LeRoy, S. and R. Porter, 1981, The Present Value Relation: Tests Based on
Variance Bounds, Econometrica 49, 555-574.
Lo, A. W., H. Mamaysky and J. Wang, 2000, Foundations of Technical
Analysis: Computational Algorithms, Statistical Inference, and Empirical
Implementation, Journal of Finance 55, 1705-1765.
Pastor, L. and P. Veronesi, 2003, Stock Valuation and Learning about Prof-
itability, Journal of Finance 58, 1749-1789.
Rosenberg, J. V. and R. F. Engle, 2002, Empirical Pricing Kernels, Journal
of Financial Economics 64, 341-372.
Rubinstein, M., 1974, An Aggregation Theorem for Securities Markets,
Journal of Financial Economics 1, 225-244.
Shiller, R. J., 1981, Do Stock Prices Move Too Much, to be Justified by
Subsequent Changes in Dividends?, American Economic Review 71, 421-
436.
Shiller, R. J., 2000, Irrational Exuberance, Princeton University Press.
Stapleton, R. C. and M. G. Subrahmanyam, 1990, Risk Aversion and the
Intertemporal Behavior of Asset Prices, Review of Financial Studies 3, 677-
693.
Timmermann, A. G., 1993, How Learning in Financial Markets Generates
Excess Volatility and Predictability of Stock Returns, Quarterly Journal of
Economics 108, 1135-1145.
Veronesi, P., 2000, How does Information Quality Affect Stock Returns,
Journal of Finance 55, 807-837.
Wachter, J., 2002, Portfolio and Consumption Decisions under Mean-Reverting
Returns: An Exact Solution for Complete Markets, Journal of Financial and
Quantitative Analysis 37, 63-91.
28
More intriguing information
1. Heavy Hero or Digital Dummy: multimodal player-avatar relations in FINAL FANTASY 72. Robust Econometrics
3. The name is absent
4. Menarchial Age of Secondary School Girls in Urban and Rural Areas of Rivers State, Nigeria
5. Langfristige Wachstumsaussichten der ukrainischen Wirtschaft : Potenziale und Barrieren
6. The name is absent
7. The demand for urban transport: An application of discrete choice model for Cadiz
8. AGRICULTURAL PRODUCERS' WILLINGNESS TO PAY FOR REAL-TIME MESOSCALE WEATHER INFORMATION
9. The name is absent
10. The name is absent