Article1992

Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration

149 citations0/0 files storedThe Journal of Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

John Y. Campbell, Yasushi Hamao, Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration, The Journal of Finance, Vol. 47, No. 1 (Mar., 1992), pp. 43-69

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1989Business conditions and expected returns on stocks and bonds 1988Dividend yields and expected stock returns 1980Domestic Saving and International Capital Flows 1977Asset returns and inflation 1985Stock Returns and the Term Structure 1990Correlations in Price Changes and Volatility across International Stock Markets 1986Predicting returns in the stock and bond markets 1981A model of international asset pricing

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2007Time-series and cross-sectional excess comovement in stock indexes 1993International asset pricing with alternative distributional specifications 1997The Performance of Japanese Mutual Funds 2009Spillover Effects Among the Greater China Stock Markets 2005Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 1995Equilibrium asset prices and exchange rates

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