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Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model
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Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model (1994)Mean Reversion in Stock Prices: Implicati…Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Production-Based Asset Pricin…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (1991)Mean Reversion in Stock Price…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Government Spending in a Simple Model of Endogeneous Growth (1990)Government Spending in a Simp…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…On the mechanics of economic development (1988)On the mechanics of economic …Dividend yields and expected stock returns (1988)Dividend yields and expected …Time Series Regression with a Unit Root (1987)Time Series Regression with a…Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Does the Stock Market Rationally Reflect Fundamental Values? (1986)Does the Stock Market Rationa…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The General Theory of Employment, Interest and Money. (1936)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)The Economic Implications of Learning by Doing (1962)Human Capital (1983)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Contribution to the Empirics of Economic Growth (1992)Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)A Contribution to the Theory of Economic Growth (1956)Economic Growth in a Cross Section of Countries (1991)Income distribution, political instability, and investment (1996)Reopening the convergence debate: A new look at cross-country growth empirics (1996)The composition of public expenditure and economic growth (1996)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)
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References

  • 1988On the mechanics of economic development23,910 cited
  • 1986Increasing Returns and Long-Run Growth20,133 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1990Government Spending in a Simple Model of Endogeneous Growth6,333 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
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  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
  • 1991Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations1,125 cited

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  • 1991Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence469 cited
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