References
- Campbell , J. Y. and Mankiw , N. G. 1987 . Are output fluctuations transitory? . Quarterly Journal of Economics , 102 : 857 – 880 .
- Fama , E. F. and French , K. R. 1988 . Permanent and temporary components of stock prices . Journal of Political Economy , 96 : 246 – 273 .
- Lee , C. M. , Shleifer , A. and Thaler , R. 1991 . Investor sentiment and the closed end fund puzzle . Journal of Finance , 46 : 75 – 109 .
- Lo , A. and MacKinlay , A. C. 1988 . Stock market prices do not follow random walks: evidence from a simple specification test . Journal of Finance , 43 : 41 – 66 .
- Pontiff , J. 1995 . Closed end fund premia and returns, implications for financial market equilibrium . Journal of Financial Economics , 37 : 341 – 370 .
- Poterba , J. M. and Summers , L. H. 1988 . Mean reversion in stock prices . Journal of Financial Economics , 22 : 27 – 59 .