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Inflation illusion and stock prices
Campbell, John Y.; Vuolteenaho, Tuomo - 2004
Persistent link: https://www.econbiz.de/10001916048
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Inflation illusion and stock prices
Campbell, John Y.; Vuolteenaho, Tuomo - In: The American economic review 94 (2004) 2, pp. 19-23
Persistent link: https://www.econbiz.de/10002159369
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Inflation Illusion and Stock Prices
Campbell, John Y. - 2011
We empirically decompose the S&P 500's dividend yield into (1) a rational forecast of long-run real dividend growth, (2 …) the subjectively expected risk premium, and (3) residual mispricing attributed to the market's forecast of dividend growth …
Persistent link: https://www.econbiz.de/10013133237
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Inflation Illusion and Stock Prices
Campbell, John Y. - 2004
We empirically decompose the S&P 500's dividend yield into (1) a rational forecast of long-run real dividend growth, (2 …) the subjectively expected risk premium, and (3) residual mispricing attributed to the market's forecast of dividend growth …
Persistent link: https://www.econbiz.de/10012468430
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Stock returns and the term structure
Campbell, John Y. - 1985
Persistent link: https://www.econbiz.de/10000684957
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The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y. - In: The review of financial studies 1 (1988) 3, pp. 195-228
Persistent link: https://www.econbiz.de/10001106328
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Stock returns and the term structure
Campbell, John Y. - In: Journal of financial economics 18 (1987) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10001027896
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The dividend ratio model and small sample bias : a Monte Carlo study
Campbell, John Y. - In: Economics letters 4 (1989), pp. 325-331
Persistent link: https://www.econbiz.de/10001065366
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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Predictable stock returns in the United States and Japan : a study of long-term capital market integration
Campbell, John Y.; Hamao, Yasushi - 1989
Persistent link: https://www.econbiz.de/10000780012