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Stock Prices and Fundamentals
16 references·16 citing·42 second hopsampled
Stock Prices and Fundamentals (1999)Stock Prices and FundamentalsThe Economics of Risk and Time (2001)The Economics of Risk and TimeBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Asset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…Why do so Few Hold Stocks? (1995)Why do so Few Hold Stocks?Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Dividend yields and expected stock returns (1988)Dividend yields and expected …The equity premium: A puzzle (1985)The equity premium: A puzzlePrinciples of Corporate Finance. (1981)Principles of Corporate Finan…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world (2021)Immunizing markets against th…Political activism, information costs, and stock market participation (2012)Political activism, informati…Inequality, stock market participation, and the equity premium (2012)Inequality, stock market part…Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios (2011)Twin Picks: Disentangling the…Nonlinear mean reversion in stock prices (2007)Nonlinear mean reversion in s…Neighbors Matter: Causal Community Effects and Stock Market Participation (2007)Neighbors Matter: Causal Comm…Do Stock Prices Influence Corporate Decisions? Evidence from the Technology Bubble (2007)Do Stock Prices Influence Cor…Chapter 61 Intertemporal Substitution and Risk Aversion (2007)Chapter 61 Intertemporal Subs…The long-run equity risk premium (2005)The long-run equity risk prem…The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2004)The Declining Equity Premium:…The present value model of U.S. stock prices redux: a new testing strategy and some evidence (2003)The present value model of U.…Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s? (2003)Stock returns and real activi…Low-Frequency Movements in Stock Prices: A State-Space Decomposition (2002)Low-Frequency Movements in St…The Consumption Risk of the Stock Market (2001)The Consumption Risk of the S…Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices (2001)Catching Up with the Joneses:…The Declining U.S. Equity Premium (2000)The Declining U.S. Equity Pre…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)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)An Intertemporal Capital Asset Pricing Model (1973)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Equity Portfolio Diversification (2008)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)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)Time to Build and Aggregate Fluctuations (1982)ARCH modeling in finance (1992)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Efficient Market Hypothesis and Its Critics (2003)Expected stock returns and volatility (1987)Business conditions and expected returns on stocks and bonds (1989)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Expected Stock Returns and Variance Risk Premia (2009)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)The theory and practice of corporate finance: evidence from the field (2001)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1981Principles of Corporate Finance.3,634 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1995Why do so Few Hold Stocks?1,078 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 1979

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Inflation, Rational Valuation and the Market
944 cited

Cited by

  • 2012Inequality, stock market participation, and the equity premium156 cited
  • 2001Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices149 cited
  • 2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world139 cited
  • 2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition119 cited
  • 2007Neighbors Matter: Causal Community Effects and Stock Market Participation109 cited
  • 2000The Declining U.S. Equity Premium109 cited
  • 2007Chapter 61 Intertemporal Substitution and Risk Aversion107 cited
  • 2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios104 cited
  • 2005The long-run equity risk premium101 cited
  • 2001The Consumption Risk of the Stock Market101 cited
  • 2012Political activism, information costs, and stock market participation94 cited
  • 2007Do Stock Prices Influence Corporate Decisions? Evidence from the Technology Bubble84 cited
  • 2003The present value model of U.S. stock prices redux: a new testing strategy and some evidence84 cited
  • 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?84 cited
  • 2007Nonlinear mean reversion in stock prices83 cited
  • 2003Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?83 cited