Bank credit, consumption risk, and the cross-section of expected returns
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DOI: 10.1016/j.irfa.2024.103103
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More about this item
Keywords
Bank credit; Consumption capital asset pricing model; Conditioning variable;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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