D. PATELIS

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02747.x

  14. Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller

    The Scandinavian Journal of Economics

    Volume 116, Issue 3, July 2014, Pages: 593–634, John Y. Campbell

    Article first published online : 20 MAY 2014, DOI: 10.1111/sjoe.12070

  15. Time Variation in the Covariance between Stock Returns and Consumption Growth

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1673–1712, GREGORY R. DUFFEE

    Article first published online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00777.x

  16. Insightful Insiders? Insider Trading and Stock Return around Debt Covenant Violation Disclosures

    Abacus

    Volume 50, Issue 2, June 2014, Pages: 117–145, Paul A. Griffin, David H. Lont and Kate McClune

    Article first published online : 3 JUN 2014, DOI: 10.1111/abac.12025

  17. Bondholder Wealth Effects in Mergers and Acquisitions: New Evidence from the 1980s and 1990s

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 107–135, Matthew T. Billett, Tao-Hsien Dolly King and David C. Mauer

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00628.x

  18. Strategic returns to international diversification: An application to the equity markets of Europe, Japan and North America

    European Financial Management

    Volume 1, Issue 1, March 1995, Pages: 49–59, John Ammer and Jianping Mei

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1468-036X.1995.tb00006.x

  19. The Intertemporal Risk-Return Relation in the Stock Market

    Financial Review

    Volume 44, Issue 4, November 2009, Pages: 541–558, Xiaoquan Jiang and Bong Soo Lee

    Article first published online : 12 OCT 2009, DOI: 10.1111/j.1540-6288.2009.00229.x

  20. CAN DIVIDEND YIELDS OUT-PREDICT UK STOCK RETURNS WITHOUT SHORT RATES?

    The Manchester School

    Volume 79, Issue 6, December 2011, Pages: 1179–1196, JYH-LIN WU, YU-HAU HU and CHINGNUN LEE

    Article first published online : 6 APR 2011, DOI: 10.1111/j.1467-9957.2010.02218.x