Models of stock market predictability

Journal of Financial Research

Volumn 27, Issue 4, 2004, Pages 449-459

  Malkiel, Burton G ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 9344226143     PISSN: 02702592     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2004.00102.x     Document Type: Review

References (8)

1. Asness, C., 2003, Fight the Fed model, Journal of Portfolio Management 30, 11-24.
2. Campbell, J. Y. and R. J. Shiller, 1988, Stock prices, earnings, and expected dividends, Journal of Finance 43, 661-67.
3. Campbell, J. Y. and R. J. Shiller, 1998, Valuation ratios and the long-run stock market outlook, Journal of Portfolio Management 24, 11-26.
4. Fama, E. and K. French, 1988, Permanent and temporary components of stock prices, Journal of Political Economy 96, 246-73.
5. Fama, E. and K. French, 2001, Disappearing dividends: Changing firm characteristics or lower propensity to pay, Journal of Financial Economics 60, 3-43.
6. Mueller, J., 2001, Driving the market, Looking for a rational theory of P/E ratios, Barron's, June 25.
7. Sharpe, S., 2002, Reexamining stock valuation and inflation: The implications of analysts' earnings forecast, Review of Economics and Statistics 84, 632-48.
8. Shiller, R. J., 2000, Irrational Exuberance (Princeton University Press, Princeton, NJ).