Consumer expectations and short-horizon return predictability

Egon Kalotay, Philip Gray, Samantha Sin

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	3102 - 3124
Number of pages	23
Journal	Journal of Banking and Finance
Volume	31
Issue number	10
DOIs	https://doi.org/10.1016/j.jbankfin.2006.11.017
Publication status	Published - 2007
Externally published	Yes

Access to Document

@article{fd07eb8f68834225b42de5314790f6f8,

title = "Consumer expectations and short-horizon return predictability",

author = "Egon Kalotay and Philip Gray and Samantha Sin",

year = "2007",

doi = "10.1016/j.jbankfin.2006.11.017",

language = "English",

volume = "31",

pages = "3102 -- 3124",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "10",

}