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THE STRUCTURE OF PERSONAL SECTOR SHORT‐TERM ASSET HOLDINGS
12 references·4 citing·41 second hop
THE STRUCTURE OF PERSONAL SECTOR SHORT‐TERM ASSET HOLDINGS (1986)THE STRUCTURE OF PERSONAL SECTOR SHORT‐TE…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…Preliminary results from a five-sector flow of funds model of the United Kingdom, 1972–77 (1984)Preliminary results from a fi…A BALANCED SYSTEM OF NATIONAL ACCOUNTS FOR THE UNITED KINGDOM (1984)A BALANCED SYSTEM OF NATIONAL…Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers' Expenditure in Canada (1983)Testing Restrictions in a Fle…Economics and Consumer Behavior (1980)Economics and Consumer Behavi…A Model of U.S. Financial and Nonfinancial Economic Behavior (1980)A Model of U.S. Financial and…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates (1977)Financial Flow Variables and …Inflation Expectations (1975)Inflation ExpectationsAn Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…The Precision of National Income Estimates (1942)The Precision of National Inc…Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India (2005)Portfolio Behaviour in a Flow…Modelling the composition of personal sector wealth in the UK (2004)Modelling the composition of …WHAT DETERMINES INSTITUTIONAL INVESTMENT? AN EXAMINATION OF UK PENSION FUNDS IN THE 1980s (1993)WHAT DETERMINES INSTITUTIONAL…Neoclassical Consumer Demand Theory and the Demand for Money (1991)Neoclassical Consumer Demand …Income, Saving and the Theory of Consumer Behavior. 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The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Time Series Analysis, Forecasting, and Control (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Introductory Econometrics for Finance (2008)Value and Capital (1939)Nonrational Actors and Financial Market Behavior (1991)Board of Governors of the Federal Reserve System (2001)Sovereign Debt Composition in Advanced Economies (2014)Which Investors Matter for Equity Valuations and Expected Returns? 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References

  • 1973An Intertemporal Capital Asset Pricing Model6,557 cited
  • 1980Economics and Consumer Behavior4,284 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 1975Inflation Expectations454 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 1983Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers' Expenditure in Canada276 cited
  • 1942The Precision of National Income Estimates232 cited
  • 1980A Model of U.S. Financial and Nonfinancial Economic Behavior136 cited
  • 1977Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates117 cited
  • 1984A BALANCED SYSTEM OF NATIONAL ACCOUNTS FOR THE UNITED KINGDOM39 cited
  • 1984Preliminary results from a five-sector flow of funds model of the United Kingdom, 1972–7724 cited

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  • 1991Neoclassical Consumer Demand Theory and the Demand for Money56 cited
  • 2005Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India

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18 cited
  • 1993WHAT DETERMINES INSTITUTIONAL INVESTMENT? AN EXAMINATION OF UK PENSION FUNDS IN THE 1980s16 cited
  • 2004Modelling the composition of personal sector wealth in the UK14 cited