Author:
NELSON CHARLES R.,KIM MYUNG J.
Subject
Economics and Econometrics,Finance,Accounting
Reference28 articles.
1. Predicting stock returns in an efficient market;Balvers;Journal of Finance,1990
2. A variance decomposition for stock returns;Campbell;Economic Journal,1991
3. Stock prices, earnings, and expected dividends;Campbell;Journal of Finance,1988
4. Production-based asset pricing and the link between stock returns and economic fluctuations;Cochrane;Journal of Finance,1991
5. Cogley , Timothy 1991 Out-of-sample predictive power of dividend yield regressions, Unpublished manuscript, University of Washington
Cited by
309 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