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Finance Research Letters
Volumn 5, Issue 3, 2008, Pages 129-136
Consumption growth and time-varying expected stock returns
Author keywords

Consumption growth; Return predictability
Indexed keywords

EID: 50249126007     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2008.07.001     Document Type: Article
Times cited : (5)
References (11)
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    • Testing the predictive value of dividend yields
    • Goetzmann W., and Jorion P. Testing the predictive value of dividend yields. Journal of Finance 48 (1993) 1087-1088
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    • Goetzmann, W.1    Jorion, P.2
  • 6
    • 34547888391 scopus 로고    scopus 로고
    • Lazy investors, discretionary consumption, and the cross-section of stock returns
    • Jagannathan R., and Wang Y. Lazy investors, discretionary consumption, and the cross-section of stock returns. Journal of Finance 62 (2007) 1623-1661
    • (2007) Journal of Finance , vol.62 , pp. 1623-1661
    • Jagannathan, R.1    Wang, Y.2
  • 7
    • 0031138827 scopus 로고    scopus 로고
    • Book-to-market, dividend yield, and expected market returns: A time-series analysis
    • Kothari S.P., and Shanken J. Book-to-market, dividend yield, and expected market returns: A time-series analysis. Journal of Financial Economics 44 (1997) 169-203
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  • 8
    • 0012462939 scopus 로고    scopus 로고
    • Consumption, aggregate wealth and expected returns
    • Lettau M., and Ludvigson S. Consumption, aggregate wealth and expected returns. Journal of Finance 55 (2001) 815-849
    • (2001) Journal of Finance , vol.55 , pp. 815-849
    • Lettau, M.1    Ludvigson, S.2
  • 9
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    • Predictable stock returns: The role of small sample bias
    • Nelson C.R., and Kim M.J. Predictable stock returns: The role of small sample bias. Journal of Finance 48 (1993) 641-661
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  • 10
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    • A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey W.K., and West K.D. A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55 (1987) 703-708
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.