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Does the Bond-Stock Earning Yield Differential Model Predict Equity Market Corrections Better than High P/E Models? (2013)

First Author: Lleo S

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2296836

Publication URI: http://dx.doi.org/10.2139/ssrn.2296836

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal