Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability /
Lettau, Martin,1966-
Nieuwerburgh, Stijn van.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2005.
Title from cover.
"Financial economics."
Includes bibliographical references.
Price-earnings ratio.
Also available from the CEPR World Wide Web site (www.cepr.org).