The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Year of publication: |
1986-12
|
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Authors: | Shiller, Robert J. ; Campbell, John Y. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Dividend-Price ratio | rational expectations | present value | vector autoregression | dividends | stock prices | discount rate |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Review of Financial Studies (Fall 1988), 1: 195-228; also in Andrew W. Lo (ed.), Market Efficiency: Stock Market Behavior in Theory and Practice, Edward Elgar, 1996 The price is None Number 812 39 pages |
Source: |
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