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The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results

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Scott, Louis O
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File URL: http://links.jstor.org/sici?sici=0034-6535%28198511%2967%3A4%3C599%3ATPVMOS%3E2.0.CO%3B2-O&origin=repec
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Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 67 (1985)
Issue (Month): 4 (November)
Pages: 599-605
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Handle: RePEc:tpr:restat:v:67:y:1985:i:4:p:599-605

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  1. stanley c. w. salvary, 2005. "The Accounting Variable And Stock Price Determination," Finance 0502011, EconWPA. [Downloadable!]
  2. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003. "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," Working Paper 2003-4, Federal Reserve Bank of Atlanta. [Downloadable!]
  3. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September. [Downloadable!]
  5. Robert P. Flood & Robert J. Hodrick & Paul Kaplan, 1986. "An Evaluation of Recent Evidence on Stock Market Bubbles," NBER Working Papers 1971, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. John Y. Campbell & Robert J. Shiller, 1988. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. N. Gregory Mankiw & David H. Romer & Matthew D. Shapiro, 1989. "Stock Market Forecastability and Volatility: A Statistical Appraisal," NBER Working Papers 3154, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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