SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Predictability of Returns and Cash Flows
16 references·15 citing·38 second hop
Predictability of Returns and Cash Flows (2010)Predictability of Returns and Cash FlowsThe Econometrics of Financial Markets (2012)The Econometrics of Financial…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIBusiness conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Asset returns and inflation (1977)Asset returns and inflationEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Oligopoly Lucas Tree (2021)The Oligopoly Lucas TreeBiases in long-horizon predictive regressions (2021)Biases in long-horizon predic…Cash-flow or return predictability at long horizons? The case of earnings yield (2020)Cash-flow or return predictab…Aggregate expected investment growth and stock market returns (2020)Aggregate expected investment…Machine learning in empirical asset pricing (2019)Machine learning in empirical…Why are REITS Currently So Expensive? (2018)Why are REITS Currently So Ex…Ambiguity and the historical equity premium (2018)Ambiguity and the historical …WEALTH MANAGEMENT THROUGH ROBO ADVISORY (2017)WEALTH MANAGEMENT THROUGH ROB…Predicting international stock returns with conditional price-to-fundamental ratios (2017)Predicting international stoc…Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory (2017)Are Stocks Riskier over the L…What moves international stock and bond markets? (2015)What moves international stoc…Credit conditions and stock return predictability (2015)Credit conditions and stock r…Shocks and Crashes (2014)Shocks and CrashesHeterogeneous Beliefs and Tests of Present Value Models (2013)Heterogeneous Beliefs and Tes…Government Investment and the Stock Market (2011)Government Investment and the…DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)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)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)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)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Comparing Predictive Accuracy (1994)Empirical Asset Pricing via Machine Learning (2020)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1977Asset returns and inflation2,701 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited

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

  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • Cited by

    • 2011Government Investment and the Stock Market80 cited
    • 2018Ambiguity and the historical equity premium73 cited
    • 2021Biases in long-horizon predictive regressions57 cited
    • 2015Credit conditions and stock return predictability52 cited
    • 2013Heterogeneous Beliefs and Tests of Present Value Models40 cited
    • 2018Why are REITS Currently So Expensive?40 cited
    • 2019Machine learning in empirical asset pricing35 cited
    • 2017Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory35 cited
    • 2020Aggregate expected investment growth and stock market returns33 cited
    • 2017WEALTH MANAGEMENT THROUGH ROBO ADVISORY32 cited
    • 2015What moves international stock and bond markets?30 cited
    • 2021The Oligopoly Lucas Tree30 cited
    • 2020Cash-flow or return predictability at long horizons? The case of earnings yield27 cited
    • 2017Predicting international stock returns with conditional price-to-fundamental ratios24 cited
    • 2014Shocks and Crashes17 cited