Hunter Land

University of Rochester - Simon Business School

Rochester, NY 14627

United States

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Scholarly Papers (1)

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Economic Determinants of Intertemporal Variation in the Aggregate Earnings-Returns Relation: The Role of Inflation, Risk Premium and Real Output News Components of Aggregate Earnings

Simon Business School Working Paper No. FR 16-03
Number of pages: 54 Posted: 12 Mar 2016 Last Revised: 11 Dec 2018
University of Oregon - Department of Accounting, University of Rochester - Simon Business School, Simon School, University of Rochester and University of Rochester - Simon Business School
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Abstract:

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aggregate earnings-returns relation; aggregate earnings; market returns; discount rate news; inflation news; cash flow news; industrial production growth; expected returns; Bureau of Economic Analysis; inventory valuation adjustment; financial sector