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The Larry Sjaastad Letters, Volume 2

Author

Listed:
  • Kenneth W. Clements

    (UWA Business School, The University of Western Australia)

  • MoonJoong Tcha

    (UWA Business School, The University of Western Australia)

Abstract

No abstract is available for this item.

Suggested Citation

  • Kenneth W. Clements & MoonJoong Tcha, 2004. "The Larry Sjaastad Letters, Volume 2," Economics Discussion / Working Papers 04-16, The University of Western Australia, Department of Economics.
  • Handle: RePEc:uwa:wpaper:04-16
    as

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    File URL: http://ecompapers.biz.uwa.edu.au/paper/PDF%20of%20Discussion%20Papers/2004/04_16_Clements_Tcha_vol.2.pdf
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    References listed on IDEAS

    as
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    7. Lee, Bong-Soo, 1998. "Permanent, Temporary, and Non-Fundamental Components of Stock Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(01), pages 1-32, March.
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    12. Chung, Heetaik & Lee, Bong-Soo, 1998. "Fundamental and nonfundamental components in stock prices of Pacific-Rim countries," Pacific-Basin Finance Journal, Elsevier, pages 321-346.
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    14. Chen, Nai-Fu & Roll, Richard & Ross, Stephen A, 1986. "Economic Forces and the Stock Market," The Journal of Business, University of Chicago Press, vol. 59(3), pages 383-403, July.
    15. Collins, Daniel W. & Maydew, Edward L. & Weiss, Ira S., 1997. "Changes in the value-relevance of earnings and book values over the past forty years," Journal of Accounting and Economics, Elsevier, pages 39-67.
    16. Ackert, Lucy F & Smith, Brian F, 1993. " Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders," Journal of Finance, American Finance Association, vol. 48(4), pages 1147-1160, September.
    17. William C. Hunter & Lucy F. Ackert, 1999. "Intrinsic Bubbles: The Case of Stock Prices: Comment," American Economic Review, American Economic Association, pages 1372-1376.
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    26. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, pages 159-178.
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