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Intertemporal asset pricing with bitcoin
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Intertemporal asset pricing with bitcoin (2020)Intertemporal asset pricing with bitcoinVolatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…Irrational Exuberance (2000)Irrational ExuberanceHerding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …The variation of certain speculative prices (1997)The variation of certain spec…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…No news is good news (1992)No news is good newsConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Rational-expectations econometric analysis of changes in regime (1988)Rational-expectations econome…Expected stock returns and volatility (1987)Expected stock returns and vo…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…On estimating the expected return on the market (1980)On estimating the expected re…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)Measuring Uncertainty (2015)Time to Build and Aggregate Fluctuations (1982)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Is the correlation in international equity returns constant: 1960–1990? (1995)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)The distribution of realized stock return volatility (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1980On estimating the expected return on the market2,818 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • 1992No news is good news1,929 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2000Irrational Exuberance1,515 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 1988Rational-expectations econometric analysis of changes in regime898 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach

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