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Predicting the equity premium out of sample : can anything beat the historical average?
Campbell, John Y.; Thompson, Samuel B. - 2005
Persistent link: https://www.econbiz.de/10003029692
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Predicting excess stock returns out of sample : can anything beat the historical average?
Campbell, John Y.; Thompson, Samuel B. - In: The review of financial studies 21 (2008) 4, pp. 1509-1531
Persistent link: https://www.econbiz.de/10003765303
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Predicting the equity premium out of sample : can anything beat the historical average?
Campbell, John Y. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003179316
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Asset prices, consumption, and the business cycle
Campbell, John Y. - 1999
Persistent link: https://www.econbiz.de/10001436028
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A variance decomposition for stock returns
Campbell, John Y. - 1990
Persistent link: https://www.econbiz.de/10000784199
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Measuring the persistence of expected returns
Campbell, John Y. - 1990
Persistent link: https://www.econbiz.de/10000788646
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Understanding risk and return
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000877573
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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Accounting for stock price movements
Campbell, John Y. - 1995
Persistent link: https://www.econbiz.de/10001327885
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Understanding risk and return
Campbell, John Y. - In: Journal of political economy 104 (1996) 2, pp. 298-345
Persistent link: https://www.econbiz.de/10001198651