Operating Leverage, Stock Market Cyclicality, and the Cross-Section of Returns
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- François Gourio, 2005. "Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns," Boston University - Department of Economics - Working Papers Series WP2005-002, Boston University - Department of Economics.
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Cited by:
- Belo, Frederico, 2010. "Production-based measures of risk for asset pricing," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 146-163, March.
- Cochrane, John H., 2005.
"Financial Markets and the Real Economy,"
Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
- John Cochrane, 2005. "Financial Markets and the Real Economy," NBER Working Papers 11193, National Bureau of Economic Research, Inc.
- João F. Gomes & Leonid Kogan & Motohiro Yogo, 2009.
"Durability of Output and Expected Stock Returns,"
Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 941-986.
- Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007. "Durability of Output and Expected Stock Returns," NBER Working Papers 12986, National Bureau of Economic Research, Inc.
- Motohiro Yogo & Leonid Kogan & Joao Gomes, 2007. "Durability of Output and Expected Stock Returns," 2007 Meeting Papers 432, Society for Economic Dynamics.
- Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2009.
"Anomalies,"
Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.
- Lu Zhang, 2005. "Anomalies," NBER Working Papers 11322, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Fama and French ; Operating Leverage; Tobin's q;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2005-12-01 (Corporate Finance)
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