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Time-varying persistence in expected returns

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  • Priestley, Richard

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  • Priestley, Richard, 2001. "Time-varying persistence in expected returns," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1271-1286, July.
    • Handle: RePEc:eee:jbfina:v:25:y:2001:i:7:p:1271-1286
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    1. Bohl, Martin T. & Siklos, Pierre L., 2004. "The present value model of U.S. stock prices redux: a new testing strategy and some evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 208-223, May.
    2. Carmelo Giaccotto & Alain Krapl, 2014. "Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 523-550, December.
    3. Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022. "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, vol. 81(C).
    4. Ricardo M. Sousa, 2010. "Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence," NIPE Working Papers 15/2010, NIPE - Universidade do Minho.

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