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Tower Building And Stock Market Returns

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  • Gunter Löffler

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  • Gunter Löffler, 2013. "Tower Building And Stock Market Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(3), pages 413-434, September.
    • Handle: RePEc:bla:jfnres:v:36:y:2013:i:3:p:413-434
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.2013.12017.x
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    3. Malcolm Baker & Jeffrey Wurgler, 2006. "Investor Sentiment and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, vol. 61(4), pages 1645-1680, August.
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    8. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
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    16. David E. Rapach & Jack K. Strauss & Guofu Zhou, 2010. "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy," The Review of Financial Studies, Society for Financial Studies, vol. 23(2), pages 821-862, February.
    17. Mark C. Freeman, 2011. "The Time‐Varying Equity Premium And The S&P 500 In The Twentieth Century," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(2), pages 179-215, June.
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