References
- Balke, N. S., & Wohar, M. E. (2001). Explaining stock price movements: Is there a case for fundamentals?. Economic & Financial Review-Federal Reserve Bank of Dallas, (3), 22–33.
- Barker, R. G. (1999). Survey and market‐based evidence of industry‐dependence in analysts’ preferences between the dividend yield and price‐earnings ratio valuation models. Journal of Business Finance & Accounting, 26(3‐4), 393–418. doi:10.1111/1468-5957.00261
- Barsky, R. B., & De Long, J. B. (1990). Bull and bear markets in the twentieth century. The Journal of Economic History, 50(2), 265–281. doi:10.1017/S0022050700036421
- Campbell, J. Y., & Shiller, R. J. (1988). Stock prices, earnings, and expected dividends. The Journal of Finance, 43(3), 661–676. doi:10.1111/j.1540-6261.1988.tb04598.x
- Campbell, J. Y., & Shiller, R. J. (2001). Valuation ratios and the long-run stock market outlook: An update (No. w8221). National bureau of economic research.
- Carlson, J. B., Pelz, E. A., & Wohar, M. E. (2002). Will valuation ratios revert to historical means? The Journal of Portfolio Management, 28(4), 23–35. doi:10.3905/jpm.2002.319851
- Carlson, J. B., & Sargent, K. H. (1997). The recent ascent of stock prices: Can it be explained by earnings growth or other fundamentals? Economic Review-Federal Reserve Bank of Cleveland, 33(2), 2.
- Coakley, J., & Fuertes, A. M. (2006). Valuation ratios and price deviations from fundamentals. Journal of Banking & Finance, 30(8), 2325–2346. doi:10.1016/j.jbankfin.2005.08.004
- Cochrane, J. H. (1998). Where is the market going? Uncertain facts and novel theories (No. w6207). National Bureau of Economic Research.
- He, L. T. (2009). What can we learn from 123 years of stock market fluctuations? Processes of mean aversion and reversion. The Journal of Investing, 18(4), 57–71. doi:10.3905/JOI.2009.18.4.057
- Heaton, J., & Lucas, D. (1999). Stock prices and fundamentals. NBER Macroeconomics Annual, 14, 213–242. doi:10.1086/654387
- Manzan, S. (2007). Nonlinear mean reversion in stock prices. Quantitative and Qualitative Analysis in Social Sciences, 1(3), 1–20.
- McMillan, D. G. (2009). Are UK share prices too high? Fundamental value or new era. Bulletin of Economic Research, 61(1), 1–20. doi:10.1111/boer.2008.61.issue-1
- McQueen, G., & Thorley, S. (1994). Bubbles, stock returns, and duration dependence. Journal of Financial and Quantitative Analysis, 29(3), 379–401. doi:10.230723/31336
- Nasseh, A., & Strauss, J. (2000). Stock prices and domestic and international macroeconomic activity: A cointegration approach. The Quarterly Review of Economics and Finance, 40(2), 229–245. doi:10.1016/S1062-9769(99)00054-X
- Phillips, P. C., Wu, Y., & Yu, J. (2011). Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values? International Economic Review, 52(1), 201–226. doi:10.1111/j.1468-2354.2010.00625.x
- Shiller, R. J. (2000, 2005, 2015). Irrational exuberance. Princeton university press.
- Yardeni, E. (1999). New, improved stock valuation model. Topical Study, 44. Retrieved from http://www.yardeni.com/pub/t_990726.pdf
- Yardeni, E. (2003). Stock valuation models (4.1). Topical Study, 58. Retrieved from http://www.yardeni.com/pub/t_080802.pdf
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112446/MPU-L1EB.png"})