Empirical Assessment of Present Value Relations
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by University of California at Berkeley in its series Research Program in Finance Working Papers with number 162.
Date of creation: 01 Jun 1986
Date of revision:
Contact details of provider:
Postal: University of California at Berkeley, Berkeley, CA USA
Web page: http://haas.berkeley.edu/finance/WP/rpflist.html
More information through EDIRC
Postal: IBER, F502 Haas Building, University of California at Berkeley, Berkeley CA 94720-1922
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Campbell, John Y. & Shiller, Robert J., 1989.
"The dividend ratio model and small sample bias : A Monte Carlo study,"
Elsevier, vol. 29(4), pages 325-331.
- John Y. Campbell & Robert J. Shiller, 1988. "The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study," NBER Technical Working Papers 0067, National Bureau of Economic Research, Inc.
- Ligeralde, Antonio V., 1997. "Covariance matrix estimators and tests of market efficiency," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 323-343, April.
- Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
- Bruce N. Lehmann, 1991. "Earnings, Dividend Policy, and Present Value Relations: Building Blocks of Dividend Policy Invariant Cash Flows," NBER Working Papers 3676, National Bureau of Economic Research, Inc.
- Rappoport, Peter & White, Eugene N., 1993.
"Was There a Bubble in the 1929 Stock Market?,"
The Journal of Economic History,
Cambridge University Press, vol. 53(03), pages 549-574, September.
- Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc.
- Lucy Ackert & William Hunter, 2001.
"An Empirical Examination of the Price-Dividend Relation with Dividend Management,"
Journal of Financial Services Research,
Springer, vol. 19(2), pages 115-129, April.
- Lucy F. Ackert & William C. Hunter, 2000. "An empirical examination of the price-dividend relation with dividend management," Working Paper Series WP-00-22, Federal Reserve Bank of Chicago.
- Engsted, Tom, 2002. " Measures of Fit for Rational Expectations Models," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 301-55, July.
- Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2007.
"Industry and time specific deviations from fundamental values in a random coefficient model,"
Annals of Finance,
Springer, vol. 3(2), pages 257-276, March.
- Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2004. "Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model," CEIS Research Paper 52, Tor Vergata University, CEIS.
- Robert P. Flood & Robert J. Hodrick, 1989. "Testable Implications of Indeterminacies in Models with Rational Expectations," NBER Working Papers 2903, National Bureau of Economic Research, Inc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
If references are entirely missing, you can add them using this form.