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Share Prices and Investment
16 references·5 citing·38 second hop
Share Prices and Investment (1996)Share Prices and InvestmentCritical Values for Cointegration Tests (2010)Critical Values for Cointegra…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Tobin's Marginal q and Averag…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Specification Tests in Econometrics (1978)Specification Tests in Econom…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A General Equilibrium Approach To Monetary Theory (1969)A General Equilibrium Approac…The real effects of primary and secondary equity markets on firm performance (2017)The real effects of primary a…New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption (2010)New International Evidence on…The Bank Capital Channel and Counter-Cyclical Prudential Regulation in a DSGE model (2009)The Bank Capital Channel and …Macroeconomic uncertainty and conditional stock‐price volatility in frontier African markets (2009)Macroeconomic uncertainty and…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Estimation for Autoregressive Processes with Unit Roots (1979)Testing for unit roots in heterogeneous panels (2003)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Illiquidity and stock returns: cross-section and time-series effects (2002)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Time to Build and Aggregate Fluctuations (1982)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)Corporate social responsibility and access to finance (2013)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1978Specification Tests in Econometrics19,451 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,501 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1988Trends and random walks in macroeconomic time series2,454 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications

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1,875 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,331 cited
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    • 2000Monetary Policy and Asset Price Volatility1,274 cited
    • 2009Macroeconomic uncertainty and conditional stock‐price volatility in frontier African markets55 cited
    • 2009The Bank Capital Channel and Counter-Cyclical Prudential Regulation in a DSGE model20 cited
    • 2010New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption10 cited
    • 2017The real effects of primary and secondary equity markets on firm performance10 cited