A consumption-based explanation of expected stock returns
Article Abstract:
The article uses consumption methods to examine the impact of relation between stock price volatility and business cycle on stock returns.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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Does weak governance cause weak stock returns? An examination of firm operating performance and investors' expectations
Article Abstract:
The article examines the negative impact of organizational effectiveness and shareholder rights on stock return volatility.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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The value premium
Article Abstract:
The impact of stock price volatility on investment returns is examined.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2005
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