Listagem por autor "Castro, Andressa Souza Campos Monteiro"

Itens para a visualização no momento 1-2 of 2

Consumption-wealth ratio and expected stock returns: evidence from panel data

Castro, Andressa Souza Campos Monteiro
2015-03-20

This paper investigates the role of consumption-wealth ratio on predicting future stock returns through a panel approach. We follow the theoretical framework proposed by Lettau and Ludvigson (2001), in which a model derived ...
Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries

Castro, Andressa Souza Campos Monteiro; Issler, João Victor
2015-07

Using the theoretical framework of Lettau and Ludvigson (2001), we perform an empirical investigation on how widespread is the predictability of cay {a modi ed consumption-wealth ratio { once we consider a set of important ...