SOME CONSEQUENCES OF VALUATION MODEL WHEN EXPECTATIONS ARE TAKEN TO BE OPTIMUM FORECASTS

被引:8
作者
GRANGER, CWJ [1 ]
机构
[1] UNIV CALIF,SAN DIEGO,CA 92037
关键词
D O I
10.2307/2978436
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:135 / 145
页数:11
相关论文
共 18 条
[1]  
BAUMOL WJ, 1970, REV ECONOMICS STATIS, V62, P345
[2]  
Box George E. P, 1970, J AM STAT ASS
[3]  
FAMA EF, 1968, J AM STATISTICAL ASS, V64, P1132
[4]  
Gordon M.J., 1963, J FINANCE, V18
[5]   DIVIDENDS, EARNINGS, AND STOCK-PRICES [J].
GORDON, MJ .
REVIEW OF ECONOMICS AND STATISTICS, 1959, 41 (02) :99-105
[6]  
GRANGER CWJ, 1973, AUG EC SOC M OSL
[7]  
KEENAN M, 1970, J FINANC, V15, P469
[8]  
LINTNER J, 1956, AM EC REV MAY, P97
[9]  
Little I. M. D., 1966, HIGGLEDY PIGGLEDY GR
[10]  
LORIE JH, 1973, STOCK MARKET