Stock Returns and the Business Cycle
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- Gürtler, Marc & Heithecker, Dirk, 2005. "Systematic credit cycle risk of financial collaterals: Modelling and evidence," Working Papers FW15V2, Technische Universität Braunschweig, Institute of Finance.
- Lichao Cheng & Yi Jin & Zhixiong Zeng, 2011. "Asset Prices, Monetary Policy, and Aggregate Fluctuations: An Empirical Investigation," Monash Economics Working Papers 13-11, Monash University, Department of Economics.
- Cox, Raymond A.K. & Dayanandan, Ajit & Donker, Han & Nofsinger, John, 2017. "The Bad, the boom and the bust: Profit warnings over the business cycle," Journal of Economics and Business, Elsevier, vol. 89(C), pages 13-19.
- Cox, Raymond A.K. & Dayanandan, Ajit & Donker, Han, 2016. "The Ricochet Effect of Bad News," The International Journal of Accounting, Elsevier, vol. 51(3), pages 385-401.
- Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, vol. 21(4), pages 175-187.
- Martens, Martin & van Oord, Arco, 2014. "Hedging the time-varying risk exposures of momentum returns," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 78-89.
- repec:eco:journ1:2014-02-4 is not listed on IDEAS
- Cheng, Lichao & Jin, Yi, 2013. "Asset prices, monetary policy, and aggregate fluctuations: An empirical investigation," Economics Letters, Elsevier, vol. 119(1), pages 24-27.
- Dirk Ulbricht, 2013. "Stock Investments for Old-Age: Less Return, More Risk, and Unexpected Timing," Discussion Papers of DIW Berlin 1324, DIW Berlin, German Institute for Economic Research.
- Ferreira, Miguel A. & Gama, Paulo M., 2010. "Correlation dynamics of global industry portfolios," Journal of Multinational Financial Management, Elsevier, vol. 20(1), pages 35-47, February.
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