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Under/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings
16 references·3 citing·48 second hop
Under/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings (2011)Under/Over-Valuation of the Stock Market …Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …Innovation and productivity in SMEs: empirical evidence for Italy (2009)Innovation and productivity i…Risk Aversion, Wealth, and Background Risk (2008)Risk Aversion, Wealth, and Ba…Bank profitability and the business cycle (2008)Bank profitability and the bu…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…Expected EPS and EPS Growth as Determinantsof Value (2005)Expected EPS and EPS Growth a…Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Equity Premia as Low as Three…Irrational Exuberance (2000)Irrational ExuberanceInefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism? (1999)Inefficiency in Analysts' Ear…Analyst Forecasts and Herding Behavior: (1994)Analyst Forecasts and Herding…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The Cyclical Component of U. S. Economic Activity (1987)The Cyclical Component of U. …Univariate detrending methods with stochastic trends (1986)Univariate detrending methods…Trends and Cycles in Macroeconomic Time Series (1985)Trends and Cycles in Macroeco…The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…Informational Effects of Monetary Policy (2015)Informational Effects of Mone…Shadow Banks and Macroeconomic Instability (2014)Shadow Banks and Macroeconomi…Central Bank and Government in a Speculative Attack Model (2013)Central Bank and Government i…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Principles of Corporate Finance. (1981)Valuation and Clean Surplus Accounting for Operating and Financial Activities* (1995)Disclosure level and the cost of equity capital. (1997)PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital (2004)Political connections and the cost of equity capital (2012)Corporate social responsibility disclosure and the cost of equity capital: The roles of stakeholder orientation and financial transparency (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The relationship between return and market value of common stocks (1981)Noise (1986)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Chapter 18 A survey of behavioral finance (2003)On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research (1989)Mutual Fund Herding and the Impact on Stock Prices (1999)Capital markets research in accounting (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)The equity premium: A puzzle (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Equity Premium (2002)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)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The role of bank capital in the propagation of shocks (2009)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)Advances in prospect theory: Cumulative representation of uncertainty (1992)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Are Risk Aversion and Impatience Related to Cognitive Ability? (2010)Global Evidence on Economic Preferences* (2018)Globalization and its Discontents (2001)Investor Sentiment and the Cross-Section of Stock Returns (2003)The short of it: Investor sentiment and anomalies (2011)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets1,516 cited
  • 2000Irrational Exuberance1,515 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2005Expected EPS and EPS Growth as Determinantsof Value1,414 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2008Risk Aversion, Wealth, and Background Risk1,054 cited
  • 1994Analyst Forecasts and Herding Behavior:943 cited
  • 2009Innovation and productivity in SMEs: empirical evidence for Italy860 cited
  • 1986Univariate detrending methods with stochastic trends851 cited
  • 2008Bank profitability and the business cycle801 cited
  • 1999Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?766 cited
  • 1987The Cyclical Component of U. S. Economic Activity

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741 cited
  • 1985Trends and Cycles in Macroeconomic Time Series688 cited
  • Cited by

    • 2013Central Bank and Government in a Speculative Attack Model26 cited
    • 2014Shadow Banks and Macroeconomic Instability26 cited
    • 2015Informational Effects of Monetary Policy14 cited