The role of future economic conditions in the cross-section of stock returns: Evidence from the US and UK
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DOI: 10.1016/j.ribaf.2020.101193
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Cited by:
- Chatelais, Nicolas & Stalla-Bourdillon, Arthur & Chinn, Menzie D., 2023.
"Forecasting real activity using cross-sectoral stock market information,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie Chinn, 2023. "Forecasting real activity using cross-sectoral stock market information," Post-Print hal-04459605, HAL.
- Goodell, John W. & Huynh, Toan Luu Duc, 2020. "Did Congress trade ahead? Considering the reaction of US industries to COVID-19," Finance Research Letters, Elsevier, vol. 36(C).
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More about this item
Keywords
Pro-cyclical; Counter-cyclical; Future economic conditions; Expectations;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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