Are stock prices too volatile to be justified by the dividend discount model?
Year of publication: |
2007
|
---|---|
Authors: | Akdeniz, Levent ; Salih, Aslıhan Altay ; Ok, Süleyman Tuluğ |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 376.2007, C, p. 433-444
|
Publisher: |
Elsevier |
Subject: | Asset pricing | Variance bounds | Dividend discount model | Market efficiency | Excess volatility |
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