Consumption Volatility and the Cross-Section of Stock Returns*

DOI10.1093/ROF/RFT058zbMath1417.91481OpenAlexW3124752471MaRDI QIDQ4554721

Roméo Tédongap

Publication date: 9 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/273cb8d93670940f4bd8f3f7e1c538e9ce25b851

zbMATH Keywords

growthconsumption volatilityasset pricing anomaliesconsumption-based equilibrium model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

This page was built for publication: Consumption Volatility and the Cross-Section of Stock Returns*