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Industrial Electricity Usage and Stock Returns
16 references·7 citing·41 second hop
Industrial Electricity Usage and Stock Returns (2017)Industrial Electricity Usage and Stock Re…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …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…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The Value Premium (2005)The Value PremiumConsumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Predictive regressions (1999)Predictive regressionsHandbook of macroeconomics (1999)Handbook of macroeconomicsBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Production-Based Asset Pricin…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Explanation of Productivity Change (1967)The Explanation of Productivi…Does Islamic banking reduce the risks of COVID-19 for SMEs? Novel evidence for SME financing in the pandemic period for an emerging market (2023)Does Islamic banking reduce t…Detecting Financial Misreporting with Real Production Activity: Evidence from an Electricity Consumption Analysis* (2021)Detecting Financial Misreport…Natural disasters and risk aversion (2020)Natural disasters and risk av…MACROECONOMIC FACTORS, ENERGY CONSUMPTION AND FIRMS PERFORMANCE ON STOCK RETURN OF MINING AND ENERGY SECTOR: EVIDENCE FROM INDONESIA (2020)MACROECONOMIC FACTORS, ENERGY…Climate Change, Operating Flexibility and Corporate Investment Decisions (2019)Climate Change, Operating Fle…World output gap and global stock returns (2018)World output gap and global s…Global Economic Growth and Expected Returns Around the World: The End-of-the-Year Effect (2016)Global Economic Growth and Ex…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)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)Value and Momentum Everywhere (2013)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)Efficient Capital Markets: II (1991)Illiquidity and stock returns: cross-section and time-series effects (2002)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Comparing Predictive Accuracy (1994)To Explain or to Predict? (2010)The Production Function and the Theory of Capital (1953)Technical Change and the Aggregate Production Function (1957)The Economic Implications of Learning by Doing (1971)Issues in Assessing the Contribution of Research and Development to Productivity Growth (1979)On the mechanics of economic development (1988)The Tyranny of Numbers: Confronting the Statistical Realities of the East Asian Growth Experience (1995)A Theory of the Term Structure of Interest Rates (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Dividend yields and expected stock returns (1988)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)
this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 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
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1967The Explanation of Productivity Change2,461 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2013Handbook of the Economics of Finance1,932 cited
  • 1999Predictive regressions1,614 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1999Handbook of macroeconomics1,397 cited
  • 2005The Value Premium1,334 cited
  • 2013Handbook of Economic Forecasting1,290 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,257 cited

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1991
Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
1,125 cited

Cited by

  • 2020Natural disasters and risk aversion150 cited
  • 2021Detecting Financial Misreporting with Real Production Activity: Evidence from an Electricity Consumption Analysis*28 cited
  • 2018World output gap and global stock returns23 cited
  • 2016Global Economic Growth and Expected Returns Around the World: The End-of-the-Year Effect19 cited
  • 2019Climate Change, Operating Flexibility and Corporate Investment Decisions19 cited
  • 2023Does Islamic banking reduce the risks of COVID-19 for SMEs? Novel evidence for SME financing in the pandemic period for an emerging market17 cited
  • 2020MACROECONOMIC FACTORS, ENERGY CONSUMPTION AND FIRMS PERFORMANCE ON STOCK RETURN OF MINING AND ENERGY SECTOR: EVIDENCE FROM INDONESIA12 cited