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Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US
16 references·0 citing·40 second hop
Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US (2014)Firms’ fundamentals, macroeconomic variab…The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)The Spline-GARCH Model for Lo…Asset Pricing: Revised Edition (2005)Asset Pricing: Revised EditionWhat Moves Stock Prices? (1988)What Moves Stock Prices?Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods (1983)Estimating Dynamic Random Eff…Serial Correlation and the Fixed Effects Model (1982)Serial Correlation and the Fi…RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS (1982)RISK PERCEPTION IN PSYCHOLOGY…Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Advertising and Aggregate Consumption: An Analysis of Causality (1980)Advertising and Aggregate Con…Predictability of Stock Market Prices. (1971)Predictability of Stock Marke…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Dividends, Earnings, and Stock Prices (1959)Dividends, Earnings, and Stoc…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Design of Experiments (1936)Design of ExperimentsEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Pooling of Time Series and Cross Section Data (1978)Formulation and estimation of dynamic models using panel data (1982)On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)Estimating dynamic panel data models: a guide for macroeconomists (1999)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Generalized autoregressive conditional heteroskedasticity (1986)Econometric Analysis of Cross Section and Panel Data (2001)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)The Determinants of Stock and Bond Return Comovements (2010)Realized GARCH: a joint model for returns and realized measures of volatility (2011)THE DESIGN OF OPTIMUM MULTIFACTORIAL EXPERIMENTS (1946)Observational Study of Behavior: Sampling Methods (1974)Effect size, confidence interval and statistical significance: a practical guide for biologists (2007)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)A Life Cycle Theory of the Firm (1972)Value-Enhancing Capabilities of CSR: A Brief Review of Contemporary Literature (2014)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1936Design of Experiments4,949 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 1959Dividends, Earnings, and Stock Prices1,301 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes878 cited
  • 1982Serial Correlation and the Fixed Effects Model861 cited
  • 2005Asset Pricing: Revised Edition718 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 1982RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS544 cited
  • 1983Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods406 cited
  • 1971Predictability of Stock Market Prices.

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