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Belief Distortions and Macroeconomic Fluctuations
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 2003Implications of rational inattention3,869 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2014Expectations of Returns and Expected Returns1,187 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2015Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts1,145 cited

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  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
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