A variance decomposition for stock returns
By: John Y. Campbell.
Series: NBER working paper series -- working paper no. 3246; Working paper series (National Bureau of Economic Research) -- working paper no. 3246.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 26
Subjects: Stock price forecasting.; Rate of return -- Forecasting.; Rational expectations (Economic theory); Vector analysis.; Autoregression (Statistics); Stock price indexes -- United States.
Notes: "January 1990."

Binghamton University Libraries' copy bound with: A north-south model of taxation and capital flows.

Includes bibliographical references (p. 25-26)