This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
News related to future GDP growth as a risk factor in equity returns Author info | Abstract | Publisher info | Download info | Related research | Statistics Vassalou, Maria
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Financial Economics .
Volume (Year): 68 (2003)
Issue (Month): 1 (April)
Pages: 47-73
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:eee:jfinec:v:68:y:2003:i:1:p:47-73Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Ronald J. Balvers & Dayong Huang, 2005.
"Productivity-Based Asset Pricing: Theory and Evidence ,"
Working Papers
05-05, Department of Economics, West Virginia University.
[Downloadable!]
Other versions: Jonathan Lewellen & Stefan Nagel & Jay Shanken, 2006.
"A Skeptical Appraisal of Asset-Pricing Tests ,"
NBER Working Papers
12360, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Alexandros Kostakis, 2007.
"Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors ,"
Discussion Papers
07/07, Department of Economics, University of York.
[Downloadable!]
Tano Santos & Pietro Veronesi, 2005.
"Cash-Flow Risk, Discount Risk, and the Value Premium ,"
NBER Working Papers
11816, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Yu Ren & Katsumi Shimotsu, 2007.
"Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test ,"
Working Papers
1126, Queen's University, Department of Economics.
[Downloadable!]
John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005.
"Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns ,"
NBER Working Papers
11389, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Tobias Adrian & Joshua Rosenberg, 2006.
"Stock returns and volatility: pricing the short-run and long-run components of market risk ,"
Staff Reports
254, Federal Reserve Bank of New York.
[Downloadable!]
Lettau, Martin & Wachter, Jessica, 2005.
"Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium ,"
CEPR Discussion Papers
4921, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Lundtofte, Frederik, 2005.
"Can An ”Estimation Factor” Help Explain Cross-Sectional Returns? ,"
Working Papers
2005:18, Lund University, Department of Economics.
[Downloadable!]
Martin Lettau & Jessica Wachter, 2005.
"Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium ,"
NBER Working Papers
11144, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Laura X.L. Liu & Jerold B. Warner & Lu Zhang, 2005.
"Momentum Profits and Macroeconomic Risk ,"
NBER Working Papers
11480, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Andrea Beltratti & Claudio Morana, 2005.
"Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios ,"
ICER Working Papers
23-2005, ICER - International Centre for Economic Research.
[Downloadable!]
Access and
download statistics Did you know? RePEc also has a blog .
This page was last updated on 2008-8-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .