Bibliographical references


Balvers, R.J., T.F. Cosimano y B. McDonald, (1990), "Predicting Stocks Returns in Efficient Markets", Journal of Finance, vol. 45, 4, pp. 1109-1127.

Box, G.E.P. y G.M. Jenkins, (1970), Time series Analysis Forecasting and Control. San Francisco: Holden-Day (Edición Revisada 1976).

Campbell, J.Y. (1987), "Stock Returs and the Term Structure", Journal of Financial Economícs, 18, pp. 373-399.

Campbell, J.Y. y R.J. Shiller (1988a), "Stock Prices, Earnings and Expected Dividend", Journal of Finance, vol. 43, pp. 661-676.

Campbell, J.Y. y R.J. Shiller (1988b), "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors", Review of Financial Studies, 1, pp. 195-228.

Chen, N. (1991), "Financial Investment Oportunities and the Macroeconomy", The Journal of Finance, 46, pp. 529-554.

Fama, E.F. (1970), "Efficient capital Markets: A Review of Theory and Empirical Work", Journal of Finance, 25, pp. 383-417.

Fama, E.F. y K.R. French (1988a), "Permanent and Temporary Components of Stocks Prices", Journal of Political Economy, 96, pp. 246-273.

Fama, E.F. y K.R. French (1988b), "Dividend Yields and Expected Stock Returns", Journal of Financial Economics, 22, pp. 3-25.

Fama, E.F. y G.W. Schwert (1977), "Asset Returns and Inflation", Journal of Financial Economics, 5, pp. 115-146.

French, K.R., G.W. Schwert y R.F. Stambaugh (1987), "Expected Stock Returns and Volatility", Journal of Financial Economics, 19, pp. 3-29.

Merton, R.C. (1980), "On Estimating the Expected Returns in the Market", Journal of Financial Economics, 8, pp. 22-44.

Kein, D. y R.F. Stambaugh (1986), "Predicting Returns in the Stock and Bond Markets", Journal of Financial Economics, 17, pp. 357-390.

Poterba, J.M. y L.H. Summers (1988), "Mean Reversion in Stock Prices: Evidence and Implications", Journal of Financial Economics, 22, pp. 27-60.

Shiller, R. (1984), "Stock Prices and Social Dynamics", Brookings Papers in Economic Activity, 2, pp. 457-498.

Shiller, R. (1989), Market Volatility, HIT Press.

Summers, L.H. (1986), "Does the Stock Harket Rationally Reflect Fundamental Values?", Journal of Finance, 42, pp. 591-601.

West, K.D. (1988), "Bubbles, Fads and Stock Price Volatility tests: A Partial Evaluation", Journal of Finance, 43, pp. 639-656.