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