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The US stock market and the global economic crisis
16 references·1 citing·36 second hop
The US stock market and the global economic crisis (1999)The US stock market and the global econom…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (2002)Junior Can't Borrow: A New Pe…The computer revolution: an economic perspective (1998)The computer revolution: an e…Anomalies: The Equity Premium Puzzle (1997)Anomalies: The Equity Premium…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Stocks for the Long Run (1994)Stocks for the Long RunMyopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Inflation, Bankruptcy, Default Premia and the Stock Market (1986)Inflation, Bankruptcy, Defaul…The equity premium: A puzzle (1985)The equity premium: A puzzleWhy Do Companies Pay Dividends? (1979)Why Do Companies Pay Dividend…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Inflation and the Stock Market (1978)Inflation and the Stock MarketOn a Correct Measure of Inflation (1973)On a Correct Measure of Infla…The Investment, Financing, and Valuation of the Corporation (1963)The Investment, Financing, an…Is There a Risk Premium Puzzle in Real Estate? (2003)Is There a Risk Premium Puzzl…Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Output Fluctuations in the United States: What Has Changed since the Early 1980's?A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Diversification in Banking: Is Noninterest Income the Answer? (2004)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Asset Prices in an Exchange Economy (1978)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Stock price volatility and equity premium (2001)Asset pricing with idiosyncratic risk and overlapping generations (2007)Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing (2014)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Asset Pricing at the Millennium (2000)Beyond Greed and Fear (2002)Behavioral finance (2003)Global Stock Markets in the Twentieth Century (1999)A multivariate model of strategic asset allocation (2002)Sources of Lifetime Inequality (2011)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
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  • 1985The equity premium: A puzzle5,785 cited
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  • 1998The computer revolution: an economic perspective235 cited
  • 1986Inflation, Bankruptcy, Default Premia and the Stock Market153 cited
  • 1979Why Do Companies Pay Dividends?132 cited

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  • 2003Is There a Risk Premium Puzzle in Real Estate?64 cited