U.S. stock prices and macroeconomic fundamentals

Author:

Black Angela,Fraser Patricia,Groenewold Nicolaas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. The equity premium puzzle;Abel;Business Review,1991

2. Intrinsic bubbles: The case for stock prices: comment;Ackert;American Economic Review,1999

3. Stock price volatility, ordinary dividends, and other cash flows to shareholders;Ackert;Journal of Finance,1993

4. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

5. Arch modelling in finance;Bollerslev;Journal of Econometrics,1992

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2. DO FUNDAMENTALS DRIVE RELATIVE VALUATION? EVIDENCE FROM GLOBAL STOCK MARKET INDICES;Journal of Financial Management, Markets and Institutions;2020-12

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