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The Determinants of the Variability of Stock Market Prices
6 references·16 citing·45 second hop
The Determinants of the Variability of Stock Market Prices (1980)The Determinants of the Variability of St…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSStock market volatility around national elections (2008)Stock market volatility aroun…ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)ECONOMETRIC TESTS OF ASSET PR…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…Luxury Goods and the Equity Premium (2004)Luxury Goods and the Equity P…Chapter 13 Consumption-based asset pricing (2003)Chapter 13 Consumption-based …Stock price volatility and equity premium (2001)Stock price volatility and eq…Explaining the Poor Performance of Consumption‐based Asset Pricing Models (2000)Explaining the Poor Performan…Chapter 19 Asset prices, consumption, and the business cycle (1999)Chapter 19 Asset prices, cons…Explaining the Variance of Price–Dividend Ratios (1992)Explaining the Variance of Pr…Asset returns and intertemporal preferences (1991)Asset returns and intertempor…BUBBLES AND FADS IN ASSET PRICES (1989)BUBBLES AND FADS IN ASSET PRI…Modeling the term structure of interest rates under non-separable utility and durability of goods (1986)Modeling the term structure o…Dividend Innovations and Stock Price Volatility (1986)Dividend Innovations and Stoc…Macroeconomics and finance: The role of the stock market (1984)Macroeconomics and finance: T…Risk, Inflation, and the Stock Market (1983)Risk, Inflation, and the Stoc…The Use of Volatility Measures in Assessing Market Efficiency* (1981)The Use of Volatility Measure…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? 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this work references cited by second hop

References

  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited

Cited by

  • 1992Explaining the Variance of Price–Dividend Ratios482 cited
  • 2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK*466 cited
  • 2008Stock market volatility around national elections435 cited
  • 1991Asset returns and intertemporal preferences383 cited
  • 2004Technical Analysis in Financial Markets372 cited
  • 1984Macroeconomics and finance: The role of the stock market360 cited
  • 2004Luxury Goods and the Equity Premium353 cited
  • 1983Risk, Inflation, and the Stock Market345 cited
  • 1981The Use of Volatility Measures in Assessing Market Efficiency*337 cited

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2003
Chapter 13 Consumption-based asset pricing
320 cited
  • 1999Chapter 19 Asset prices, consumption, and the business cycle317 cited
  • 2000Explaining the Poor Performance of Consumption‐based Asset Pricing Models313 cited
  • 1986Dividend Innovations and Stock Price Volatility313 cited
  • 1986Modeling the term structure of interest rates under non-separable utility and durability of goods298 cited
  • 2001Stock price volatility and equity premium298 cited
  • 1989BUBBLES AND FADS IN ASSET PRICES294 cited