SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Valuation ratios and long‐horizon stock price predictability
16 references·5 citing·47 second hop
Valuation ratios and long‐horizon stock price predictability (2005)Valuation ratios and long‐horizon stock p…Why is it so difficult to beat the random walk forecast of exchange rates? (2003)Why is it so difficult to bea…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Inefficient Markets (2000)Inefficient MarketsPredictive regressions (1999)Predictive regressionsValuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…Book-to-market, dividend yield, and expected market returns: A time-series analysis (1997)Book-to-market, dividend yiel…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Dividend yields and expected stock returns (1988)Dividend yields and expected …IMPACT OF EARNING PER SHARE AND PRICE EARNINGS RATIO ON MARKET PRICE OF SHARE: A STUDY ON AUTO SECTOR IN INDIA (2017)IMPACT OF EARNING PER SHARE A…The real-life performance of market timing with moving average and time-series momentum rules (2014)The real-life performance of …South African stock return predictability in the context data mining: The role of financial variables and international stock returns (2012)South African stock return pr…FINANCIAL INFORMATION FRAUD RISK WARNING FOR MANUFACTURING INDUSTRY -U SING LOGISTIC REGRESSION AND NEURAL NETWORK (2011)FINANCIAL INFORMATION FRAUD R…Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model (2006)Bubbles in the dividend–price…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)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 (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Expected Stock Returns and Variance Risk Premia (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The short of it: Investor sentiment and anomalies (2011)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Common risk factors in the returns on stocks and bonds (1993)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Value Premium (2005)The impact of institutional trading on stock prices (1992)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1999Predictive regressions1,614 cited
  • 2000Inefficient Markets1,253 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation804 cited
  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
  • Cited by

    • 2006Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model52 cited
    • 2014The real-life performance of market timing with moving average and time-series momentum rules45 cited
    • 2012South African stock return predictability in the context data mining: The role of financial variables and international stock returns40 cited
    • 2017IMPACT OF EARNING PER SHARE AND PRICE EARNINGS RATIO ON MARKET PRICE OF SHARE: A STUDY ON AUTO SECTOR IN INDIA37 cited
    • 2011FINANCIAL INFORMATION FRAUD RISK WARNING FOR MANUFACTURING INDUSTRY -U SING LOGISTIC REGRESSION AND NEURAL NETWORK19 cited