gesis-ssoar-25219

Property	Value
?:abstract	We augment the standard CCAPM by the growth in money holdings and empirically investigate whether money is helpful for pricing a cross-section of U.S. excess returns. We find that the growth in M2 significantly improves the fit of the CCAPM with R2s well above 80 percent in a cross-section with the three Fama-French factors, the momentum portfolio, a contrarian portfolio, and two bond portfolios as test assets. (xsd:string)
?:contributor	<https://data.gesis.org/gesiskg/resource/gesis-ssoar-25219_Schmeling_Maik>
?:dateModified	2010 (xsd:gyear)
?:datePublished	2010 (xsd:gyear)
?:doi	10.1080/00036840903299730 ()
?:duplicate	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-25219_gesis-ssoar-25219>
?:hasFulltext	true (xsd:boolean)
is ?:hasPart of	<https://data.gesis.org/gesiskg/resource/>
?:inLanguage	en (xsd:string)
?:isPartOf	<https://data.gesis.org/gesiskg/resource/Applied_Economics>
?:linksDOI	<https://doi.org/10.1080/00036840903299730>
?:linksURN	<http://nbn-resolving.de/urn%3Anbn%3Ade%3A0168-ssoar-252197>
is ?:mainEntity of	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-25219_gesis-ssoar-25219>
?:name	Consumption, money, and excess returns (xsd:string)
?:provider	<http://www.peerproject.eu/> <https://data.gesis.org/gesiskg/resource/SSOAR_-_Social_Science_Open_Access_Repository>
?:publicationType	Zeitschriftenartikel (xsd:string) journal_article (en)
?:sourceInfo	GESIS-SSOAR (xsd:string) In: Applied Economics, 2010, 11 (xsd:string)
rdf:type	<https://schema.org/ScholarlyArticle>
?:url	<http://www.ssoar.info/ssoar/handle/document/25219>
?:urn	urn:nbn:de:0168-ssoar-252197 ()