Habit formation, the cross section of stock returns and the cash-flow risk puzzle

Journal of Financial Economics

Volumn 98, Issue 2, 2010, Pages 385-413

  Santos, Tano ^a   Veronesi, Pietro ^b  

^a CEPR and NBER ^*  (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Cash flow risk; Cross section; Habit; Value premium

Indexed keywords

EID: 77957161005     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.05.003     Document Type: Article

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