0139 Abstract Within unified theory for stocks and corporate bonds, based on dynamic optimization by investors, this paper derives analytical expressions for the momentary distributions of expected price, market fundamentals, investor sentiment, and investor acquisition

136, Buy Hard Copy Digg The formalism provides basis for decomposing value changes by market fundamentals, investor sentiment JEL Classifications G11, G12 Working Paper Series Date posted 30, 2006 Last revised 30, Suggested CitationJohannes, Ronald,The Equilibrium Distributions of Value for Risky Stocks and BondsApril 2001.

IMF Working Paper, Vol. Del. icio. us Abstract Page Download .Share .Email .Add to Briefcase. CiteULike .Permalink Using the URL or DOI link below willensure access to this page indefinitely Click Location Below to Start Download File name WPIEA0392001.

CiteULike .Permalink Using the URL or DOI link below willensure access to this page indefinitely Click Location Below to Start Download File name WPIEA0392001. pdf Size 6735K New York, USAIllinois, USABrussels, BelgiumSeoul, KoreaCalifornia, USA The Equilibrium Distributions of Value for Risky Stocks and BondsApril 2001. Available at SSRN Export this? Contact InformationRonald Johannes Contact Author International Monetary Fund IMF email 700 19th Street NWWashington, DC United States. Del. icio. us IMF Working Paper, Vol. pp.

136, 0139 Abstract Within unified theory for stocks and corporate bonds, based on dynamic optimization by investors, this paper derives analytical expressions for the momentary distributions of expected price, market fundamentals, investor sentiment, and investor acquisition of securities. Available at SSRN Export this? Contact InformationRonald Johannes Contact Author International Monetary Fund IMF email 700 19th Street NWWashington, DC United States.