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Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
16 references·16 citing·38 second hopsampled
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment (2002)Time-varying risk premia and the cost of …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Understanding Risk and Return (1993)Understanding Risk and ReturnThe Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Consumption, Income, and Inte…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1969A General Equilibrium Approach To Monetary Theory5,340 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
  • 1993Understanding Risk and Return1,797 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited

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Stock Returns, Expected Returns, and Real Activity
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Cited by

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  • 2011Investment-Based Corporate Bond Pricing133 cited
  • 2015Dividend Dynamics and the Term Structure of Dividend Strips132 cited
  • 2013The investment manifesto128 cited
  • 2015Expectations and Investment107 cited
  • 2003Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7*102 cited
  • 2017The Investment CAPM95 cited
  • 2014A neoclassical interpretation of momentum80 cited
  • 2011Government Investment and the Stock Market80 cited
  • 2018External Equity Financing Shocks, Financial Flows, and Asset Prices70 cited
  • 2020Equilibrium Asset Pricing with Leverage and Default70 cited
  • 2006Time-Varying Risk Premia and the Output Gap66 cited
  • 2002Expected Returns and Expected Dividend Growth62 cited
  • 2011New Orders and Asset Prices57 cited