One Simple Test of Samuelson's Dictum for the Stock Market
Year of publication: |
2002-10-01
|
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Authors: | Jung, Jeeman ; Shiller, Robert J. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Market efficiency | Random walk | Dividend yield | Dividend price ratio | Present value | Excess volatility | Gordon model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1183. Published in Economic Inquiry (2005), 43(2): 221-228 The price is None Number 1386 18 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
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