N-0442 Oslo, 0283
Norwegian Business School
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return predictability, risk premia, output gap
Keywords: CAPM, Integration of Stock Markets, European Monetary Union.
individual investors, stock market, performance persistence
Individual investors, performance, persistence
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
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id541203.
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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
Stock return regimes, industry currency exposure
Labor income risk, relative wealth concerns, local risk hedging, negative risk premium
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
Market Timing, Incentive Fee, Benchmarking, Portfolio Constraints
Foreign Investment, Portfolio Flows, Cost of Equity Capital, Market Liquidity
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-0297.
Value, momentum, global macroeconomic risk, market integration
Discount rates, risk factors, term structure of equity risk premium
E44, G12, G14
Keeping up with the Joneses, restricted market participation, international asset pricing, local risk, global risk
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