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      Long-horizon regressions: theoretical results and applications

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      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          Spurious regressions in econometrics

          C.W.J. Granger, P Newbold (1974)
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            The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

            John Campbell, Robert Shiller (1988)
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              Dividend yields and expected stock returns

              Eugene Fama, Kenneth French (1988)
              Article 0 comments Cited 271 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: May 2003
                Publication date (Print): May 2003
                Volume: 68
                Issue: 2
                Pages: 201-232
                Article
                DOI: 10.1016/S0304-405X(03)00065-5
                SO-VID: 7852f610-3352-4e40-a361-3695dd294ee4
                Copyright © © 2003
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                http://www.elsevier.com/tdm/userlicense/1.0/

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