Campbell, John Y., and John Ammer. “What Moves Stock and Bond Markets?

A Variance

Decomposition for Long-Term Asset Returns.” Journal of Finance, 48(1) (1993): 3-38.

Campbell, John Y., and Robert J. Shiller. “The Dividend-Price Ratio and Expectations of Future

Dividends and Discount Factors.” Review of Financial Studies, 1 (1988): 195-228.

Fama, Eugene F., and Kenneth R. French. "Disagreement, tastes, and asset prices." Journal of

Financial Economics 83.3 (2007): 667-89.

Fama, Eugene F. "Efficient Capital Markets." The Journal of Finance 25.2 (1970): 383-417.

Fama, Eugene F. "Random Walks in Stock Market Prices." Financial Analysts Journal (1965):

55-59.

Mandelbrot, Benoit, and Richard L. Hudson. The Misbehavior of Markets. New York: Basic

Books, 2004.

Shiller, Robert J. “The Volatility of Long-Term Interest Rates and Expectations Models of the

Term Structure.” Journal of Political Economy, 87 (1979): 1062-88.

Shiller, Robert J. “Do Stock Prices Move Too Much to Be Justified by Subsequent Movements

in Dividends?” American Economic Review, 71(3) (1981): 421-36.