SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Econometric Aspects of the Variance-Bounds Tests: A Survey
16 references·16 citing·32 second hopsampled
Econometric Aspects of the Variance-Bounds Tests: A Survey (1991)Econometric Aspects of the Variance-Bound…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Mean reversion in stock prices (1988)Mean reversion in stock pricesMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The equity premium: A puzzle (1985)The equity premium: A puzzleDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…The General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Risk aversion, investor information and stock market volatility (2014)Risk aversion, investor infor…Rational Speculators, Contrarians, and Excess Volatility (2014)Rational Speculators, Contrar…The Dividend Pricing Model: New Evidence from the Korean Housing Market (2006)The Dividend Pricing Model: N…Market Valuation and Employee Stock Options (2006)Market Valuation and Employee…An Empirical Test of the Accounting‐Based Residual Income Model and the Traditional Dividend Discount Model (2005)An Empirical Test of the Acco…Do US stock prices deviate from their fundamental values? Some new evidence (2003)Do US stock prices deviate fr…Dividend Pricing Models and REITs (2003)Dividend Pricing Models and R…Stock Market Volatility in a Heterogeneous Information Economy (2002)Stock Market Volatility in a …Stock market short-termism—an international perspective (2002)Stock market short-termism—an…Aggregate Dividend Behavior and Permanent Earnings Hypothesis (2001)Aggregate Dividend Behavior a…Soft Exchange Rate Bands and Speculative Attacks: Theory, and Evidence from the Erm Since August 1993 (1998)Soft Exchange Rate Bands and …Participation Costs, Trend Chasing, and Volatility of Stock Prices (1998)Participation Costs, Trend Ch…Efficient Markets, Fundamentals, and Crashes (1998)Efficient Markets, Fundamenta…Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (1995)Fundamentals and bubbles in a…Chapter 5 Theory and empirical testing of asset pricing models (1995)Chapter 5 Theory and empirica…Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders (1993)Stock Price Volatility, Ordin…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)The relationship between return and market value of common stocks (1981)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Efficient Market Hypothesis and Its Critics (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1937The General Theory of Employment5,168 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1991
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
1,703 cited

Cited by

  • 1993Stock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders85 cited
  • 2002Stock market short-termism—an international perspective73 cited
  • 2005An Empirical Test of the Accounting‐Based Residual Income Model and the Traditional Dividend Discount Model65 cited
  • 1998Participation Costs, Trend Chasing, and Volatility of Stock Prices63 cited
  • 1995Chapter 5 Theory and empirical testing of asset pricing models59 cited
  • 2006The Dividend Pricing Model: New Evidence from the Korean Housing Market56 cited
  • 2003Dividend Pricing Models and REITs55 cited
  • 2002Stock Market Volatility in a Heterogeneous Information Economy54 cited
  • 2014Rational Speculators, Contrarians, and Excess Volatility53 cited
  • 2003Do US stock prices deviate from their fundamental values? Some new evidence53 cited
  • 1998Soft Exchange Rate Bands and Speculative Attacks: Theory, and Evidence from the Erm Since August 199345 cited
  • 2014Risk aversion, investor information and stock market volatility37 cited
  • 1998Efficient Markets, Fundamentals, and Crashes27 cited
  • 1995Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices23 cited
  • 2006Market Valuation and Employee Stock Options22 cited
  • 2001Aggregate Dividend Behavior and Permanent Earnings Hypothesis17 cited