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Valuation ratios and price deviations from fundamentals

  • Coakley, Jerry
  • Fuertes, Ana-Maria

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File URL: http://www.sciencedirect.com/science/article/pii/S0378-4266(05)00210-4
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 30 (2006)
Issue (Month): 8 (August)
Pages: 2325-2346

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Handle: RePEc:eee:jbfina:v:30:y:2006:i:8:p:2325-2346
Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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  18. Madsen, J. B. & Milas, C., 2003. "The price-dividend relationship in inflationary and deflationary regimes," Working Papers 03/05, Department of Economics, City University London.
  19. John B. Carlson & Eduard A. Pelz & Mark E. Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland.
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  21. Owen Lamont, . "Earnings and Expected Returns," CRSP working papers 345, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  22. Maria-Teresa Perez & Ana-Maria Fuertes & Jerry Coakley, 2001. "Numerical Issues in Threshold Autoregressive Modelling of Time Series," Working Papers wp01-09, Warwick Business School, Finance Group.
  23. Shiller, Robert J, 1990. "Market Volatility and Investor Behavior," American Economic Review, American Economic Association, vol. 80(2), pages 58-62, May.
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  38. Coakley Jerry & Fuertes Ana-María & Zoega Gylfi, 2001. "Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-25, October.
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