Economic Significance of Predictable Variations in Stock Index Returns
Authors:
- William BreenWBWilliam Breen
- Lawrence R. GlostenLGLawrence R. Glosten
- Ravi JagannathanRJRavi Jagannathan
- 1 December 1989
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 44 (5) , 1177-1189