Under-/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings*
Top Cited Papers
- 3 April 2011
- journal article
- Published by Wiley in International Finance
- Vol. 14 (1) , 135-164
- https://doi.org/10.1111/j.1468-2362.2011.01279.x
Abstract
No abstract availableKeywords
This publication has 24 references indexed in Scilit:
- Total factor productivity: an unobserved components approachApplied Economics, 2008
- The Persistence of Profits in the Long Run: A New ApproachInternational Journal of the Economics of Business, 2008
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?The Review of Financial Studies, 2007
- The Long‐Term Price‐Earnings RatioJournal of Business Finance & Accounting, 2006
- Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index*The Journal of Business, 2005
- Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock MarketsThe Journal of Finance, 2001
- Analyst Forecasting Errors and Their Implications for Security AnalysisCFA Magazine, 1995
- Trend reversion in real output and unemploymentJournal of Econometrics, 1989
- The Cyclical Component of U. S. Economic ActivityThe Quarterly Journal of Economics, 1987
- The relationship between earnings' yield, market value and return for NYSE common stocksJournal of Financial Economics, 1983