-
1
-
-
84977718189
-
Characterizing predictable components in excess returns on equity and foreign exchange markets
-
Bekaert, G. and RJ. Hodrick (1992),'Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets', The Journal of Finance, Vol.47, pp. 467-509.
-
(1992)
The Journal of Finance
, vol.47
, pp. 467-509
-
-
Bekaert, G.1
Hodrick, R.J.2
-
2
-
-
84896515917
-
Noise
-
Black, F. (1986),'Noise', Journal of Finance, Vol. 41, pp. 529-543.
-
(1986)
Journal of Finance
, vol.41
, pp. 529-543
-
-
Black, F.1
-
3
-
-
0000433727
-
A variance decomposition for stock returns
-
Campbell, J.Y. (1991),'A Variance Decomposition for Stock Returns', The Economic Journal, Vol.101, pp. 157-179.
-
(1991)
The Economic Journal
, vol.101
, pp. 157-179
-
-
Campbell, J.Y.1
-
4
-
-
84977717068
-
Stock prices, earnings, and expected dividends
-
Campbell, J.Y. and R.J. Shiller (1988),'Stock Prices, Earnings, and Expected Dividends', The Journal of Finance, Vol.43, pp. 661-676.
-
(1988)
The Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
5
-
-
84993921339
-
A variance decomposition for long-term asset returns
-
-and J. Ammer (1993), 'A Variance Decomposition for Long-term Asset Returns,' The Journal of Finance, Vol.48, pp 3-37.
-
(1993)
The Journal of Finance
, vol.48
, pp. 3-37
-
-
Ammer, J.1
-
6
-
-
0000209283
-
How big is the random walk in gnp?
-
Cochrane, J.H. (1988),'How Big is the Random Walk in GNP?', Journal of Political Economy, Vol 95, pp. 1062-1088.
-
(1988)
Journal of Political Economy
, vol.95
, pp. 1062-1088
-
-
Cochrane, J.H.1
-
7
-
-
0000334217
-
An intertemporal general equilibrium model of asset prices
-
Cox, J., J. Ingersoll, and S. Ross (1985),'An Intertemporal General Equilibrium Model of Asset Prices', Econometrica, Vol. 53, pp. 363-384.
-
(1985)
Econometrica
, vol.53
, pp. 363-384
-
-
Cox, J.1
Ingersoll, J.2
Ross, S.3
-
8
-
-
0002449203
-
Speculative dynamics and the role of feed-back trader
-
Cutler, D.M., J.M. Poterba and L.H. Summers (1990),'Speculative Dynamics and the Role of Feed-back Trader', American Economic Review, Papers and Proceedings, Vol.80, pp. 63-68.
-
(1990)
American Economic Review, Papers and Proceedings
, vol.80
, pp. 63-68
-
-
Cutler, D.M.1
Poterba, J.M.2
Summers, L.H.3
-
9
-
-
84923118701
-
Speculative dynamics
-
-(1991), 'Speculative Dynamics', Review of Economic Studies, Vol.58, pp. 529-546.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 529-546
-
-
-
10
-
-
84900013243
-
Does the stock market overreact?
-
De Bond, W. and R. Thaler (1985),'Does the Stock Market Overreact?', The Journal of Finance, Vol. 40, pp. 793-805.
-
(1985)
The Journal of Finance
, vol.40
, pp. 793-805
-
-
De Bond, W.1
Thaler, R.2
-
11
-
-
84971847645
-
Temporary components of stock prices: New univariate results
-
Eckbo, B.E. and J. Liu (1993),'Temporary Components of Stock Prices: New Univariate Results', Journal of Financial and Quantitative Analysis, Vol.28, pp. 161-176.
-
(1993)
Journal of Financial and Quantitative Analysis
, vol.28
, pp. 161-176
-
-
Eckbo, B.E.1
Liu, J.2
-
12
-
-
0002344794
-
Bootstrap methods: Another look at the jackknife
-
Efron, B. (1979),'Bootstrap Methods: Another Look at the Jackknife', Annals of Statisties, Vol.7, pp. 1-26.
-
(1979)
Annals of Statisties
, vol.7
, pp. 1-26
-
-
Efron, B.1
-
13
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, F. and K.R. French (1988a),'Permanent and Temporary Components of Stock Prices', Journal of Political Economy, Vol. 96, pp. 246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, F.1
French, K.R.2
-
14
-
-
0002056097
-
Dividend yields and expected stock returns
-
-(1988b),'Dividend Yields and Expected Stock Returns', Journal of Financial Economics, Vol.22, pp. 3-25.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 3-25
-
-
-
15
-
-
21144468673
-
Patterns in three centuries of stock market prices
-
Goetzman, W.N. (1993),'Patterns in Three Centuries of Stock Market Prices', Journal of Business, Vol.66, pp. 249-270.
-
(1993)
Journal of Business
, vol.66
, pp. 249-270
-
-
Goetzman, W.N.1
-
16
-
-
84993843443
-
Testing the predictive power of dividend yields
-
-and P. Jorion (1993), 'Testing the Predictive Power of Dividend Yields', The Journal of Finance, Vol.48, pp. 663-679.
-
(1993)
The Journal of Finance
, vol.48
, pp. 663-679
-
-
Jorion, P.1
-
17
-
-
0000789996
-
Dividend yields and expected stock returns: Alternative procedures for inference and measurement'
-
Hodrick, R. (1992), 'Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement' Review of Financial Studies, Vol.5 pp. 357-386.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 357-386
-
-
Hodrick, R.1
-
18
-
-
84959822288
-
Mean reversion in stock prices?'a reappraisal of empirical evidence
-
Kim, M.J., C.R. Nelson and R. Startz (1991),'Mean Reversion in Stock Prices?'A Reappraisal of Empirical Evidence,' Review of Economic Studies, Vol.58, pp. 515-528.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 515-528
-
-
Kim, M.J.1
Nelson, C.R.2
Startz, R.3
-
19
-
-
0002484986
-
Stock prices do not follow random walks: Evidence from a simple specification test
-
Lo, A.W. and A.C. MacKinlay (1988),'Stock Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test', Review of Financial Sludies, Vol. 1, pp. 41-66.
-
(1988)
Review of Financial Sludies
, vol.1
, pp. 41-66
-
-
Lo, A.W.1
MacKinlay, A.C.2
-
20
-
-
45249127135
-
The size and power of the variance ratio test in finite samples: A monte carlo investigation,'
-
-(1989), 'The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation,' Journal of Econometrics, Vol.40, pp. 203-238.
-
(1989)
Journal of Econometrics
, vol.40
, pp. 203-238
-
-
-
21
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas, R. (1978), Asset Prices in an Exchange Economy', Econometrica, Vol.66, pp 1429-1445.
-
(1978)
Econometrica
, vol.66
, pp. 1429-1445
-
-
Lucas, R.1
-
22
-
-
0347121976
-
Persistence in UK stock market returns: Some evidence using high-frequency data
-
June
-
MacDonald, R. and D. Power (1992),'Persistence in UK Stock Market Returns: Some Evidence Using High-frequency Data', Journal of Business Finance & Accounting, Vol.19, No.4 (June) pp. 505-514.
-
(1992)
Journal of Business Finance & Accounting
, vol.19
, Issue.4
, pp. 505-514
-
-
MacDonald, R.1
Power, D.2
-
26
-
-
84993914996
-
Predictable stock returns: The role of small sample bias
-
Nelson, C.R. and M.J. Kim (1993),'Predictable Stock Returns: The Role of Small Sample Bias,' The Journal of Finance, Vol.48, pp. 641-661.
-
(1993)
The Journal of Finance
, vol.48
, pp. 641-661
-
-
Nelson, C.R.1
Kim, M.J.2
-
27
-
-
0002158052
-
Mean-reversion in stock prices evidence and implications
-
Poterba, J.M. and L.H. Summers (1988),'Mean-reversion in Stock Prices Evidence and Implications', Journal of Financial Economics, Vol.22, pp. 27-59.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
28
-
-
0000120766
-
Estimating the dimension of a model
-
Schwarz, G. (1978),'Estimating the Dimension of a Model', Annals of Statistics, Vol. 6, pp. 461-464.
-
(1978)
Annals of Statistics
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
29
-
-
0002393332
-
Market volatility and investor behaviour
-
Shiller, R.J. (1990), 'Market Volatility and Investor Behaviour', American Economic Review, Papers and Procccdings, Vol. 80, pp. 58-62.
-
(1990)
American Economic Review, Papers and Procccdings
, vol.80
, pp. 58-62
-
-
Shiller, R.J.1
|