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The econometrics of the stock market I: rationality tests

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  • Enrique Sentana

    (CEMFI and LSE Financial Markets Group)

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  • Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September.
  • Handle: RePEc:iec:inveco:v:17:y:1993:i:3:p:401-420
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    References listed on IDEAS

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    16. Grossman, Sanford J & Shiller, Robert J, 1981. "The Determinants of the Variability of Stock Market Prices," American Economic Review, American Economic Association, vol. 71(2), pages 222-227, May.
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