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Stock Market Return Expectations: Some General Properties

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Lakonishok, Josef
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 35 (1980)
Issue (Month): 4 (September)
Pages: 921-31
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Handle: RePEc:bla:jfinan:v:35:y:1980:i:4:p:921-31

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  4. Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  5. Dean Croushore, 1997. "The Livingston Survey: still useful after all these years," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 15-27. [Downloadable!]
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  9. Paul Söderlind, 2006. "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006 2006-22, Department of Economics, University of St. Gallen. [Downloadable!]
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