Value matters: Predictability of Stock Index Returns
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References listed on IDEAS
- James M. Poterba & Andrew A. Samwick, 1995.
"Stock Ownership Patterns, Stock Market Fluctuations, and Consumption,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 26(2), pages 295-372.
- Poterba, J.M. & Samwick, A.A., 1996. "Stock Ownership Patterns, Stock Market Fluctuations, and Consumption," Working papers 96-2, Massachusetts Institute of Technology (MIT), Department of Economics.
- Carl Chiarella, 1992. "The Dynamics of Speculative Behaviour," Working Paper Series 13, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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