We thank Fuyu Angela Yang and seminar participants at the 2007 Athens Institute for Education and Research Finance Conference, the 2007 FMA Conference, and the 2007 International Congress on Modeling and Simulation, Christchurch, New Zealand for helpful comments and discussions. We thank also Arnie Cowan (a former editor) and two anonymous referees for constructive comments and suggestions. Any errors are our responsibility.
Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation
Article first published online: 13 JAN 2010
© 2010, The Eastern Finance Association
Volume 45, Issue 1, pages 167–203, February 2010
How to Cite
Paseka, A. and Theocharides, G. (2010), Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation. Financial Review, 45: 167–203. doi: 10.1111/j.1540-6288.2009.00242.x
- Issue published online: 13 JAN 2010
- Article first published online: 13 JAN 2010
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