Amit Goyal
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Abstract
We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage.
Research Area
Financial Markets
Keywords
asset pricing, cross-section of stock returns, predictability, bubbles, option prices, sentiment, valuation ratios, volatility
JEL Classification
G12, E44, D81, G10, G14
Working Paper References
Topic
Macro Finance
Saving and Borrowing
Consumption
Saving and Borrowing
Consumption
Publication Type
Research Data
Link to Publication
Collections
- External Research Data [777]
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