Micro(structure) before macro? The predictive power of aggregate liquidity for stock returns and economic activity /
Yong Chen, Gregory W. Eaton, & Bradley S. Paye
Micro(structure) before macro? The predictive power of aggregate liquidity for stock returns and economic activity / Yong Chen, Gregory W. Eaton, & Bradley S. Paye - elsevier 2018 - pages 48-73, October 2018 - Journal of Financial Economics 130 (1) .
FINANCE
Macroeconomic Forecasts
Stock Market Liquidity
Stock Return Predictibility
Micro(structure) before macro? The predictive power of aggregate liquidity for stock returns and economic activity / Yong Chen, Gregory W. Eaton, & Bradley S. Paye - elsevier 2018 - pages 48-73, October 2018 - Journal of Financial Economics 130 (1) .
FINANCE
Macroeconomic Forecasts
Stock Market Liquidity
Stock Return Predictibility