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Articletay's as good as cay

Michael John Brennan2004

Article2004

tay's as good as cay

Michael John Brennan · Yihong Xia

108 citations·0/0 files stored·Finance research letters

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Literacy, Pension, Retirement Analysis

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References

1993Common risk factors in the returns on stocks and bonds 1989Business conditions and expected returns on stocks and bonds 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1988Dividend yields and expected stock returns 1977Asset returns and inflation 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 2001Consumption, Aggregate Wealth, and Expected Stock Returns 1986Predicting returns in the stock and bond markets

Cited by

2018Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables 2005Time Variation in the Covariance between Stock Returns and Consumption Growth 2007Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why?2018Improving the predictability of stock returns with Bitcoin prices 2012The “out-of-sample” performance of long run risk models 2002

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Year2004

Typearticle

Published2004-12-16

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations108

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2004.10.001

openalex_workW2165098532

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How to Discount Cashflows with Time-Varying Expected Returns

2004tay's as good as cay: Reply

2009A century of equity premium predictability and the consumption–wealth ratio: An international perspective