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An empirical study of the relation between stock price and EPS in panel data: Korea case
16 references·0 citing·30 second hopsampled
An empirical study of the relation between stock price and EPS in panel data: Korea case (2006)An empirical study of the relation betwee…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Purchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…Cointegration: how short is the long run? (1991)Cointegration: how short is t…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Stock prices, earnings, and expected dividends (1988)Stock prices, earnings, and e…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Stock Prices, Earnings and Expected Dividends (1988)Stock Prices, Earnings and Ex…Dividend yields and expected stock returns (1988)Dividend yields and expected …INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient Capital Markets: II (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for Error Correction in Panel Data* (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Panel cointegration tests of the Fisher effect (2007)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
  • 1988Stock Prices, Earnings and Expected Dividends2,651 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1988Stock prices, earnings, and expected dividends567 cited
  • 1991Cointegration: how short is the long run?564 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float

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526 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
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