SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
16 references·0 citing·44 second hop
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world (2015)Some historical perspectives on the Bond-…The “Fed Model” and the Predictability of Stock Returns (2012)The “Fed Model” and the Predi…How to Detect an Asset Bubble (2011)How to Detect an Asset BubbleCointegration analysis of the Fed model (2005)Cointegration analysis of the…Inflation Illusion and Stock Prices (2004)Inflation Illusion and Stock …Fight the Fed Model (2003)Fight the Fed ModelThe Decline of Inflation and the Bull Market of 1982-1999 (2002)The Decline of Inflation and …Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (2002)Imitation and contrarian beha…Valuation Ratios and the Long-Run Stock Market Outlook: An Update (2001)Valuation Ratios and the Long…Stocks versus Bonds: Explaining the Equity Risk Premium (2000)Stocks versus Bonds: Explaini…Valuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice (1993)The Effect of Errors in Means…Land and Stock Prices in Japan (1993)Land and Stock Prices in JapanJapanese security market regularities (1991)Japanese security market regu…Comparison of Alternative Utility Functions in Portfolio Selection Problems (1983)Comparison of Alternative Uti…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Dividends, Earnings, and Stock Prices (1959)Dividends, Earnings, and Stoc…Asset returns and inflation (1977)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Money Illusion and Housing Frenzies (2007)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Interpreting Factor Models (2018)American Economic Review (2019)The financial analysts journal (1960)Permanent and Temporary Components of Stock Prices (1988)The Equity Premium (2002)An International Analysis of Earnings, Stock Prices and Bond Yields (2010)The Golden Dilemma (2013)Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets (2021)The Limits of Arbitrage (1995)Industry costs of equity (1997)Chapter 13 Consumption-based asset pricing (2003)Liquidity Preference as Behavior Towards Risk (1958)Risk Aversion in the Small and in the Large (1976)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)The Stochastic Programming Approach to Asset, Liability, and Wealth Management (2003)Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives (2011)Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (2013)A model of investor sentiment /The Econometrics of Financial Markets (1997)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? (2005)On the Reversal of Return and Dividend Growth Predictability: A Tale of Two Periods (2008)How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data (2010)The Noise Trader Approach to Finance (1990)Cointegration: how short is the long run? (1991)Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration (1992)Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model (1998)ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (2010)Asset Pricing at the Millennium (2000)Beyond Greed and Fear (2002)Behavioral finance (2003)The Stock Market and Capital Accumulation (2001)Robust Portfolio Rules and Asset Pricing (2004)Forecasting Stock Returns (2013)Robust Portfolio Selection Problems (2003)Optimal Portfolio Choice with Parameter Uncertainty (2007)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)A Life Cycle Theory of the Firm (1972)Value-Enhancing Capabilities of CSR: A Brief Review of Contemporary Literature (2014)Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)
this work references cited by second hop

References

  • 1959Dividends, Earnings, and Stock Prices1,301 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 1979Inflation, Rational Valuation and the Market944 cited
  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
  • 2004Inflation Illusion and Stock Prices473 cited
  • 2002The Decline of Inflation and the Bull Market of 1982-1999340 cited
  • 2001Valuation Ratios and the Long-Run Stock Market Outlook: An Update298 cited
  • 1983Comparison of Alternative Utility Functions in Portfolio Selection Problems202 cited
  • 2003Fight the Fed Model161 cited
  • 1993Land and Stock Prices in Japan147 cited
  • 2000Stocks versus Bonds: Explaining the Equity Risk Premium144 cited
  • 2011How to Detect an Asset Bubble120 cited
  • 1991Japanese security market regularities113 cited
  • 2012The “Fed Model” and the Predictability of Stock Returns103 cited
  • 2002Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos75 cited
  • 2005Cointegration analysis of the Fed model

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

61 cited

Cited by

No citing works inside the corpus for this window.