Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models?

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Veröffentlicht in:Financial markets, institutions & instruments
1. Verfasser: Lleo, Sébastien (VerfasserIn)
Weitere Verfasser: Ziemba, William T. (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2017
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