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Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement
16 references·0 citing·48 second hop
Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement (2006)Aggregate Shocks or Aggregate Information…Price Informativeness and Investment Sensitivity to Stock Price (2006)Price Informativeness and Inv…Can News About the Future Drive the Business Cycle? (2006)Can News About the Future Dri…Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation (2004)Value‐Enhancing Capital Budge…Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)Does Greater Firm‐Specific Re…Social Value of Public Information (2002)Social Value of Public Inform…On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)On Adjusting the Hodrick-Pres…Habit Persistence, Asset Returns, and the Business Cycle (2001)Habit Persistence, Asset Retu…Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty …Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks (1998)Cyclicality and Sectoral Link…Sequential Sales, Learning, and Cascades (1992)Sequential Sales, Learning, a…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Homework in Macroeconomics: Household Production and Aggregate Fluctuations (1991)Homework in Macroeconomics: H…Endogenous Technological Change (1990)Endogenous Technological Chan…Endogenous Technological Change (1989)Endogenous Technological Chan…On the mechanics of economic development (1988)On the mechanics of economic …Real Business Cycles (1983)Real Business CyclesStochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Time Discounting and Time Preference: A Critical Review (2002)The Value Premium (2005)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The General Theory of Employment, Interest and Money. (1936)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)The Economic Implications of Learning by Doing (1962)Human Capital (1983)Increasing Returns and Long-Run Growth (1986)Increasing Returns and Economic Geography (1990)A Contribution to the Empirics of Economic Growth (1992)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)Rational herding in financial economics (1996)An examination of herd behavior in equity markets: An international perspective (2000)Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs? (2002)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Band Pass Filter (1999)Stories of the Twentieth Century for the Twenty-First (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)A Contribution to the Theory of Economic Growth (1956)Finance and Growth: Schumpeter Might Be Right (1993)Geographic Localization of Knowledge Spillovers as Evidenced by Patent Citations (1993)Financing Constraints and Corporate Investment (1988)The Cross-Section of Expected Stock Returns (1992)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The Information Role of Conservatism (2008)Intangible capital and the investment-q relation (2016)The impact of environmental, social, and governance disclosure on firm value: The role of CEO power (2017)How does foreign direct investment affect economic growth? (1998)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)A new data set of educational attainment in the world, 1950–2010 (2012)
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References

  • 1988On the mechanics of economic development23,910 cited
  • 1990Endogenous Technological Change17,695 cited
  • 1989Endogenous Technological Change13,307 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1983Real Business Cycles2,076 cited
  • 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations1,986 cited
  • 2002Social Value of Public Information1,982 cited
  • 2006Price Informativeness and Investment Sensitivity to Stock Price1,492 cited
  • 1992Sequential Sales, Learning, and Cascades1,301 cited
  • 2001Habit Persistence, Asset Returns, and the Business Cycle1,049 cited
  • 2006Can News About the Future Drive the Business Cycle?955 cited
  • 2003Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?951 cited
  • 2004Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation890 cited
  • 1991Homework in Macroeconomics: Household Production and Aggregate Fluctuations787 cited
  • 1998Multidimensional Uncertainty and Herd Behavior in Financial Markets748 cited
  • 1998Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks

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