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Demographics and financial asset prices in the major industrial economies
16 references·6 citing·35 second hop
Demographics and financial asset prices in the major industrial economies (2003)Demographics and financial asset prices i…Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)Utility Analysis and the Cons…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …International Portfolio Investment Flows (1997)International Portfolio Inves…Testing for Unit Roots in Heterogeneous Panels (1995)Testing for Unit Roots in Het…Home bias and high turnover (1995)Home bias and high turnoverStocks for the Long Run (1994)Stocks for the Long RunHome Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Home Bias in Equity Portfolio…Investor Diversification and International Equity Markets (1991)Investor Diversification and …The baby boom, the baby bust, and the housing market (1989)The baby boom, the baby bust,…Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Life Cycle, Individual Thrift, and the Wealth of Nations (1986)Life Cycle, Individual Thrift…The Role of Intergenerational Transfers in Aggregate Capital Accumulation (1980)The Role of Intergenerational…THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)THE LIFE CYCLE HYPOTHESIS OF …A history of interest rates (1963)A history of interest ratesA Theory of the Consumption Function (1958)A Theory of the Consumption F…Demographic Shift and the Financial Sector Stability: The Case of Japan (2013)Demographic Shift and the Fin…Population age structure and household portfolio choices in Italy (2009)Population age structure and …Aging Population, Pension Funds, and Financial Markets (2009)Aging Population, Pension Fun…The Population ageing in Italy: facts and impact on household portfolios (2007)The Population ageing in Ital…Demography and investment behavior of pension funds: evidence for Switzerland (2007)Demography and investment beh…Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssuesPolish Pension Funds, Does Th…Dividend Policy, Growth, and the Valuation of Shares (1961)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Econometric policy evaluation: A critique (1976)Capital markets research in accounting (2001)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Trying to Explain Home Bias in Equities and Consumption (1999)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)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)Common risk factors in the returns on stocks and bonds (1993)Time‐Varying World Market Integration (1995)The portfolio flows of international investors (2001)A Rational Expectations Model of Financial Contagion (2002)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)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)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)Anticipation and the Valuation of Delayed Consumption (1987)Understanding Consumption (1992)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Ricardian Approach to Budget Deficits (1989)The Demand for Unobservable and Other Nonpositional Goods (2016)
this work references cited by second hop

References

  • 1988Dividend yields and expected stock returns3,574 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 2013Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data2,508 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1963THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS2,011 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1986Life Cycle, Individual Thrift, and the Wealth of Nations1,274 cited
  • 1995Home bias and high turnover1,245 cited
  • 1958A Theory of the Consumption Function1,123 cited
  • 1989The baby boom, the baby bust, and the housing market966 cited
  • 1980The Role of Intergenerational Transfers in Aggregate Capital Accumulation736 cited
  • 1994Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium671 cited
  • 1963A history of interest rates619 cited
  • 1994Stocks for the Long Run567 cited

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1995
Testing for Unit Roots in Heterogeneous Panels
564 cited

Cited by

  • 2007Demography and investment behavior of pension funds: evidence for Switzerland33 cited
  • 2007The Population ageing in Italy: facts and impact on household portfolios30 cited
  • 2013Demographic Shift and the Financial Sector Stability: The Case of Japan28 cited
  • 2009Population age structure and household portfolio choices in Italy26 cited
  • 2009Aging Population, Pension Funds, and Financial Markets25 cited
  • n.d.Polish Pension Funds, Does The System Work? Cost, Efficiency and Performance MeasurementIssues25 cited