Author:
Goetzmann William N.,Watanabe Akiko,Watanabe Masahiro
Reference41 articles.
1. Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?;Andrew Ang;Journal of Monetary Economics,2006
2. Macroeconomic Risks and Characteristic-Based Factor Models;Kevin Aretz;Journal of Banking and Finance,2010
3. Earnings belief risk and the cross-section of stock returns;R G Brandon;Review of Finance,2020
4. The Dividend-Price Ratio and Expectations of Future Dividend and Discount Factors;John Y Campbell;Review of Financial Studies,1988
5. Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence;Sean D Campbell;Journal of Business and Economic Statistics,2009