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International tail risk and World Fear
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International tail risk and World Fear (2019)International tail risk and World FearRobust Inference With Multiway Clustering (2011)Robust Inference With Multiwa…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…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…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Financial intermediation and growth: Causality and causes (2000)Financial intermediation and …Financial Contagion (2000)Financial ContagionFinance and the sources of growth (2000)Finance and the sources of gr…Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Financial Dependence and Growth (1996)Financial Dependence and Grow…Finance, entrepreneurship and growth (1993)Finance, entrepreneurship and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Financial Development and Economic Growth: Views and AgendaFinancial Development and Eco…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)A Contribution to the Empirics of Economic Growth (1992)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)Empirical Asset Pricing via Machine Learning (2020)On the mechanics of economic development (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)The Economic Consequences of Legal Origins (2008)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Policy Uncertainty and Corporate Investment (2015)Multifactor Explanations of Asset Pricing Anomalies (1996)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Editor's Choice Digesting Anomalies: An Investment ApproachLiquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1996Financial Dependence and Growth8,055 cited
  • n.d.Financial Development and Economic Growth: Views and Agenda4,646 cited
  • 2000Financial intermediation and growth: Causality and causes4,411 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 2000Finance and the sources of growth3,709 cited
  • 1993Finance, entrepreneurship and growth3,546 cited
  • 2000Financial Contagion3,393 cited
  • 2011Robust Inference With Multiway Clustering3,199 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1999

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Stock Markets, Banks, and Economic Growth
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