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Testing for a time-varying risk premium in the returns to U.S. farmland
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Testing for a time-varying risk premium in the returns to U.S. farmland (1995)Testing for a time-varying risk premium i…Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio (2016)Equilibrium in an Imperfect M…Fads versus Fundamentals in Farmland Prices (1998)Fads versus Fundamentals in F…Formally Testing the Present Value Model of Farmland Prices (1991)Formally Testing the Present …A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…An Examination of Farm Sector Real Asset Dynamics: 1910–85 (1987)An Examination of Farm Sector…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…Econometric Modeling of the Capitalization Formula for Farmland Prices (1986)Econometric Modeling of the C…An Analysis of Growth of U.S. Farmland Prices, 1963–82 (1986)An Analysis of Growth of U.S.…Financial Theory and Corporate Policy. (1982)Financial Theory and Corporat…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Financial Theory and Corporate Policy. (1980)Financial Theory and Corporat…Capital Gains versus Current Income in the Farming Sector (1979)Capital Gains versus Current …The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Common-stock indexes (1939)Common-stock indexesLiquidity Preference as Behavior Towards Risk (1958)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Bank funding modes (1987)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Social Performance and Firm Risk: Impact of the Financial Crisis (2016)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)The Econometric Analysis of Time Series. (1983)Understanding Farmland Price Changes (1993)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Organizational Culture: Can It Be a Source of Sustained Competitive Advantage? (1986)Diversification's effect on firm value (1995)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Using artificial neural network models in stock market index prediction (2011)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Determinants of corporate social responsibility disclosure: An application of stakeholder theory (1992)Information Technology Effects on Firm Performance as Measured by Tobin's q (1999)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 1980Financial Theory and Corporate Policy.1,699 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1982Financial Theory and Corporate Policy.956 cited
  • 2016Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio542 cited
  • 1986Econometric Modeling of the Capitalization Formula for Farmland Prices250 cited
  • 1979Capital Gains versus Current Income in the Farming Sector226 cited
  • 1986An Analysis of Growth of U.S. Farmland Prices, 1963–82183 cited
  • 1991Formally Testing the Present Value Model of Farmland Prices161 cited
  • 1987An Examination of Farm Sector Real Asset Dynamics: 1910–85146 cited
  • 1939Common-stock indexes88 cited

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  • 1998Fads versus Fundamentals in Farmland Prices74 cited
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