STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS

被引:1084
作者
CAMPBELL, JY [1 ]
SHILLER, RJ [1 ]
机构
[1] YALE UNIV, NEW HAVEN, CT 06520 USA
关键词
D O I
10.2307/2328190
中图分类号
F8 [财政、金融];
学科分类号
0202 [应用经济学];
摘要
引用
收藏
页码:661 / 676
页数:16
相关论文
共 25 条
[1]
COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J].
CAMPBELL, JY ;
SHILLER, RJ .
JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) :1062-1088
[2]
CAMPBELL JY, 1987, UNPUB DIVIDEND PRICE
[3]
COWLES A, 1939, COMMON STOCK INDEXES
[4]
DOES THE STOCK-MARKET OVERREACT [J].
DEBONDT, WFM ;
THALER, R .
JOURNAL OF FINANCE, 1985, 40 (03) :793-805
[5]
FAMA EF, 1988, J POLIT ECON, V96, P246
[6]
FAMA EF, 1987, UNPUB DIVIDEND YIELD
[7]
FLOOD RP, 1986, NBER1971 WORK PAP
[8]
GILLES C, 1987, UNPUB VARIANCE BOUND
[9]
Gordon M, 1962, INVESTMENT FINANCING
[10]
Graham B., 1934, SECURITY ANAL