Title:

State Variables, Macroeconomic Activity, and the Cross Section of Individual Stocks

Author:

Martijn Boons (U Nova, NETSPAR)

Journal:

Journal of Financial Economics

Year:

2016

Volume:

119

Number:

3

Pages:

489-511

JEL codes:

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

DOI:

10.1016/j.jfineco.2015.05.010