Industry bubbles and the cross‐sectional variation of expected consumption growth-Reference-Cited by-同舟云学术

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Industry bubbles and the cross‐sectional variation of expected consumption growth

Published:2020-02-11 Issue:3 Volume:21 Page:1047-1055
ISSN:1369-412X
Container-title:International Review of Finance
language:en
Short-container-title:International Review of Finance

Author:

Rojo‐Suárez Javier¹^ORCID,Alonso‐Conde Ana Belén¹^ORCID,Lago‐Balsalobre Rubén¹

Affiliation:

1. Department of Business Administration Rey Juan Carlos University Madrid Spain

Funder

Education and Research Service of the Madrid regional government and the European Social Fund

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/irfi.12301

Reference9 articles.

1. The equity premium: a deeper puzzle

2. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

3. Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations

4. What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models

Cited by 1 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

1. Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences;International Review of Economics & Finance;2024-01

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