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Stock market mean reversion and the optimal equity of a long-lived investor

Campbell, John Y.; Cocco, João; Gomes, Francisco; … - In: European finance review : the official journal of the … 5 (2001) 3, pp. 269-292

Persistent link: https://www.econbiz.de/10001654820

Stock market mean reversion and the optimal equity allocation of a long-lived investor

Campbell, John Y.; Cocco, João F.; Gomes, Francisco J.; … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700527

Stock market mean reversion and the optimal equity allocation of a long-lived investor

Campbell, John Y. (contributor) - 2000

Persistent link: https://www.econbiz.de/10001505079

Inflation illusion and stock prices

Campbell, John Y.; Vuolteenaho, Tuomo - 2004

Persistent link: https://www.econbiz.de/10001916048

Inflation illusion and stock prices

Campbell, John Y.; Vuolteenaho, Tuomo - In: The American economic review 94 (2004) 2, pp. 19-23

Persistent link: https://www.econbiz.de/10002159369

Inflation Illusion and Stock Prices

Campbell, John Y. - 2004

We empirically decompose the S&P 500's dividend yield into (1) a rational forecast of long-run real dividend growth, (2) the subjectively expected risk premium, and (3) residual mispricing attributed to the market's forecast of dividend growth deviating from the rational forecast. Modigliani and...

Persistent link: https://www.econbiz.de/10012468430

Inflation Illusion and Stock Prices

Campbell, John Y. - 2011

Persistent link: https://www.econbiz.de/10013133237