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A REGRESSION TEST OF THE PRESENT VALUE MODEL OF US FARMLAND PRICES
14 references·3 citing·39 second hop
A REGRESSION TEST OF THE PRESENT VALUE MODEL OF US FARMLAND PRICES (1993)A REGRESSION TEST OF THE PRESENT VALUE MO…Rational Versus Adaptive Expectations in Present Value Models (1991)Rational Versus Adaptive Expe…Formally Testing the Present Value Model of Farmland Prices (1991)Formally Testing the Present …Do prices reflect market fundamentals in real estate markets? (1990)Do prices reflect market fund…Rational Versus Adaptive Expectations in Present Value Models (1989)Rational Versus Adaptive Expe…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…Econometric Modeling of the Capitalization Formula for Farmland Prices (1986)Econometric Modeling of the C…The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results (1985)The Present Value Model of St…An Unbiased Reexamination of Stock Market Volatility (1985)An Unbiased Reexamination of …Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence (1983)Excess Volatility in the Fina…The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Capital Gains versus Current Income in the Farming Sector (1979)Capital Gains versus Current …Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory (2008)Determinants of Iowa Cropland…Transaction Costs and the Present Value "Puzzle" of Farmland Prices (2002)Transaction Costs and the Pre…Seasonal variability, land values and willingness–to–pay for a forward wheat contract with protein premiums and discounts (1997)Seasonal variability, land va…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)The Determinants of the Variability of Stock Market Prices (1980)Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Fads and Stock Price Volatility Tests: A Partial Evaluation (1988)BUBBLES AND FADS IN ASSET PRICES (1989)Two Pillars of Asset Pricing (2014)Judgment under Uncertainty: Heuristics and Biases (1975)Macroeconomics and Reality (1980)Does the Stock Market Overreact? (1985)Price Dynamics in International Wheat Markets (1991)The Joint Influence of Agricultural and Nonfarm Factors on Real Estate Values: An Application to the Mid‐Atlantic Region (2001)Spatial Effects within the Agricultural Land Market in Northern Ireland (2003)Asset Prices in an Exchange Economy (1978)Efficient Capital Markets: II (1991)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Land Price Volatility in a Geographically Dispersed Market (1994)Fads versus Fundamentals in Farmland Prices (1998)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)Stock Prices and Social Dynamics (1984)Comovements in Stock Prices and Comovements in Dividends (1989)A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash (1996)An Analysis of Growth of U.S. Farmland Prices, 1963–82 (1986)The Determinants of the Migration of Labor out of Agriculture in the United States, 1940–85 (1990)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)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)
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References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 1983Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence293 cited
  • 1986Econometric Modeling of the Capitalization Formula for Farmland Prices250 cited
  • 1979Capital Gains versus Current Income in the Farming Sector226 cited
  • 1985An Unbiased Reexamination of Stock Market Volatility210 cited
  • 1991Formally Testing the Present Value Model of Farmland Prices161 cited
  • 1987An Examination of Farm Sector Real Asset Dynamics: 1910–85146 cited
  • 1989Rational Versus Adaptive Expectations in Present Value Models93 cited
  • 1991Rational Versus Adaptive Expectations in Present Value Models82 cited
  • 1990Do prices reflect market fundamentals in real estate markets?57 cited
  • 1985The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results44 cited

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  • 2002

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Transaction Costs and the Present Value "Puzzle" of Farmland Prices
25 cited
  • 2008Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory19 cited
  • 1997Seasonal variability, land values and willingness–to–pay for a forward wheat contract with protein premiums and discounts15 cited