Permanent and Temporary Components of Stock Prices
- 1 April 1988
- journal article
- research article
- Published by University of Chicago Press in Journal of Political Economy
- Vol. 96 (2), 246-273
- https://doi.org/10.1086/261535
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Expected stock returns and volatilityJournal of Financial Economics, 1987
- Stock returns and the term structureJournal of Financial Economics, 1987
- Predicting returns in the stock and bond marketsJournal of Financial Economics, 1986