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The Theory of Investment Value.
0 references·16 citing·57 second hopsampled
The Theory of Investment Value. (1939)The Theory of Investment Value.Oil shocks and equity markets: The case of GCC and BRICS economies (2021)Oil shocks and equity markets…Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)Asymmetric spillover and netw…What do we know about oil prices and stock returns? (2018)What do we know about oil pri…The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices (2009)The roles of financial asset …Is Cash Flow King in Valuations? (2007)Is Cash Flow King in Valuatio…Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Equity Premia as Low as Three…Inefficient Markets (2000)Inefficient MarketsFoundations of Portfolio Theory (1991)Foundations of Portfolio Theo…The Term Structure of Interest Rates (1987)The Term Structure of Interes…Real Stock Returns and Inflation (1984)Real Stock Returns and Inflat…Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation (1982)Changes in the Financial Mark…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…INFLATION AND THE MARKET VALUE OF THE FIRM: THEORY AND TESTS (1977)INFLATION AND THE MARKET VALU…MARKET TESTS OF CAPITAL ADEQUACY OF LARGE COMMERCIAL BANKS (1976)MARKET TESTS OF CAPITAL ADEQU…THE TAX‐ADJUSTED YIELD CURVE (1975)THE TAX‐ADJUSTED YIELD CURVELEVERAGE, DIVIDEND POLICY, AND THE COST OF CAPITAL (1968)LEVERAGE, DIVIDEND POLICY, AN…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)PORTFOLIO SELECTION* (1952)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)The Adaptive Markets Hypothesis (2004)The Failure of Risk Management: Why It's Broken and How to Fix It (2009)Theory of games and economic behavior (2019)The equity premium: A puzzle (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Disclosure level and the cost of equity capital. (1997)PE Ratios, PEG Ratios, and Estimating the Implied Expected Rate of Return on Equity Capital (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The Theory of Investment Value, by John Burr Williams (1939)The Generalized Rate of Return (1966)Measuring the Term Structure of Interest Rates (1971)DEBT AND TAXES* (1977)Parsimonious Modeling of Yield Curves (1987)Forecasting the Term Structure of Government Bond Yields (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Price Effect of Option Introduction (1989)O/S: The relative trading activity in options and stock (2009)Misallocation and financial market frictions: Some direct evidence from the dispersion in borrowing costs (2012)Agency Problems and Dividend Policies Around the World (1998)Equity Valuation Using Multiples (2002)Has the importance of intangibles really grown? And if so, why? (2008)Valuing Branded Businesses (2009)How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy security (2019)Oil and the Macroeconomy since World War II (1983)What is an Oil Shock? (2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach (2019)Oil price shocks, global financial markets and their connectedness (2020)Pandemics and the Asia-Pacific Islamic Stocks (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict (2023)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)Investor Psychology and Asset Pricing (2001)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The General Theory of Employment (1937)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 (1994)Monetary Policy in the Euro Area (2001)
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  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets1,516 cited
  • 2000Inefficient Markets1,291 cited
  • 1991Foundations of Portfolio Theory1,129 cited
  • 1975THE TAX‐ADJUSTED YIELD CURVE548 cited
  • 2018What do we know about oil prices and stock returns?266 cited
  • 2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets225 cited
  • 2007Is Cash Flow King in Valuations?135 cited
  • 1982Changes in the Financial Market: Welfare and Price Effects and the Basic Theorems of Value Conservation129 cited
  • 1987The Term Structure of Interest Rates108 cited
  • 1968LEVERAGE, DIVIDEND POLICY, AND THE COST OF CAPITAL104 cited
  • 2021Oil shocks and equity markets: The case of GCC and BRICS economies96 cited
  • 1976MARKET TESTS OF CAPITAL ADEQUACY OF LARGE COMMERCIAL BANKS75 cited
  • 2009The roles of financial asset market failure denial and the economic crisis: Reflections on accounting and financial theories and practices71 cited

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1977
INFLATION AND THE MARKET VALUE OF THE FIRM: THEORY AND TESTS
61 cited
  • 1984Real Stock Returns and Inflation52 cited