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Rational Versus Adaptive Expectations in Present Value Models
12 references·16 citing·38 second hop
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(1988)Dynamic Macroeconomic Theory.Dividend Innovations and Stock Price Volatility (1988)Dividend Innovations and Stoc…Mean 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…Tests of the Rational Expectations Hypothesis (1986)Tests of the Rational Expecta…Dividend Innovations and Stock Price Volatility (1986)Dividend Innovations and Stoc…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets? 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this work references cited by second hop

References

  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1988Dynamic Macroeconomic Theory.383 cited
  • 1988Dividend Innovations and Stock Price Volatility382 cited
  • 1986Tests of the Rational Expectations Hypothesis368 cited
  • 1986Dividend Innovations and Stock Price Volatility313 cited
  • 1988Stock Prices, Earnings and Expected Dividends218 cited

Cited by

  • 2000On information and market dynamics: The case of the U.S. beef market121 cited
  • 2019Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?108 cited
  • 2014House prices, expectations, and time-varying fundamentals70 cited
  • 2011

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

The Role of Information and Prices in the Nitrogen Fertilizer Management Decision: New Evidence from the Agricultural Resource Management Survey
50 cited
  • 2000Expectations, credibility, and disinflation in a small macroeconomic model43 cited
  • 2010Pattern-Based Expectations: International Experimental Evidence and Applications in Financial Economics42 cited
  • 2006LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL41 cited
  • 1993Money demand and inflation in Yugoslavia 1980–198938 cited
  • 2015A Dynamic Network Model of the Unsecured Interbank Lending Market38 cited
  • 2015Pricing strategy & practice36 cited
  • 1991Budget deficit and inflation: the Peruvian experience31 cited
  • 2011Usefulness of Adaptive and Rational Expectations in Economics31 cited
  • 1993A REGRESSION TEST OF THE PRESENT VALUE MODEL OF US FARMLAND PRICES29 cited
  • 2018Inflation dynamics and adaptive expectations in an estimated DSGE model27 cited
  • 1992The Monetary Dynamics of Sustained High Inflation: Taiwan, 1945-194917 cited
  • 2011The Indirect Impact of Price Deals on Households’ Purchase Decisions Through the Formation of Expected Future Prices16 cited