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Speculation, Sentiment, and Interest Rates
16 references·8 citing·43 second hop
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(2000)Does Option Compensation Incr…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…Asset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY (1960)WELFARE ECONOMICS AND EXISTEN…Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty (2024)Horizon-Dependent Risk Aversi…Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate? 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(1972)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)What Makes Investors Trade? (2001)Individualism and Momentum around the World (2010)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Herding and Feedback Trading by Institutional and Individual Investors (1999)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)The short of it: Investor sentiment and anomalies (2011)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 2005Bond Risk Premia1,546 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 2000Does Option Compensation Increase Managerial Risk Appetite?926 cited
  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited
  • 1960WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY

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573 cited

Cited by

  • 2017Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles39 cited
  • 2024Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty35 cited
  • 2014Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty29 cited
  • 2015Forecaster Heterogeneity, Surprises and Financial Markets24 cited
  • 2014Inflation Uncertainty and Disagreement in Bond Risk Premia22 cited
  • 2017Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium21 cited
  • 2014Evaluating the Robustness of UK Term Structure Decompositions Using Linear Regression Methods14 cited
  • 2018Does monetary policy credibility mitigate the effects of uncertainty about exchange rate on uncertainties about both inflation and interest rate?12 cited