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Stock valuation along a Markov chain
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1990Lectures on Macroeconomics.1,252 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 1990Lectures on Macroeconomics.924 cited
  • 1956Capital Equipment Analysis: The Required Rate of Profit897 cited
  • 1939The Theory of Investment Value, by John Burr Williams623 cited
  • 1939The Theory of Investment Value.467 cited
  • 1973Proof That Properly Discounted Present Values of Assets Vibrate Randomly243 cited
  • 1996Portfolio management : theory and application74 cited
  • 1994A Realistic Dividend Valuation Model58 cited
  • 1997What Rate of Return Can You Reasonably Expect… or What Can the Long Run Tell Us about the Short Run?52 cited
  • 1997A Trinomial Dividend Valuation Model

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Cited by

  • 2014Variance matters (in stochastic dividend discount models)18 cited
  • 2017Novel advancements in the Markov chain stock model: analysis and inference17 cited