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2. The reliability of geometric Brownian motion forecasts of S&P500 index values. (2021). Sinha, Amit K.
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1. Blockholdings, Dividend Policy, Stock Returns and Return Volatility: Evidence from the UAE. (2023). Butt, Umar ; Chamberlain, Trevor William.
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   RePEc:gam:jijfss:v:11:y:2023:i:4:p:122-:d:1260482.

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2. Speed of Price Adjustment in Indian Stock Market: A Paradox. (2020). Mondal, Sayanti ; Kayal, Parthajit.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09303-7.

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3. On the Timing and Pricing of Dividends: Comment. (2016). Schulz, Florian.
   In: American Economic Review.
   RePEc:aea:aecrev:v:106:y:2016:i:10:p:3185-3223.

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4. Bubbles and the Weibull distribution: was there an explosive bubble in US stock prices before the global economic crisis?. (2015). Kim, Sang Bong ; Yuhn, Ky-Hyang ; Nam, Joo Ha .
   In: Applied Economics.
   RePEc:taf:applec:v:47:y:2015:i:3:p:255-271.

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5. On the Hybrid Nature of REITs. (2012). Coulson, N. Edward ; Boudry, Walter ; Kallberg, Jarl ; Liu, Crocker.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:44:y:2012:i:1:p:230-249.

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6. What drives stock prices? Fundamentals, bubbles and investor behaviour. (2010). Chen, Yen-Hsiao ; Fraser, Patricia.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:20:y:2010:i:18:p:1461-1477.

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7. Do Thai stock prices deviate from fundamental values?. (2008). Rao, Ramesh ; Emekter, Riza ; Jirasakuldech, Benjamas.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:16:y:2008:i:3:p:298-315.

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8. Does firm value move too much to be justified by subsequent changes in cash flow. (2008). Yogo, Motohiro ; Larrain, Borja.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:87:y:2008:i:1:p:200-226.

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9. Miller and Modigliani, Predictive Return Regressions and Cointegration*. (2008). wright, stephen ; Robertson, Donald ; Alessandri, Piergiorgio.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:70:y:2008:i:2:p:181-207.

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10. Systematic Mispricing in European Equity Prices?. (2007). Berneburg, Marian .
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-6-07.

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11. Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?. (2007). Yogo, Motohiro ; Larrain, Borja.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12847.

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12. Permanent and transitory components of earnings, dividends, and stock prices. (2007). Pan, Ming-Shiun.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:4:p:535-549.

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13. Excess Volatility in European Equity Style Indices - New Evidence. (2006). Berneburg, Marian .
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-16-06.

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14. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions. (2006). wright, stephen ; Robertson, Donald.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:88:y:2006:i:1:p:91-99.

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15. The Dividend Pricing Model: New Evidence from the Korean Housing Market. (2006). Hwang, Min ; Son, Jae-Young.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:3:p:205-228.

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16. Does firm value move too much to be justified by subsequent changes in cash flow?. (2005). Yogo, Motohiro ; Larrain, Borja.
    In: Working Papers.
    RePEc:fip:fedbwp:05-18.

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17. Rational bubbles or persistent deviations from market fundamentals?. (2005). Serletis, Apostolos ; Koustas, Zisimos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2523-2539.

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18. Excess Volatility and UK Investment Trusts. (2005). Agyei-Ampomah, Sam ; Agyeiampomah, Samuel ; Davies, J R.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005:i:5-6:p:1033-1062.

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19. U.S. stock prices and macroeconomic fundamentals. (2003). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:3:p:345-367.

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20. How big is the speculative component in Australian share prices?. (2003). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:55:y:2003:i:2:p:177-195.

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21. Stock market short-termism--an international perspective. (2002). Black, Angela ; Fraser, Patricia.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:12:y:2002:i:2:p:135-158.

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22. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:109:y:2002:i:2:p:195-237.

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23. How Big is the Speculative Component in Australian Share Prices?. (2001). Black, Angela ; Fraser, Patricia ; Groenewold, Nicolaas.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:01-14.

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24. An empirical examination of the price-dividend relation with dividend management. (2000). Ackert, Lucy ; Hunter, William C..
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25. Intrinsic bubbles: the case of stock prices: a comment. (1999). Ackert, Lucy ; Hunter, William C..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-99-26.

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26. Intrinsic Bubbles: The Case of Stock Prices: Comment. (1999). Ackert, Lucy ; Hunter, William C..
    In: American Economic Review.
    RePEc:aea:aecrev:v:89:y:1999:i:5:p:1372-1376.

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27. A Comparison of Dividend, Cash Flow, and Earnings Approaches to Equity Valuation*. (1998). Sougiannis, Theodore ; Penman, Stephen H.
    In: Contemporary Accounting Research.
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28. Bubbles or noise? Reconciling the results of broad-dividend variance-bounds tests. (1998). TeSelle, Garrett.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-42.

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29. A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles.. (1996). Coleman, Wilbur ; Bansal, Ravi.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:104:y:1996:i:6:p:1135-71.

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30. Speculative Behaviour, Regime-Switching and Stock Market Crashes.. (1996). van Norden, Simon.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-13.

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31. Speculative Behaviour, Regime-Switching, and Stock Market Crashes. (1995). van Norden, Simon.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502003.

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