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Return predictability and stock market crashes in a simple rational expectations model

Return predictability and stock market crashes in a simple rational expectations model

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FRANKE, Günter, Erik LÜDERS, 2005. Return predictability and stock market crashes in a simple rational expectations model

@techreport{Franke2005Retur-11919, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Return predictability and stock market crashes in a simple rational expectations model}, year={2005}, number={2005/05}, author={Franke, Günter and Lüders, Erik} }

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