SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Cash Flow News and Stock Price Dynamics
16 references·4 citing·53 second hopsampled
Cash Flow News and Stock Price Dynamics (2020)Cash Flow News and Stock Price DynamicsMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyCredit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Tails, Fears, and Risk Premia (2011)Tails, Fears, and Risk PremiaReal-Time Measurement of Business Conditions (2009)Real-Time Measurement of Busi…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Payout policy in the 21st century (2005)Payout policy in the 21st cen…The Impact of Jumps in Volatility and Returns (2003)The Impact of Jumps in Volati…What Drives Firm‐Level Stock Returns? (2002)What Drives Firm‐Level Stock …Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Can book-to-market, size and momentum be risk factors that predict economic growth? (2000)Can book-to-market, size and …What Moves Stock Prices? (1988)What Moves Stock Prices?The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Payout suspensions during the Covid-19 pandemic (2023)Payout suspensions during the…News and Asset Pricing: A High-Frequency Anatomy of the SDF (2022)News and Asset Pricing: A Hig…Firm Value and Payout Suspensions During Financial Market Distress (2021)Firm Value and Payout Suspens…Stock Return Extrapolation, Option Prices, and Variance Risk Premium (2019)Stock Return Extrapolation, O…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)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Empirical Asset Pricing via Machine Learning (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)Risk Shocks (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Common risk factors in the returns on stocks and bonds (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Dividend Policy, Growth, and the Valuation of Shares (1961)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Implications of Corporate Financial Reporting (2004)The economic implications of corporate financial reporting (2005)Corporate governance and firm cash holdings in the US (2007)Option pricing when underlying stock returns are discontinuous (1976)On estimating the expected return on the market (1980)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)The Cross‐Section of Volatility and Expected Returns (2006)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Firm-Level Political Risk: Measurement and Effects* (2019)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2016Measuring Economic Policy Uncertainty*12,311 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
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2005Payout policy in the 21st century2,268 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 2003The Impact of Jumps in Volatility and Returns1,510 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,243 cited
  • 2000Can book-to-market, size and momentum be risk factors that predict economic growth?1,012 cited
  • 2002What Drives Firm‐Level Stock Returns?1,003 cited
  • 2009Real-Time Measurement of Business Conditions916 cited
  • 2011

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Tails, Fears, and Risk Premia
814 cited

Cited by

  • 2019Stock Return Extrapolation, Option Prices, and Variance Risk Premium37 cited
  • 2022News and Asset Pricing: A High-Frequency Anatomy of the SDF31 cited
  • 2023Payout suspensions during the Covid-19 pandemic12 cited
  • 2021Firm Value and Payout Suspensions During Financial Market Distress12 cited