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Consumer Spending and the Cross-Section of Stock Returns

Tarun Gupta, Edward Leung and Viorel Roscovan
The Journal of Portfolio Management July 2022, 48 (7) 117-137; DOI: https://doi.org/10.3905/jpm.2022.1.365
Tarun Gupta
is head of research and managing director at Invesco Quantitative Strategies in New York, NY
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Edward Leung
is a senior quantitative research analyst at Invesco Quantitative Strategies in New York, NY
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Viorel Roscovan
is a senior researcher and director at Invesco Quantitative Strategies in Frankfurt, Germany
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Article Information

vol. 48 no. 7 117-137
DOI 
https://doi.org/10.3905/jpm.2022.1.365

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 1, 2022.

Article Versions

  • Latest version (May 27, 2022 - 04:16).
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© 2022 Pageant Media Ltd

Author Information

  1. Tarun Gupta
    1. is head of research and managing director at Invesco Quantitative Strategies in New York, NY. (tarun.gupta{at}invesco.com)
  2. Edward Leung
    1. is a senior quantitative research analyst at Invesco Quantitative Strategies in New York, NY. (edward.leung{at}invesco.com)
  3. Viorel Roscovan
    1. is a senior researcher and director at Invesco Quantitative Strategies in Frankfurt, Germany. (viorel.roscovan{at}invesco.com)
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Consumer Spending and the Cross-Section of Stock Returns
Tarun Gupta, Edward Leung, Viorel Roscovan
The Journal of Portfolio Management Jun 2022, 48 (7) 117-137; DOI: 10.3905/jpm.2022.1.365

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Consumer Spending and the Cross-Section of Stock Returns
Tarun Gupta, Edward Leung, Viorel Roscovan
The Journal of Portfolio Management Jun 2022, 48 (7) 117-137; DOI: 10.3905/jpm.2022.1.365
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