Journal of Finance Vol. 47 No. 1 1992

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

John Y. Campbell^1,2,3; Yasushi Hamao^1,2,3

¹ Woodrow Wilson International Center for Scholars · ² Princeton University · ³ University of California San Diego

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

DOI

10.2307/2329090

Volume

47

Issue

1

Pages

43

Sources

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