Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

Article Abstract:

Research shows that a decrease in the housing wealth/human wealth ratio predicts higher stock returns, using aggregate US data. Implications for book-to-market and annual size portfolio return cross-sectional variations are discussed.

Residential Building Construction, Housing incl Mobile Homes, Economic aspects, Housing, Comparative analysis, Dwellings, Wealth

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Does corporate headquarters location matter for stock returns?

Article Abstract:

Impact of corporate headquarter location on the stock returns comovement is discussed. Factors that influence the comovement of stock returns are presented.

Organizational history, Venture Analysis, Influence, Business enterprises, Location

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Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion

Article Abstract:

The influence of trading volume upon stock returns is analyzed.

United Kingdom, Japan, Analysis, Securities trading

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