Magnus Sander

Aarhus University - CREATES

Nordre Ringgade 1

DK-8000 Aarhus C, 8000

Denmark

SCHOLARLY PAPERS

2

DOWNLOADS

440

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Stock Return and Dividend Growth Predictability Across the Business Cycle

Number of pages: 57 Posted: 04 Oct 2013 Last Revised: 26 Jan 2015
Stig Vinther Møller and Magnus Sander
Aarhus University - CREATES and Aarhus University - CREATES
Downloads 350 (107,111)

Abstract:

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asset pricing, dividend yield, stock return predictability, dividend growth predictability, present-value relation, bootstrap, business cycles

2.

Asset Allocation with Business Cycle Dependent Return Predictability

Number of pages: 61 Posted: 22 Feb 2015
Magnus Sander
Aarhus University - CREATES
Downloads 90 (348,381)

Abstract:

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Portfolio choice, business cycles, return predictability, bootstrap