Consumer expectations and short-horizon return predictability

Journal of Banking and Finance

Volumn 31, Issue 10, 2007, Pages 3102-3124

  Kalotay, Egon ^a   Gray, Philip ^b   Sin, Samantha ^a  

^a MACQUARIE UNIVERSITY   (Australia)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Cay; Consumer expectations; Consumption to wealth ratio; Estimation risk; Portfolio choice; Return predictability

Indexed keywords

EID: 34548493896     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.11.017     Document Type: Article

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