ECONOMIC-SIGNIFICANCE OF PREDICTABLE VARIATIONS IN STOCK INDEX RETURNS

被引：269

作者：

BREEN, W

GLOSTEN, LR

JAGANNATHAN, R

机构：

[1] COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027

[2] UNIV MINNESOTA,CARLSON SCH MANAGEMENT,MINNEAPOLIS,MN 55455

来源：

JOURNAL OF FINANCE | 1989年 / 44卷 / 05期

关键词：

D O I：

10.2307/2328638

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1177 / 1189

页数：13

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