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Article: Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory

TitleSkewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory
Authors
Issue Date2016
PublisherOxford University Press. The Journal's web site is located at http://rfs.oxfordjournals.org/
Citation
The Review of Financial Studies, 2016, v. 29, p. 2069-2109 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/263440
ISSN
2021 Impact Factor: 8.414
2020 SCImago Journal Rankings: 12.800
SSRN
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorColacito, R-
dc.contributor.authorGhysels, E-
dc.contributor.authorMeng, J-
dc.contributor.authorSiwasarit, W-
dc.date.accessioned2018-10-22T07:38:54Z-
dc.date.available2018-10-22T07:38:54Z-
dc.date.issued2016-
dc.identifier.citationThe Review of Financial Studies, 2016, v. 29, p. 2069-2109-
dc.identifier.issn0893-9454-
dc.identifier.urihttp://hdl.handle.net/10722/263440-
dc.languageeng-
dc.publisherOxford University Press. The Journal's web site is located at http://rfs.oxfordjournals.org/-
dc.relation.ispartofThe Review of Financial Studies-
dc.rightsPre-print: Journal Title] ©: [year] [owner as specified on the article] Published by Oxford University Press [on behalf of xxxxxx]. All rights reserved. Pre-print (Once an article is published, preprint notice should be amended to): This is an electronic version of an article published in [include the complete citation information for the final version of the Article as published in the print edition of the Journal.] Post-print: This is a pre-copy-editing, author-produced PDF of an article accepted for publication in [insert journal title] following peer review. The definitive publisher-authenticated version [insert complete citation information here] is available online at: xxxxxxx [insert URL that the author will receive upon publication here].-
dc.titleSkewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory-
dc.typeArticle-
dc.identifier.emailMeng, J: mengj@hku.hk-
dc.identifier.authorityMeng, J=rp01919-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1093/rfs/hhw009-
dc.identifier.scopuseid_2-s2.0-84982263771-
dc.identifier.hkuros294371-
dc.identifier.volume29-
dc.identifier.spage2069-
dc.identifier.epage2109-
dc.identifier.isiWOS:000383322900004-
dc.publisher.placeUnited Kingdom-
dc.identifier.ssrn2185659-
dc.identifier.issnl0893-9454-

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