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Exchange Rate Dynamics, Learning and Misperception
16 references·2 citing·46 second hop
Exchange Rate Dynamics, Learning and Misperception (2002)Exchange Rate Dynamics, Learning and Misp…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Impetuous Youngsters and Jaded Old-Timers: Acquiring a Reputation for Learning (1996)Impetuous Youngsters and Jade…Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Corporate Conservatism and Relative Compensation (1995)Corporate Conservatism and Re…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…ARCH modeling in finance (1992)ARCH modeling in financeYield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (1989)New Hope for the Expectations…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (1989)Changing Beliefs and Systemat…Herd Behavior and Investment (1988)Herd Behavior and InvestmentDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…A model of investor sentiment /A model of investor sentiment…New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates (2006)New Evidence on the Puzzles. …International transmission of transitory and persistent monetary shocks under imperfect information (2004)International transmission of…The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Rational Expectations and the Theory of Price Movements (1961)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)Empirical exchange rate models of the seventies (1983)The federal funds rate and the channels of monetary transmission (1989)Large Bayesian vector auto regressions (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Cross-Border Banking and Global Liquidity (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Term Premia and Interest Rate Forecasts in Affine Models (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1992ARCH modeling in finance4,288 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1996Impetuous Youngsters and Jaded Old-Timers: Acquiring a Reputation for Learning716 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1995Corporate Conservatism and Relative Compensation623 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 1989New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates336 cited

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  • 1989Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange256 cited
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    • 2006New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates19 cited
    • 2004International transmission of transitory and persistent monetary shocks under imperfect information16 cited