PERMANENT AND TEMPORARY COMPONENTS OF STOCK-PRICES

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[3] COMMON-STOCKS AS A HEDGE AGAINST INFLATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 459 - 470

[4] STOCK RETURNS AND THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 373 - 399

[5] COCHRANE J, 1986, BIG IS RANDOM WALK C

[6] DOES THE STOCK-MARKET OVERREACT [J]. JOURNAL OF FINANCE, 1985, 40 (03) : 793 - 805

[7] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[8] FAMA EF, 1981, AM ECON REV, V71, P545

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

[10] FAMA EF, 1987, DIVIDEND YIELDS EXPE

[1] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[2] THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 3 - 18

[3] COMMON-STOCKS AS A HEDGE AGAINST INFLATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 459 - 470

[4] STOCK RETURNS AND THE TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 18 (02) : 373 - 399

[5] COCHRANE J, 1986, BIG IS RANDOM WALK C

[6] DOES THE STOCK-MARKET OVERREACT [J]. JOURNAL OF FINANCE, 1985, 40 (03) : 793 - 805

[7] ASSET RETURNS AND INFLATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 115 - 146

[8] FAMA EF, 1981, AM ECON REV, V71, P545

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

[10] FAMA EF, 1987, DIVIDEND YIELDS EXPE