Government Bonds and the Cross-Section of Stock Returns-Reference-Cited by-同舟云学术

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Government Bonds and the Cross-Section of Stock Returns

Published:2009 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Baker Malcolm P.,Wurgler Jeffrey A.

Publisher

Elsevier BV

Reference26 articles.

1. The information in long-maturity forward rates;Eugene F Fama;American Economic Review,1987

2. Business conditions and expected returns on bonds and stocks;Eugene F Fama;Journal of Financial Economics,1989

3. The cross-section of expected stock returns;Eugene F Fama;Journal of Finance,1992

4. Common risk factors in the returns on stocks and bonds;Eugene F Fama;Journal of Financial Economics,1993

5. Noise trading, costly arbitrage, and asset prices: Evidence from closed-end funds;Gordon Gemmill;Journal of Finance,2002

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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3. The Determinants of Stock and Bond Return Comovements;Review of Financial Studies;2010-03-28

4. Bond Supply and Excess Bond Returns;SSRN Electronic Journal;2010

5. Flights and Contagion - an Empirical Analysis of Stock-Bond Correlations;SSRN Electronic Journal;2008

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