SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Time Variation in Risk Appetite and Uncertainty
16 references·16 citing·41 second hopsampled
The Time Variation in Risk Appetite and Uncertainty (2021)The Time Variation in Risk Appetite and U…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyThe Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Political uncertainty and risk premia (2013)Political uncertainty and ris…Intermediary Asset Pricing (2013)Intermediary Asset PricingCredit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Expected Stock Returns and Variance Risk Premia (2009)Expected Stock Returns and Va…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)Stock Return Characteristics,…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…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…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Expected stock returns and volatility (1987)Expected stock returns and vo…The biodiversity premium (2024)The biodiversity premiumDoes Central Bank Tone Move Asset Prices? (2024)Does Central Bank Tone Move A…Option Return Predictability with Machine Learning and Big Data (2023)Option Return Predictability …Machine learning and the cross-section of emerging market stock returns (2023)Machine learning and the cros…Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications (2023)Extreme return and volatility…Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks (2023)Effect of Russia–Ukraine war …Uncertainty before and during COVID‐19: A survey (2022)Uncertainty before and during…Sentiment and stock market connectedness: Evidence from the U.S. – China trade war (2022)Sentiment and stock market co…Chasing the ESG factor (2022)Chasing the ESG factorThe impact of COVID-19 pandemic on bank lending around the world (2021)The impact of COVID-19 pandem…Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash (2021)Market shocks and professiona…Covered interest parity deviations: Macrofinancial determinants (2021)Covered interest parity devia…Asset prices, midterm elections, and political uncertainty (2021)Asset prices, midterm electio…The shifting drivers of global liquidity (2020)The shifting drivers of globa…Anomalies and the Expected Market Return (2020)Anomalies and the Expected Ma…Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis (2019)Election uncertainty, economi…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)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)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)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)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 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
  • 1987Expected stock returns and volatility4,147 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2009Expected Stock Returns and Variance Risk Premia1,776 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

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

1,354 cited

Cited by

  • 2021The impact of COVID-19 pandemic on bank lending around the world287 cited
  • 2023Option Return Predictability with Machine Learning and Big Data206 cited
  • 2020Anomalies and the Expected Market Return203 cited
  • 2020The shifting drivers of global liquidity155 cited
  • 2019Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis138 cited
  • 2024Does Central Bank Tone Move Asset Prices?110 cited
  • 2022Chasing the ESG factor100 cited
  • 2021Asset prices, midterm elections, and political uncertainty84 cited
  • 2024The biodiversity premium82 cited
  • 2021Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash78 cited
  • 2021Covered interest parity deviations: Macrofinancial determinants75 cited
  • 2022Uncertainty before and during COVID‐19: A survey74 cited
  • 2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war70 cited
  • 2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications69 cited
  • 2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks61 cited
  • 2023Machine learning and the cross-section of emerging market stock returns58 cited