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NEW INDICES OF BRITISH EQUITY PRICES, 1870–1913
8 references·10 citing·48 second hop
NEW INDICES OF BRITISH EQUITY PRICES, 1870–1913 (2002)NEW INDICES OF BRITISH EQUITY PRICES, 187…Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange (2000)Regulatory lessons for emergi…Valuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…Forging Ahead and Falling Behind: The Rise and Relative Decline of the First Industrial Nation (1998)Forging Ahead and Falling Beh…A Longer Look at Dividend Yields (1995)A Longer Look at Dividend Yie…Patterns in Three Centuries of Stock Market Prices (1993)Patterns in Three Centuries o…Indexes of U.S. Stock Prices from 1802 to 1987 (1990)Indexes of U.S. Stock Prices …Industrial Structure, Capital Markets, and the Origins of British Economic Decline (1989)Industrial Structure, Capital…Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests (1989)Are UK Stock Prices Excessive…Technological revolutions and speculative finance: evidence from the British Bicycle Mania (2018)Technological revolutions and…Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization (2017)Market and Regional Segmentat…Financial Market History: Reflections on the Past for Investors Today (2016)Financial Market History: Ref…Long-run stock returns: evidence from Belgium 1838–2010 (2014)Long-run stock returns: evide…The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–1913 (2013)The first global emerging mar…Contingent capital and bank risk‐taking among British banks before the First World War1 (2012)Contingent capital and bank r…The rate of return on equity across industrial sectors on the British stock market, 1825-701 (2011)The rate of return on equity …Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–2005 (2011)Are blue chip stock market in…Taxation, regulation and the information efficiency of the Berlin stock exchange, 1892-1913 (2008)Taxation, regulation and the …A Re-Examination of the Historical Equity Risk Premium in Australia (2007)A Re-Examination of the Histo…The Problem of Social Cost (1960)Ownership Structure, Deregulation, and Bank Risk Taking (1990)Rethinking Bank Regulation: Till Angels Govern (2005)The Sharpe Ratio (1994)Monitoring the world economy, 1820-1992 (1996)The Delisting Bias in CRSP Data (1997)Wars, inflation and stock market returns in France, 1870–1945 (2012)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Does the Stock Market Overreact? (1985)Permanent and Temporary Components of Stock Prices (1988)Long term dependence in stock returns (1996)Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins (2002)A comment on measuring the Hurst exponent of financial time series (2004)Rational Expectations and the Theory of Price Movements (1961)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The equity premium: A puzzle (1985)GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets (1996)The Comovement of US and UK Stock Markets (2004)Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita (2008)Innovation and Growth in the Global Economy. (1993)Endogenous Growth Theory (1999)Globalization and Growth in the Twentieth Century (2000)British relative economic decline revisited: The role of competition (2011)American Economic Review (2019)The Return of Great Power Rivalry (2020)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Finance for small enterprise growth and poverty reduction in developing countries (2006)The evolution of the structure and performance of the London Stock Exchange in the first global financial market, 1812-1914 (2006)A General Financial Transaction Tax Motives, Revenues, Feasibility and Effects (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)Time Series Analysis: Forecasting and Control (1977)Expected stock returns and volatility (1987)Identifying Bull and Bear Markets in Stock Returns (2000)Corporate bond default risk: A 150-year perspective (2011)Market-wide attention, trading, and stock returns (2015)Dividend yields and expected stock returns (1988)Stock Prices, Earnings, and Expected Dividends (1988)Theory of Financial Decision Making. (1988)Permanent, Temporary, and Non-Fundamental Components of Stock Prices (1998)A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001)Predictive Regressions: A Present-Value Approach (2007)The Stock Market and Capital Accumulation (2001)Robust Portfolio Rules and Asset Pricing (2004)Forecasting Stock Returns (2013)Productivity Growth Reconsidered (1992)Capital Flows to the New World as an Intergenerational Transfer (1994)The Invention of Enterprise (2010)
this work references cited by second hop

References

  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
  • 1990Indexes of U.S. Stock Prices from 1802 to 1987356 cited
  • 1995A Longer Look at Dividend Yields147 cited
  • 1989Industrial Structure, Capital Markets, and the Origins of British Economic Decline132 cited
  • 1998Forging Ahead and Falling Behind: The Rise and Relative Decline of the First Industrial Nation106 cited
  • 1993Patterns in Three Centuries of Stock Market Prices89 cited
  • 2000Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange75 cited
  • 1989Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests64 cited

Cited by

  • 2012Contingent capital and bank risk‐taking among British banks before the First World War133 cited
  • 2011Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–200533 cited
  • 2017Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization32 cited
  • 2013The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–191331 cited
  • 2008Taxation, regulation and the information efficiency of the Berlin stock exchange, 1892-191330 cited
  • 2018

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Technological revolutions and speculative finance: evidence from the British Bicycle Mania
29 cited
  • 2011The rate of return on equity across industrial sectors on the British stock market, 1825-70129 cited
  • 2007A Re-Examination of the Historical Equity Risk Premium in Australia28 cited
  • 2016Financial Market History: Reflections on the Past for Investors Today26 cited
  • 2014Long-run stock returns: evidence from Belgium 1838–201026 cited