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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Cointegration tests of present value models with a time-varying discount factor
Timmermann, Allan - In: Journal of applied econometrics 10 (1995) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10001177892
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"Kaos" og ikke-lineariteter i de finansielle markeder i Danmark
Timmermann, Allan - In: Nationaløkonomisk tidsskrift 131 (1993) 3, pp. 374-389
Persistent link: https://www.econbiz.de/10001156688
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Can agents learn to form rational expectations? : Some results on convergence and stability of learning in the UK stock market
Timmermann, Allan - In: The economic journal : the journal of the Royal … 104 (1994) 425, pp. 777-797
Persistent link: https://www.econbiz.de/10001165214
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Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan - In: The review of economic studies 63 (1996) 4, pp. 523-557
Persistent link: https://www.econbiz.de/10001209241
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Udviklingen i de danske aktiekurser 1914 - 1990
Timmermann, Allan - In: Nationaløkonomisk tidsskrift 130 (1992) 3, pp. 473-482
Persistent link: https://www.econbiz.de/10001129505
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Børskrakket i oktober 1987
Timmermann, Allan - In: Nationaløkonomisk tidsskrift 127 (1989) 1, pp. 74-94
Persistent link: https://www.econbiz.de/10001063436
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Structural breaks, incomplete information, and stock prices
Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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Why do dividend yields forecast stock returns?
Timmermann, Allan - In: Economics letters 46 (1994) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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Variance bounds and excess volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000961814