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

Journal of Financial Economics

Volumn 68, Issue 1, 2003, Pages 47-73

  Vassalou, Maria ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Asset pricing; Future gdp; Gmm; News

Indexed keywords

EID: 0037376395     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00248-9     Document Type: Article

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