Cohen is at the Harvard Business School and NBER; Frazzini is at the University of Chicago Graduate School of Business and NBER. We would like to thank Nick Barberis, Effi Benmelech, Judy Chevalier, Kent Daniel, Doug Diamond, Gene Fama, Will Goetzmann, Ravi Jagannathan, Anil Kashyap, Josef Lakonishok, Owen Lamont, Jonathan Lewellen, Toby Moskowitz, Lubos Pastor, Lasse Pedersen, Monika Piazzesi, Joseph Piotroski, Josh Rauh, Doug Skinner, Matt Spiegel, Robert Stambaugh, Amir Sufi, Jake Thomas, Tuomo Vuolteenaho, Ivo Welch, Wei Xiong, an anonymous referee, and seminar participants at NBER, Barclays Global Investors, BSI Gamma Foundation, Chicago Quantitative Alliance, University of Chicago, American Finance Association, European Finance Association, Goldman Sachs Asset Management, Lehman Brothers, London Business School, New York University, Harvard Business School, Massachusetts Institute of Technology, Yale University, AQR Capital Management, Prudential Equity Conference, and University of California Davis Conference on Financial Markets Research for helpful comments. We also thank Wooyun Nam, Vladimir Vladimirov, and Jeri Xu for excellent research assistance, Husayn Shahrur and Jayant Kale for providing us with some of the customer–supplier data, the Chicago Quantitative Alliance and the BSI Gamma Foundation for financial support. All errors are our own.
Economic Links and Predictable Returns
Version of Record online: 19 JUL 2008
© 2008 The American Finance Association
The Journal of Finance
Volume 63, Issue 4, pages 1977–2011, August 2008
How to Cite
COHEN, L. and FRAZZINI, A. (2008), Economic Links and Predictable Returns. The Journal of Finance, 63: 1977–2011. doi: 10.1111/j.1540-6261.2008.01379.x
- Issue online: 19 JUL 2008
- Version of Record online: 19 JUL 2008
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