{"title":"Macroeconomic uncertainty and the excess returns of stock","authors":"Yingfan Ge, Xiangyun Xu, Cong Yu, Jie Meng","doi":"10.1080/1351847x.2024.2385063","DOIUrl":null,"url":null,"abstract":"This paper proposes a theoretical model based on traditional ICAPM and dividend growth models but with variance-belief formation features such as overextrapolation and sticky expectation to link th...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"59 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The European Journal of Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1351847x.2024.2385063","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
This paper proposes a theoretical model based on traditional ICAPM and dividend growth models but with variance-belief formation features such as overextrapolation and sticky expectation to link th...
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