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Are stock returns a leading indicator for real macroeconomic developments
16 references·0 citing·42 second hop
Are stock returns a leading indicator for real macroeconomic developments (2002)Are stock returns a leading indicator for…The Econometrics of Financial Markets (2012)The Econometrics of Financial…A vector error correction model of the Singapore stock market (2000)A vector error correction mod…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Consumer Sentiment and the Stock Market (1999)Consumer Sentiment and the St…Cointegration and causality between macroeconomic variables and stock market returns (1999)Cointegration and causality b…Causal relations among stock returns and macroeconomic variables in a small, open economy (1999)Causal relations among stock …International evidence on the stock market and aggregate economic activity (1998)International evidence on the…Stock Ownership Patterns, Stock Market Fluctuations, and Consumption (1995)Stock Ownership Patterns, Sto…The Stock Market, Profit, and Investment (1993)The Stock Market, Profit, and…Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)Causal Relations Among Stock …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIThe Stock Market and Investment: Is the Market a Sideshow? (1990)The Stock Market and Investme…The Stock Market and Investment (1990)The Stock Market and Investme…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Macroeconomics and Reality (1980)On Stock Market Returns and Monetary Policy (1997)Oil price shocks and stock market activity (1999)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)A General Equilibrium Approach To Monetary Theory (1969)Stock Returns, Real Activity, Inflation, and Money (1981)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Stock Returns and Real Activity: A Century of Evidence (1990)Contrarian Investment, Extrapolation, and Risk (1993)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Rational Capital Budgeting In An Irrational World (1996)When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2002)The Stock Market and Corporate Investment: A Test of Catering Theory (2008)Do stock market liberalizations cause investment booms? (2000)Chapter 18 A survey of behavioral finance (2003)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited
  • 1990The Stock Market and Investment691 cited
  • 1993The Stock Market, Profit, and Investment638 cited
  • 1992Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation551 cited
  • 2000A vector error correction model of the Singapore stock market446 cited
  • 1999Cointegration and causality between macroeconomic variables and stock market returns361 cited
  • 1995Stock Ownership Patterns, Stock Market Fluctuations, and Consumption331 cited
  • 1998International evidence on the stock market and aggregate economic activity329 cited
  • 1999Causal relations among stock returns and macroeconomic variables in a small, open economy289 cited

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  • 1999Consumer Sentiment and the Stock Market208 cited
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