Título:

Durability of Output and Expected Stock Returns

Autores:

João Ferreira Gomes (London Bus School, U PA)
Leonid Kogan (MIT)
Motohiro Yogo (U PA)

Revista:

Journal of Political Economy

Ano:

2009

Volume:

117

Páginas:

941-986

Códigos JEL:

E44 - Financial Markets and the Macroeconomy
G11 - Portfolio Choice; Investment Decisions
G12 - Asset Pricing; Trading volume; Bond Interest Rates