Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present-Value Approach-Reference-Cited by-同舟云学术

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Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present-Value Approach

Published:2000 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ng Lilian K.,Fu Yuming

Publisher

Elsevier BV

Reference28 articles.

1. Measuring International Economic Linkages with Stock Market Data;J Ammer;Journal of Finance,1996

2. Price Discovery in American and British Property Markets;R Barkham;Real Estate Economics,1995

3. Dividend Policy and Cash Flow Uncertainty;M Bradley;Real Estate Economics,1998

4. A Variance Decomposition for Stock Returns;J Y Campbell;Economic Journal,1991

5. What Moves The Stock and Bond Markets? A Variance Decomposition For Long Term Asset Returns;J Y Campbell;Journal of Finance,1993

Cited by 1 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. Investor psychology in capital markets: evidence and policy implications;Journal of Monetary Economics;2002-01

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