A VARIANCE DECOMPOSITION FOR STOCK RETURNS

[1] CAMPBELL, 1988, NBER71 TECHN WORK PA

[2] CAMPBELL, 1990, UNPUB NO NEWS GOOD N

[3] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[4] Campbell John Y., 1987, CARNEGIE-ROCHESTER C, V27, P103

[5] CAMPBELL JY, 1990, AM ECON REV, V80, P43

[6] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[7] CECCHETTI SG, 1990, AM ECON REV, V80, P398

[8] HOW BIG IS THE RANDOM-WALK IN GNP [J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (05) : 893 - 920

[9] TIME-VARIATION IN EXPECTED RETURNS [J]. JOURNAL OF BUSINESS, 1988, 61 (04) : 409 - 425

[10] CUTLER D, 1989, UNPUB SPECULATIVE DY

[1] CAMPBELL, 1988, NBER71 TECHN WORK PA

[2] CAMPBELL, 1990, UNPUB NO NEWS GOOD N

[3] The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors [J]. REVIEW OF FINANCIAL STUDIES, 1988, 1 (03) : 195 - 228

[4] Campbell John Y., 1987, CARNEGIE-ROCHESTER C, V27, P103

[5] CAMPBELL JY, 1990, AM ECON REV, V80, P43

[6] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[7] CECCHETTI SG, 1990, AM ECON REV, V80, P398

[8] HOW BIG IS THE RANDOM-WALK IN GNP [J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (05) : 893 - 920

[9] TIME-VARIATION IN EXPECTED RETURNS [J]. JOURNAL OF BUSINESS, 1988, 61 (04) : 409 - 425

[10] CUTLER D, 1989, UNPUB SPECULATIVE DY