Measuring the Persistence of Expected Returns

Campbell, John2009-08-121990Campbell, John Y. 1990. Measuring the persistence of expected returns. American Economic Review 80, no. 2: 43-47.0002-8282http://nrs.harvard.edu/urn-3:HUL.InstRepos:3207696en-USMeasuring the Persistence of Expected Returns10.3386/w3305