The bond-stock earnings yield model for stock market crash prediction: the basic idea and early applications
Lleo, Sebastien; Ziemba, William T.
- 期刊名称Quantitative Finance Letters
- 作者Lleo, Sebastien; Ziemba, William T.
- 卷第4卷
- 期第1期
- 印刷ISSN2164-9502
- 电子ISSN2164-9510
- 文件大小703.31KB
- 发表时间2016-01
- DOI10.1080/21649502.2015.1165893
- 页码19-25