A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash-Reference-Cited by-同舟云学术

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A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash

Published:1996-04 Issue:2 Volume:9 Page:333-383
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Donaldson R. Glen,Kamstra Mark

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/9/2/333/5325209/090333.pdf

Reference32 articles.

1. Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders

2. Balke N. Gordon R. , 1986, “Appendix B: Historical Data,” in Gordon R. (ed.), The American Business Cycle: Conformity and Change, University of Chicago Press, Chicago.

3. Why Does the Stock Market Fluctuate?

4. BUBBLES AND FADS IN ASSET PRICES

5. Cointegration and Tests of Present Value Models

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