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How the Wealth Was Won: Factor Shares as Market Fundamentals
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How the Wealth Was Won: Factor Shares as Market Fundamentals (2024)How the Wealth Was Won: Factor Shares as …The Global Decline of the Labor Share* (2013)The Global Decline of the Lab…Organization Capital and the Cross‐Section of Expected Returns (2013)Organization Capital and the …High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Handbook of the Economics of Finance (2013)Handbook of the Economics of …Presidential Address: Discount Rates (2011)Presidential Address: Discoun…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Limited Asset Market Participation and the Elasticity of Intertemporal Substitution (2002)Limited Asset Market Particip…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Asset pricing in production economies (1998)Asset pricing in production e…Asset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…The journal of financial economics (1993)The journal of financial econ…The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)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)Value and Momentum Everywhere (2013)Editor's Choice Digesting Anomalies: An Investment ApproachEfficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)Expectations of Returns and Expected Returns (2014)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)A Model of Economic Growth (1957)Investment, Capacity Utilization and the Real Business Cycle (1986)The Next Generation of the Penn World Table (2015)The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment (2018)The Fall of the Labor Share and the Rise of Superstar Firms* (2020)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)The short of it: Investor sentiment and anomalies (2011)Discretion versus policy rules in practice (1993)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1993The journal of financial economics2,544 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2013The Global Decline of the Labor Share*2,149 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 1998Asset pricing in production economies1,083 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited

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  • 2013Organization Capital and the Cross‐Section of Expected Returns1,005 cited
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