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Time-varying expected returns : evidence from the U.S. and the U.K
16 references·0 citing·43 second hopsampled
Time-varying expected returns : evidence from the U.S. and the U.K (2010)Time-varying expected returns : evidence …Price Discrimination with Private and Imperfect Information (2014)Price Discrimination with Pri…How Does Political Instability Affect Economic Growth? (2011)How Does Political Instabilit…Higher education (related) choices in Portugal: joint decisions on institution type and leaving home (2011)Higher education (related) ch…Price and quality in spatial competition (2010)Price and quality in spatial …Election results and opportunistic policies: A new test of the rational political business cycle model (2010)Election results and opportun…Consumption, (dis)aggregate wealth, and asset returns (2010)Consumption, (dis)aggregate w…Liquidity and Asset Prices (2006)Liquidity and Asset PricesHousing, consumption and asset pricing (2006)Housing, consumption and asse…A Consumption‐Based Explanation of Expected Stock Returns (2006)A Consumption‐Based Explanati…Labor Income and Predictable Stock Returns (2005)Labor Income and Predictable …Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)Housing Collateral, Consumpti…The Price and Quantity of Residential Land in the United States (2004)The Price and Quantity of Res…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Dividend yields and expected stock returns (1988)Dividend yields and expected …Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The equity premium: A puzzle (1985)Size and Book-to-Market Factors in Earnings and Returns (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Owner-Occupied Housing and the Composition of the Household Portfolio (2002)A Model of the Consumption Response to Fiscal Stimulus Payments (2014)Disaster on the horizon: The price effect of sea level rise (2019)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)A skeptical appraisal of asset pricing tests☆ (2009)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Liquidity and leverage (2008)Value and Momentum Everywhere (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Habit Persistence, Asset Returns, and the Business Cycle (2001)Global, local, and contagious investor sentiment (2011)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Does tourism effectively stimulate Malaysia's economic growth? (2014)Economic growth, human capital and structural change: A dynamic panel data analysis (2016)COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes (2020)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Market Liquidity and Funding Liquidity (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)
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References

  • 1988Dividend yields and expected stock returns3,574 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 2011How Does Political Instability Affect Economic Growth?956 cited
  • 2006Liquidity and Asset Prices821 cited
  • 2006Housing, consumption and asset pricing720 cited
  • 2006A Consumption‐Based Explanation of Expected Stock Returns653 cited
  • 2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective637 cited
  • 2005Labor Income and Predictable Stock Returns543 cited
  • 2004The Price and Quantity of Residential Land in the United States303 cited
  • 2010Election results and opportunistic policies: A new test of the rational political business cycle model279 cited
  • 2010Consumption, (dis)aggregate wealth, and asset returns113 cited
  • 2010Price and quality in spatial competition111 cited
  • 2014Price Discrimination with Private and Imperfect Information76 cited

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2011
Higher education (related) choices in Portugal: joint decisions on institution type and leaving home
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