Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Skewness in expected macro fundamentals and the predictability of equity returns: evidence and theory"

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Skewness in expected macro fundamentals and the predictability of equity returns: evidence and theory

Colacito, Ricardo; Ghysels, Eric; Meng, Jinghan
2012-12

Trabalho apresentado por Ricardo Colacito - University of North Carolina at Chapel Hill no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias ...