SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Can institutions and macroeconomic factors predict stock returns in emerging markets?
16 references·13 citing·41 second hop
Can institutions and macroeconomic factors predict stock returns in emerging markets? (2014)Can institutions and macroeconomic factor…What Matters in Corporate Governance? (2008)What Matters in Corporate Gov…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Do Institutions Cause Growth? (2004)Do Institutions Cause Growth?Corporate Governance and Equity Prices (2003)Corporate Governance and Equi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Investor protection and corporate governance (2000)Investor protection and corpo…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Law, Finance, and Firm Growth (1998)Law, Finance, and Firm GrowthLaw and Finance (1998)Law and FinanceLegal Determinants of External Finance (1997)Legal Determinants of Externa…A Survey of Corporate Governance (1997)A Survey of Corporate Governa…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Stock price prediction using principal components (2020)Stock price prediction using …Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter? (2020)Nonlinearity in stock returns…Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry (2019)Which is the best: A comparis…Can stale oil price news predict stock returns? (2019)Can stale oil price news pred…Forecasting the aggregate oil price volatility in a data-rich environment (2018)Forecasting the aggregate oil…Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets (2016)Interest rate dynamic effect …Testing for stock return predictability in a large Chinese panel (2015)Testing for stock return pred…Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors (2015)Predicting asset returns in t…Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas (2015)Modeling dependence structure…Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory (2015)Does the vector error correct…Do order imbalances predict Chinese stock returns? New evidence from intraday data (2015)Do order imbalances predict C…Can governance quality predict stock market returns? New global evidence (2015)Can governance quality predic…Importance of skewness in decision making: Evidence from the Indian stock exchange (2014)Importance of skewness in dec…What Do We Know about Capital Structure? Some Evidence from International Data (1995)Corporate Ownership Around the World (1999)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)Empirical Asset Pricing via Machine Learning (2020)The Problem of Social Cost (1960)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Earnings management and investor protection: an international comparison (2003)Law, finance, and economic growth in China (2005)On the mechanics of economic development (1988)Institutions, Institutional Change and Economic Performance (1990)Handbook of Economic Growth (2005)Private credit in 129 countries☆ (2007)The Economic Consequences of Legal Origins (2008)The Nature of the Firm (1937)Separation of Ownership and Control (1983)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)How do family ownership, control and management affect firm value? (2005)How does financial reporting quality relate to investment efficiency? (2009)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1998Law and Finance17,902 cited
  • 1997A Survey of Corporate Governance16,237 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 2000Investor protection and corporate governance6,847 cited
  • 2003Corporate Governance and Equity Prices6,115 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2004Do Institutions Cause Growth?3,964 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2008What Matters in Corporate Governance?2,903 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1998Law, Finance, and Firm Growth2,452 cited
  • 2001

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

Consumption, Aggregate Wealth, and Expected Stock Returns
2,187 cited

Cited by

  • 2018Forecasting the aggregate oil price volatility in a data-rich environment93 cited
  • 2019Can stale oil price news predict stock returns?89 cited
  • 2015Can governance quality predict stock market returns? New global evidence54 cited
  • 2020Stock price prediction using principal components50 cited
  • 2015Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory46 cited
  • 2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas45 cited
  • 2015Do order imbalances predict Chinese stock returns? New evidence from intraday data43 cited
  • 2020Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?41 cited
  • 2019Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry39 cited
  • 2015Testing for stock return predictability in a large Chinese panel36 cited
  • 2016Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets35 cited
  • 2015Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors33 cited
  • 2014Importance of skewness in decision making: Evidence from the Indian stock exchange31 cited