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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, 2006. Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model

@techreport{Franke2006Retur-12106, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Return Predictability and Stock Market Crashes in a Simple Rational Expectations Model}, year={2006}, number={2006/05}, author={Franke, Günter and Lüders, Erik} }

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