Capital Share Risk in U.S. Asset Pricing
收藏NBER2014-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20744
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资源简介：
A single macroeconomic factor based on growth in the capital share of aggregate income exhibits significant explanatory power for expected returns across a range of equity characteristic portfolios and non-equity asset classes, with risk price estimates that are of the same sign and similar in
提供机构：
美国国家经济研究局
创建时间：
2014-12-01
