Future labor income growth and the cross-section of equity returns

Journal of Banking and Finance

Volumn 35, Issue 1, 2011, Pages 67-81

  Kim, Dongcheol ^a   Kim, Tong Suk ^b   Min, Byoung Kyu ^c  

^a Korea University   (South Korea)

^b Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^c OHIO STATE UNIVERSITY   (United States)

Author keywords

Economic tracking portfolio; Fama French factors; Future labor income growth; Intertemporal CAPM

Indexed keywords

EID: 77957920198     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.07.014     Document Type: Article

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