Geographic distribution of firms and expected stock returns

DOI10.1016/J.JEDC.2021.104267zbMath1478.91169OpenAlexW3208082096MaRDI QIDQ2054854

Ruchith Dissanayake

Publication date: 3 December 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104267

zbMATH Keywords

expected stock returnsGDMA portfoliogeographic distributionhedge factor

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Portfolio theory (91G10)

Cites Work

• Analysis of time series subject to changes in regime
• Networking off Madison Avenue
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Macroeconomic Implications of Agglomeration
• Common risk factors in the returns on stocks and bonds
• On the Internal Structure of Cities

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