New School Libraries

SFX by Ex Libris Inc.

Contains information about title and source of a journal
Title:	End-of-the-year economic growth and time-varying expected returns
Source:	Journal of Financial Economics [0304-405X] Moller, Stig Year:2015 Volume:115 Issue:1 Pages(s):136 -154

List of services to meet your request

Basic services

service type icon, opens target in new window

Access Online

Elsevier ScienceDirect Journals

	Reserves Put This Item On Reserve For A Course
	Note:Place this item on reserve for a course I am teaching (faculty only)

Users interested in this article also expressed an interest in the following:
description	1.	Friewald, N. "Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises." Journal of financial economics 105.1 (2012): 18-36.
description	2.	Goyal, A. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction." The review of financial studies 10.4 (2006): 1455-1508.
description	3.	BAO, J. "The Illiquidity of Corporate Bonds." The journal of finance 66.3 (2011): 911-946.
description	4.	Scott, E. "Estimating the market risk premium." Journal of financial economics 73.3 (2004): 465-496.
description	5.	MAY, ROBERT G. G. "The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes." Journal of accounting research 9.3 (1971): 119-163.
description	6.	"The Information Content of Forward-Looking Statements in Corporate Filings-A Naïve Bayesian Machine Learning Approach." Empirical research in accounting: selected studies 48.5: 1049-1102.
description	7.	TETLOCK, PAUL C., S. "More Than Words: Quantifying Language to Measure Firms' Fundamentals." The Journal of finance 63.3 (2008): 1437-1467.
description	8.	Moskowitz, Tobias J. "Time series momentum." Journal of financial economics 104.2: 228-250.
description	9.	Campbell, John Y. Y. "Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?" The review of financial studies 21.4 (2008): 1509-31.
description	10.	Rapach, David E. "Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy." The Review of Financial Studies 23.2 (2010): 821-862.

View More...

View Less...

Select All Clear All Save Citations

bar corner

More options

service type icon, opens target in new window

Download Citation into Refworks

Import Citation Into Refworks

service type icon, opens target in new window

Find related information in

Google Scholar


Search Terms: