Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models?-Reference-Cited by-同舟云学术

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Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models?

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Lleo Sebastien,Ziemba William T.

Publisher

Elsevier BV

Reference43 articles.

1. Stocks versus bonds: explaining the equity risk premium;C Asness;Financial Analysts Journal,2000

2. Fight the Fed model: The relationship between future returns and stock and bond market yields;C Asness;Journal of Portfolio Management,2003

3. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies;R Balvers;The Journal of Finance,2000

4. The predictive ability of the Bond-Stock Earnings Yield Differential;K Berge;Journal of Portfolio Management,2008

5. Optimizing the Aging, Retirement, and Pensions Dilemma

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Portfolio Selection with Active Risk Monitoring;SSRN Electronic Journal;2015

2. Non Predictable Stock Market Declines;SSRN Electronic Journal;2015

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