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The Review of Financial Studies, ISSN 0893-9454, 12/2009, Volume 22, Issue 12, pp. 5213 - 5249
A crucial issue in asset pricing is to understand the relative importance of discount rate (DR) news and cash flow (CF) news in driving the time-series and... 
Stock prices | Dividends | Statistical variance | Growth stocks | Expected returns | Cash flow | Yield | Modeling | Stock markets | Treasury bonds | G11 | VALUE PREMIUM | G12 | BOOK-TO-MARKET | VALUE SPREAD | BUSINESS, FINANCE | TERM STRUCTURE | EXPECTED STOCK RETURNS | ASSET PRICING MODEL | TIME-SERIES | CASH-FLOW | VARIANCE DECOMPOSITION | BOND MARKETS | Studies | Discount rates | Rates of return | Models | Securities prices | Bayesian analysis
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