Nydalsveien
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N-0442 Oslo, 0283
Norway
Norwegian Business School
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return predictability, risk premia, output gap
individual investors, stock market, performance persistence
Individual investors, performance, persistence
value, momentum, global macroeconomic risk
Keywords: CAPM, Integration of Stock Markets, European Monetary Union.
Dividend-price ratio, earning-price ratio, dividend growth, earnings growth, predictability, dividend smoothing
real investment, corporate governance, financial constraints, underinvestment
Currency exposure, depreciation regime, appreciation regime, nonlinear exposure, exchange rate price of risk
Globalization, Cost of Equity, Convergence, Integration
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Globalization, cost of equity, convergence, integration
Real Investment, Systematic Risk, Real Options, Mispricing, Tobin's q
Dividend-Price Ratio, Stock Returns, Predictability, Capital Gains, Dividend Yield
dividend growth, predictability, cash flow news, discount rate news
Corporate Governance, short-termism, Ownership Duration, Patient Owners, Impatience, Economic Performance
consumption fluctuations, marginal utility, stock returns, predictability.
Labor income risk, relative wealth concerns, local risk hedging, negative risk premium
Discount rates, risk factors, term structure of equity risk premium
Stock return regimes, industry currency exposure
Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms
Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration
predictability, short interest, macroeconomic variables, financial crisis
Foreign Investment, Portfolio Flows, Cost of Equity Capital, Market Liquidity
Market Timing, Incentive Fee, Benchmarking, Portfolio Constraints
discount rates; investment growth; employment growth; cyclical consumption
production based asset pricing, habit, consumption surplus, investment to capital ratio.
E44, G12, G14
Keeping up with the Joneses, restricted market participation, international asset pricing, local risk, global risk
