Under/over-valuation of the stock market and cyclically adjusted earnings
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- Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, April.
References listed on IDEAS
- van Norden, Simon, 1996.
"Regime Switching as a Test for Exchange Rate Bubbles,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
- Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995.
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- Guido de Blasio & Davide Fantino & Guido Pellegrini, 2015.
"Evaluating the impact of innovation incentives: evidence from an unexpected shortage of funds,"
Industrial and Corporate Change,
Oxford University Press, vol. 24(6), pages 1285-1314.
- Guido de Blasio & Davide Fantino & Guido Pellegrini, 2011. "Evaluating the impact of innovation incentives: evidence from an unexpected shortage of funds," Temi di discussione (Economic working papers) 792, Bank of Italy, Economic Research and International Relations Area.
More about this item
Keywordsearnings/price ratio; cyclically adjusted earnings; undervaluation/overvaluation of stocks;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-18 (All new papers)
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