Mendoza College of Business, University of Notre Dame. E-mail: email@example.com. This paper is based on Chapter 1 of my Ph.D. thesis at Northwestern University. I wish to thank Torben Andersen, Ravi Bansal, Jason Chen, Long Chen, Kent Daniel, Martin Eichenbaum, Richard Evans (WFA discussant), Fangjian Fu (EFA discussant), Paul Gao, Campbell Harvey (the editor), Robert Korajczyk, Arvind Krishnamurthy, Deborah Lucas, Christian Lundblad, Robert McDonald, Christopher Polk, Ernst Schaumburg, Paul Schultz, George Skoulakis, Yong Wang; two anonymous referees; seminar participants at the Federal Reserve Bank of New York, Lehman Brothers, Washington University in St. Louis, the Eastern Finance Association (EFA) 2006 Annual Meeting, and the Western Finance Association (WFA) 2006 Annual Meeting; and especially Ravi Jagannathan for his continuing guidance and support. Nan Zhang provided excellent editorial support. I am responsible for any errors or omissions.
Cash Flow, Consumption Risk, and the Cross-section of Stock Returns
Version of Record online: 13 MAR 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 2, pages 923–956, April 2009
How to Cite
DA, Z. (2009), Cash Flow, Consumption Risk, and the Cross-section of Stock Returns. The Journal of Finance, 64: 923–956. doi: 10.1111/j.1540-6261.2009.01453.x
- Issue online: 13 MAR 2009
- Version of Record online: 13 MAR 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!