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A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models
0 references·16 citing·51 second hopsampled
A rational expectations approach to macroeconometrics: Testing policy ineffectiveness and efficient-markets models (1985)A rational expectations approach to macro…Accounting Comparability, Financial Reporting Quality, and the Pricing of Accruals (2019)Accounting Comparability, Fin…Accounting anomalies and fundamental analysis: An alternative view (2010)Accounting anomalies and fund…On the relation between predictable market returns and predictable analyst forecast errors (2008)On the relation between predi…Will Monetary Policy Become More of a Science? (2007)Will Monetary Policy Become M…Regression-Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares (2007)Regression-Based Tests of the…The Persistence, Forecasting, and Valuation Implications of the Tax Change Component of Earnings (2006)The Persistence, Forecasting,…Implications of survival and data trimming for tests of market efficiency (2004)Implications of survival and …Sophistication-Related Differences in Investors' Models of the Relative Accuracy of Analysts' Forecast Revisions (2003)Sophistication-Related Differ…Does the Stock Market Fully Appreciate the Implications of Leading Indicators for Future Earnings? Evidence from Order Backlog (2003)Does the Stock Market Fully A…Information in Accruals About the Quality of Earnings (2001)Information in Accruals About…Delayed Security Price Adjustments to Financial Analysts' Forecasts of Annual Earnings (2001)Delayed Security Price Adjust…Modeling the Liquidity Effect of a Money Shock (1994)Modeling the Liquidity Effect…The integration of the real estate market and the stock market: Some preliminary evidence (1990)The integration of the real e…Econometric tests of rationality and market efficiency (1989)Econometric tests of rational…Is the dollar high because of large budget deficits? (1986)Is the dollar high because of…The Real Interest Rate: A Multi-Country Empirical Study (1984)The Real Interest Rate: A Mul…A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Asset returns and inflation (1977)Risk measurement when shares are subject to infrequent trading (1979)Real Estate Investment Trusts: A Review of the Financial Economics Literature (1995)Diversification Issues in Real Estate Investment (1999)The Causal Relationship Between Real Estate and Stock Markets (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Specification Tests in Econometrics (1978)Common risk factors in the returns on stocks and bonds (1993)Conservatism and Cross‐Sectional Variation in the Post–Earnings Announcement Drift (2006)The Informational Role of Bond Analysts (2009)Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A Survey of Some Recent Econometric Methods (1989)Cointegration and market efficiency in commodities futures markets (1994)The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literature (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Interest rates and risk premia in the stock market and in the foreign exchange market (1987)Political vs. currency premia in international real interest differentials (1988)Capital market integration in the Pacific Basin region: an impulse response analysis (1999)Short- Term Interest Rates as Predictors of Inflation (2021)Earnings Management During Import Relief Investigations (1991)Contrarian Investment, Extrapolation, and Risk (1994)Detecting Earnings Management. 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(2012)Removing predictable analyst forecast errors to improve implied cost of equity estimates (2013)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Value Relevance of Network Advantages: The Case of E–Commerce Firms (2003)The Effect of Research and Development (R&D) Inputs and Outputs on the Relation between the Uncertainty of Future Operating Performance and R&D Expenditures (2011)Changes in Operational Efficiency and Firm Performance: A Frontier Analysis Approach (2012)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)An Analysis of the Theories and Explanations Offered for the Mispricing of Accruals and Accrual Components (2006)The Market Reward for Achieving Analyst Earnings Expectations: Does Managing Expectations or Earnings Matter? 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  • 1990The integration of the real estate market and the stock market: Some preliminary evidence216 cited
  • 2003Does the Stock Market Fully Appreciate the Implications of Leading Indicators for Future Earnings? Evidence from Order Backlog205 cited
  • 2001Delayed Security Price Adjustments to Financial Analysts' Forecasts of Annual Earnings184 cited
  • 2008On the relation between predictable market returns and predictable analyst forecast errors146 cited
  • 2007Regression-Based Tests of the Market Pricing of Accounting Numbers: The Mishkin Test and Ordinary Least Squares145 cited
  • 1989Econometric tests of rationality and market efficiency136 cited
  • 2004Implications of survival and data trimming for tests of market efficiency131 cited
  • 2001Information in Accruals About the Quality of Earnings122 cited
  • 1984The Real Interest Rate: A Multi-Country Empirical Study121 cited
  • 2006The Persistence, Forecasting, and Valuation Implications of the Tax Change Component of Earnings121 cited
  • 1986Is the dollar high because of large budget deficits?120 cited
  • 1994Modeling the Liquidity Effect of a Money Shock118 cited
  • 2010Accounting anomalies and fundamental analysis: An alternative view113 cited
  • 2003

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Sophistication-Related Differences in Investors' Models of the Relative Accuracy of Analysts' Forecast Revisions
109 cited
  • 2019Accounting Comparability, Financial Reporting Quality, and the Pricing of Accruals99 cited
  • 2007Will Monetary Policy Become More of a Science?94 cited