Manchester Business School
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stock market seasonality, Conditional CAPM, time-varying risk aversion, behavioral finance, Seasonal Affective Disorder
Stock market seasonality, conditional CAPM, time-varying risk aversion, behavioral finance, seasonal affective disorder
Capital structure, Dynamic Tradeoff theory, Endogeneity, Corporate tax status, Financial distress
dividend growth, predictability, cash flow news, discount rate news
Empirical Asset Pricing, Factor Models, Financial Econometrics, Generalized Method of Moments, Stochastic Discount Factor, Beta Pricing
Capital structure, Dynamic trade-off theory, Partial adjustment model, Asymmetric adjustment, Model
innovation, CEO, directorship, market for outside directors, leadership, knowledge transfer
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