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The Trouble with Econometric Models
6 references·8 citing·50 second hop
The Trouble with Econometric Models (1982)The Trouble with Econometric ModelsInterpreting Economic Time Series (1981)Interpreting Economic Time Se…Testing for causality (1980)Testing for causalitySTOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY (1977)STOCK RETURNS, MONEY SUPPLY A…Spot rates, forward rates and exchange market efficiency (1977)Spot rates, forward rates and…The effects of dividend yield and dividend policy on common stock prices and returns (1974)The effects of dividend yield…Money and stock prices (1974)Money and stock pricesNeural Network Models for Stock Selection Based on Fundamental Analysis (2019)Neural Network Models for Sto…The impact of volatility derivatives on S&P500 volatility (2009)The impact of volatility deri…Sensitivity analyses of anomalies in developed stock markets (2001)Sensitivity analyses of anoma…Fischer Black (1995)Fischer BlackThe Stability of Money Demand, Its Interest Sensitivity and Some Implications for Money as a Policy Guide (1989)The Stability of Money Demand…Toward a Kantian Socio-Economics (1987)Toward a Kantian Socio-Econom…The causal relationship between futures price volatility and the cash price volatility of GNMA securities (1986)The causal relationship betwe…Noise (1986)NoiseInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Some recent development in a concept of causality (1988)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Testing for Granger non-causality in heterogeneous panels (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)Stock returns and inflation (1987)Stock prices and the effective exchange rate of the dollar (1992)The Structure of Scientific Revolutions (1963)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth (2002)Convergence to market efficiency of top gainers (2010)Dividend Policy, Growth, and the Valuation of Shares (1961)The relationship between return and market value of common stocks (1981)Asset pricing and the bid-ask spread (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Logic of Collective Action (1965)The Logic of Collective Action. (1966)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)AN ECONOMIC ANALYSIS OF PERSONAL DEBT (1990)The economics of preference change: The case of arts therapy (1997)Behavioural economics and social economics: opportunities for an expanded curriculum (2018)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Empirical exchange rate models of the seventies (1983)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)The Efficient Market Hypothesis and Its Critics (2003)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Rational Expectations and the Theory of Price Movements (1961)MONEY, INCOME, AND CAUSALITY (1972)On Stock Market Returns and Monetary Policy (1997)The Behavior of Stock-Market Prices (1965)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock returns of Tehran exchange using LSTM neural network and feature engineering technique (2021)A comprehensive decision support system for stock investment decisions (2022)A time-varying stock portfolio selection model based on optimized PSO-BiLSTM and multi-objective mathematical programming under budget constraints (2023)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)Efficient Capital Markets: II (1991)Contrarian Investment, Extrapolation, and Risk (1994)Investor Psychology and Security Market Under‐ and Overreactions (1998)Business Cycles: Real Facts and a Monetary Myth (1990)Chapter 51 Structural estimation of markov decision processes (1994)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)
this work references cited by second hop

References

  • 1980Testing for causality1,747 cited
  • 1974The effects of dividend yield and dividend policy on common stock prices and returns1,002 cited
  • 1981Interpreting Economic Time Series246 cited
  • 1977Spot rates, forward rates and exchange market efficiency195 cited
  • 1974Money and stock prices194 cited
  • 1977STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY133 cited

Cited by

  • 1986Noise1,783 cited
  • 2019Neural Network Models for Stock Selection Based on Fundamental Analysis42 cited
  • 1987Toward a Kantian Socio-Economics30 cited
  • 2001Sensitivity analyses of anomalies in developed stock markets25 cited
  • 1986The causal relationship between futures price volatility and the cash price volatility of GNMA securities21 cited
  • 2009The impact of volatility derivatives on S&P500 volatility17 cited
  • 1995Fischer Black16 cited
  • 1989The Stability of Money Demand, Its Interest Sensitivity and Some Implications for Money as a Policy Guide9 cited

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