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Novel advancements in the Markov chain stock model: analysis and inference
14 references·1 citing·33 second hop
Novel advancements in the Markov chain stock model: analysis and inference (2017)Novel advancements in the Markov chain st…Variance matters (in stochastic dividend discount models) (2014)Variance matters (in stochast…Stock valuation along a Markov chain (2003)Stock valuation along a Marko…Irrational Exuberance (2000)Irrational ExuberanceGeneralized Markov Dividend Discount Models (1998)Generalized Markov Dividend D…A Trinomial Dividend Valuation Model (1997)A Trinomial Dividend Valuatio…A Realistic Dividend Valuation Model (1994)A Realistic Dividend Valuatio…Why Does the Stock Market Fluctuate? (1993)Why Does the Stock Market Flu…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…Proof That Properly Discounted Present Values of Assets Vibrate Randomly (1973)Proof That Properly Discounte…The Savings Investment and Valuation of a Corporation (1962)The Savings Investment and Va…Capital Equipment Analysis: The Required Rate of Profit (1956)Capital Equipment Analysis: T…The Theory of Investment Value. (1939)The Theory of Investment Valu…The Theory of Investment Value, by John Burr Williams (1939)The Theory of Investment Valu…The price leadership share: a new measure of price discovery in financial markets (2020)The price leadership share: a…Brownian Motion in the Stock Market (1959)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Investment, Financing, and Valuation of the Corporation (1963)A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)Valuation by using a fuzzy discounted cash flow model (2004)Essays in the Theory of Risk-Bearing. (1972)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Overconfidence and Speculative Bubbles (2003)The monetary dynamics of hyperinflation (1956)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)A Monetary History of the United States, 1867-1960 (2017)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividends, Earnings, and Stock Prices (1959)The Equity Premium (2002)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Momentum Profits, Factor Pricing, and Macroeconomic Risk (2008)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)Contrarian Investment, Extrapolation, and Risk (1993)Contrarian Investment, Extrapolation, and Risk (1994)Value-Enhancing Capabilities of CSR: A Brief Review of Contemporary Literature (2014)A model of investor sentiment / (1997)A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Testing the Predictive Power of Dividend Yields (1993)Capital markets research in accounting (2001)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The short of it: Investor sentiment and anomalies (2011)
this work references cited by second hop

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  • 2020The price leadership share: a new measure of price discovery in financial markets15 cited

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