Gabriel Perez-Quiros and Alan Timmermann. Firm size and cyclical variations in stock returns. Journal of Finance, forthcoming. Home/Search Document Details and Download
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Dating the Turning Points of Nordic Business Cycles - Christoffersen (Correct)
.... (regime switching modeling) Diebold and Rudebusch (1992) and Watson (1994) duration and postwar stabilization measurement) Stock and Watson (1993) forecasting) Romer (1994) consistency of dates pre and post WWII) King and Plosser (1994) Real Business Cycle (RBC) model evaluation) and Perez Quiroz and Timmerman (2000) (riskiness of firms by size over the cycle) Outside the United States, there has only been a limited number of studies dating business cycles. Notable exceptions are Artis, Kontolemis and Osborn (1995) who analyze monthly data on industrial production for the G 7 counties as well as Benelux, ....
Perez-Quiros, G. and A. Timmermann (2000), "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, 55, 1229-1262.
A Theory of Financing Constraints and Firm Dynamics - Clementi, Hopenhayn (2002) (Correct)
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Gabriel Perez-Quiros and Alan Timmermann. Firm size and cyclical variations in stock returns. Journal of Finance, forthcoming.
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