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Fundamental factors and extrapolation in stock-market expectations: The central role of structural change
16 references·5 citing·45 second hop
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References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 2003Chapter 18 A survey of behavioral finance1,452 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 2014Expectations of Returns and Expected Returns1,187 cited
  • 2017Narrative Economics1,002 cited
  • 2014The VIX, the variance premium and stock market volatility812 cited
  • 2000Irrational exuberance270 cited
  • 2008Taylor rules with real-time data: A tale of two countries and one exchange rate152 cited
  • 2009

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Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
143 cited
  • 2015Bread and bullets136 cited
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    • 2024Fundamental determinants of exchange rate expectations17 cited
    • 2020Rethinking the Role of the Representativeness Heuristic in Macroeconomics and Finance Theory1 cited
    • 2021Narratology and Other Disciplines0 cited