THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS

[1] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[2] Friedman Milton, 1957, THEORY CONSUMPTION F

[3] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J]. ECONOMETRICA, 1969, 37 (03) : 424 - 438

[4] Hannan J., 2013, TECH NOTE, V43153

[5] HAUGH LD, 1972, THESIS U WISCONSIN

[6] LEROY SF, 1976, J FINANC, V31, P139

[7] LEROY SF, 1979, SECURITIES PRICES RI

[8] LEROY SF, 1980, PRESENT VALUE RELATI

[9] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[10] LUCAS RE, 1978, ECONOMETRICA, V46, P1426

[1] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[2] Friedman Milton, 1957, THEORY CONSUMPTION F

[3] INVESTIGATING CAUSAL RELATIONS BY ECONOMETRIC MODELS AND CROSS-SPECTRAL METHODS [J]. ECONOMETRICA, 1969, 37 (03) : 424 - 438

[4] Hannan J., 2013, TECH NOTE, V43153

[5] HAUGH LD, 1972, THESIS U WISCONSIN

[6] LEROY SF, 1976, J FINANC, V31, P139

[7] LEROY SF, 1979, SECURITIES PRICES RI

[8] LEROY SF, 1980, PRESENT VALUE RELATI

[9] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[10] LUCAS RE, 1978, ECONOMETRICA, V46, P1426