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Stock returns and inflation shocks in weaker economic times. (2022). Connolly, Robert A ; Sun, Licheng ; Stivers, Chris.
In: Financial Management.
RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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  1. From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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  2. Relationships between stock returns and real earnings yields over the last 150 years. (2023). Alsalman, Zeina ; Murphy, Austin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006153.

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