Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning

Review of Economic Studies

Volumn 63, Issue 4, 1996, Pages 523-557

  Timmermann, Allan ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000268182     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.2307/2297792     Document Type: Article

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