The equity premium and structural breaks
By: Lubos Pastor, Robert F. Stambaugh.
Contributors: Stambaugh, Robert F., 1952-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7778; Working paper series (National Bureau of Economic Research) -- working paper no. 7778.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 37
Subjects: Rate of return -- United States -- History.; Stocks -- Prices -- United States -- History.; Stock price forecasting -- United States.
Notes: "July 2000."

JEL no. G10, C11.

Includes bibliographical references (p. 34-37).

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Electronic version available via the Internet at the NBER World Wide Web site.