Comovement and Predictability Relationships Between Bonds and the Cross-section of Stocks

By Malcolm P. Baker, Jeffrey Wurgler. 2012

149 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6584b1e744da17e59ff39f12493b902c9a378d33

Citations in the corpus

• The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns (2014, unknown): “…studies that document the ability of sentiment measures to predict returns include Brown and Cliff (2004, 2005), Lemmon and Portniaguina (2006), Baker and Wurgler (2007, 2012), Livnat and Petrovic (2008), Baker, Wurgler, and Yuan (2012), Antoniou, Doukas, and Subrahmanyam (2013), Stambaugh,…”