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Norway
Norwegian Business School
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return predictability, risk premia, output gap
value, momentum, global macroeconomic risk
individual investors, stock market, performance persistence
Individual investors, performance, persistence
real investment, corporate governance, financial constraints, underinvestment
Keywords: CAPM, Integration of Stock Markets, European Monetary Union.
Dividend-price ratio, earning-price ratio, dividend growth, earnings growth, predictability, dividend smoothing
Currency exposure, depreciation regime, appreciation regime, nonlinear exposure, exchange rate price of risk
Globalization, Cost of Equity, Convergence, Integration
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Globalization, cost of equity, convergence, integration
Real Investment, Systematic Risk, Real Options, Mispricing, Tobin's q
consumption fluctuations, marginal utility, stock returns, predictability.
Dividend-Price Ratio, Stock Returns, Predictability, Capital Gains, Dividend Yield
Corporate Governance, short-termism, Ownership Duration, Patient Owners, Impatience, Economic Performance
dividend growth, predictability, cash flow news, discount rate news
Discount rates, risk factors, term structure of equity risk premium
Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms
Labor income risk, relative wealth concerns, local risk hedging, negative risk premium
Stock return regimes, industry currency exposure
Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration
Asset allocation, Convergence, Cost of equity, EMU, Industrial Sectors, Integration
predictability, short interest, macroeconomic variables, financial crisis
discount rate news, cash flow news, macroeconomic fluctuations
Foreign Investment, Portfolio Flows, Cost of Equity Capital, Market Liquidity
discount rates; investment growth; employment growth; cyclical consumption
Market Timing, Incentive Fee, Benchmarking, Portfolio Constraints
production based asset pricing, habit, consumption surplus, investment to capital ratio.
Unconventional monetary policy, money supply, quantitative easing, return predictability, asset price inflation
Predictability, Bootstrap, Efficiency, Partial integration, Emerging markets, Time-varying expected returns
E44, G12, G14
Keeping up with the Joneses, restricted market participation, international asset pricing, local risk, global risk