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Aggregate dividend behavior and its implications for tests of stock market rationality
7 references·6 citing·50 second hop
Aggregate dividend behavior and its implications for tests of stock market rationality (1983)Aggregate dividend behavior and its impli…The effect of personal taxes and dividends on capital asset prices (1979)The effect of personal taxes …Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS (1977)CAPITAL BUDGETING AND THE CAP…DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY (1972)DIVIDEND ANNOUNCEMENTS, SECUR…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Prosperity and Depression. (1938)Prosperity and Depression.The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Efficient Market Hypothesis (1991)Efficient Market HypothesisExplosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Dividend Innovations and Stock Price Volatility (1988)Dividend Innovations and Stoc…Dividend Innovations and Stock Price Volatility (1986)Dividend Innovations and Stoc…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Macroeconomics and finance: The role of the stock market (1984)Macroeconomics and finance: T…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Cointegration and Tests of Present Value Models (1987)Long memory processes and fractional integration in econometrics (1996)Monetary Theory and Policy (1999)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Digesting Anomalies: An Investment Approach (2012)… and the Cross-Section of Expected Returns (2015)Asset Prices in an Exchange Economy (1978)Sticky Prices in the United States (1982)Stock Prices, Earnings and Expected Dividends (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)The valuation effects of stock splits and stock dividends (1984)A Theory of the Consumption Function (1958)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The Behavior of Stock-Market Prices (1965)On the Impossibility of Informationally Efficient Markets (1980)The relationship between return and market value of common stocks (1981)Market force, ecology and evolution (2002)Efficient market hypothesis and forecasting (2003)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Time to build, option value, and investment decisions (1987)What Moves Stock Prices? (1988)Forecasting Output and Inflation: The Role of Asset Prices (2003)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,687 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1979The effect of personal taxes and dividends on capital asset prices1,255 cited
  • 1972DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY701 cited
  • 1977CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS347 cited
  • 1938Prosperity and Depression.94 cited

Cited by

  • 1985Does the Stock Market Overreact?7,756 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 1988Dividend Innovations and Stock Price Volatility382 cited
  • 1984Macroeconomics and finance: The role of the stock market360 cited
  • 1991Efficient Market Hypothesis349 cited
  • 1986Dividend Innovations and Stock Price Volatility318 cited

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