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Stock market booms and real economic activity
16 references·12 citing·40 second hop
Stock market booms and real economic activity (2000)Stock market booms and real economic acti…Valuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)Causal Relations Among Stock …Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…The 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…The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Stock Returns and Real Activity: A Century of Evidence (1990)Stock Returns and Real Activi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Dividend yields and expected stock returns (1988)Dividend yields and expected …An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries (2018)Time-varying predictive conte…Macroeconomic conditions, financial constraints, and firms’ financing decisions (2018)Macroeconomic conditions, fin…A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets (2017)A tripartite inquiry into vol…The troika of business cycle, efficiency and volatility. An East Asian perspective (2014)The troika of business cycle,…Financial variables and economic activity in the Nordic countries (2014)Financial variables and econo…MACROECONOMIC INDICATORS AND THEIR IMPACT ON STOCK MARKET PERFORMANCE IN THE SHORT AND LONG RUN: THE CASE OF THE BALTIC STATES / MAKROEKONOMINIAI RODIKLIAI IR JŲ ĮTAKA AKCIJŲ RINKOS INDEKSUI TRUMPUOJU IR ILGUOJU LAIKOTARPIU: BALTIJOS ŠALIŲ ATVEJIS (2010)MACROECONOMIC INDICATORS AND …Equity prices and macroeconomic fundamentals: International evidence (2010)Equity prices and macroeconom…The Short-Run Relationship between Stock Market Prices and Macroeconomic Variables in Lithuania: An Application of the Impulse Response Function (2009)The Short-Run Relationship be…Stock returns and economic activity in mature and emerging markets (2008)Stock returns and economic ac…Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s? (2003)Stock returns and real activi…How important are fundamentals?—Evidence from a structural VAR model for the stock markets in the US, Japan and Europe (2003)How important are fundamental…Does the stock market still lead real activity? — An investigation for the G-7 countries (2001)Does the stock market still l…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Asset Prices in an Exchange Economy (1978)A Theory of the Term Structure of Interest Rates (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Strategic Asset Allocation (2002)Equity Portfolio Diversification (2008)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)Common risk factors in the returns on stocks and bonds (1993)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Oil prices and the stock prices of alternative energy companies (2007)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Expected Stock Returns and Variance Risk Premia (2009)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
  • 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited
  • 1990Stock Returns and Real Activity: A Century of Evidence733 cited
  • 1990The Stock Market and Investment691 cited
  • 1992Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation551 cited

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1997
Stock Return Predictability and The Role of Monetary Policy
541 cited

Cited by

  • 2003Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?83 cited
  • 2010Equity prices and macroeconomic fundamentals: International evidence76 cited
  • 2008Stock returns and economic activity in mature and emerging markets73 cited
  • 2009The Short-Run Relationship between Stock Market Prices and Macroeconomic Variables in Lithuania: An Application of the Impulse Response Function70 cited
  • 2010MACROECONOMIC INDICATORS AND THEIR IMPACT ON STOCK MARKET PERFORMANCE IN THE SHORT AND LONG RUN: THE CASE OF THE BALTIC STATES / MAKROEKONOMINIAI RODIKLIAI IR JŲ ĮTAKA AKCIJŲ RINKOS INDEKSUI TRUMPUOJU IR ILGUOJU LAIKOTARPIU: BALTIJOS ŠALIŲ ATVEJIS62 cited
  • 2018Macroeconomic conditions, financial constraints, and firms’ financing decisions59 cited
  • 2003How important are fundamentals?—Evidence from a structural VAR model for the stock markets in the US, Japan and Europe58 cited
  • 2017A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets34 cited
  • 2001Does the stock market still lead real activity? — An investigation for the G-7 countries28 cited
  • 2014The troika of business cycle, efficiency and volatility. An East Asian perspective23 cited
  • 2014Financial variables and economic activity in the Nordic countries20 cited
  • 2018Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries16 cited