Durability of output and expected stock returns
By: Joao F. Gomes, Leonid Kogan, Motohiro Yogo.
Contributors: Kogan, Leonid, 1974-; Yogo, Motohiro.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12986.; Working paper series (National Bureau of Economic Research) -- working paper no. 12986.
Publisher: National Bureau of Economic Research
Published: 2007
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 61
Subjects: Portfolio management
Notes: "March 2007"

Includes bibliographical references (p. 42-46).

Also available in PDF from the NBER world wide web site (www.nber.org).