Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
Article Abstract:
Research shows that a decrease in the housing wealth/human wealth ratio predicts higher stock returns, using aggregate US data. Implications for book-to-market and annual size portfolio return cross-sectional variations are discussed.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2005
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Does corporate headquarters location matter for stock returns?
Article Abstract:
Impact of corporate headquarter location on the stock returns comovement is discussed. Factors that influence the comovement of stock returns are presented.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Article Abstract:
The influence of trading volume upon stock returns is analyzed.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2003
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