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News related to future GDP growth as a risk factor in equity returns

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  • Vassalou, Maria

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  • Vassalou, Maria, 2003. "News related to future GDP growth as a risk factor in equity returns," Journal of Financial Economics, Elsevier, vol. 68(1), pages 47-73, April.
    • Handle: RePEc:eee:jfinec:v:68:y:2003:i:1:p:47-73
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