{"title":"宏观经济的不确定性与股票的超额收益","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":"{\"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}","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}
Macroeconomic uncertainty and the excess returns of stock
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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