SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Common-stock indexes
0 references·16 citing·53 second hopsampled
Common-stock indexes (1939)Common-stock indexesThe Equity Premium in 100 Textbooks (2009)The Equity Premium in 100 Tex…The Equity Premium: ABCs (2008)The Equity Premium: ABCsIrving Fisher and Financial Economics: The Equity Premium Puzzle, the Predictability of Stock Prices, and Intertemporal Allocation Under Risk (2007)Irving Fisher and Financial E…The Changing Nature of Stock and Bond Volatility (2004)The Changing Nature of Stock …Fractional cointegration and tests of present value models (2003)Fractional cointegration and …Income Uncertainty and Consumer Spending during the Great Depression (2001)Income Uncertainty and Consum…Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices (1997)Some further theoretical and …Time-Series Implications of Aggregate Dividend Behavior (1996)Time-Series Implications of A…Comovements of earnings, dividends, and stock prices (1996)Comovements of earnings, divi…Aggregate income risks and hedging mechanisms (1995)Aggregate income risks and he…The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals (1994)The Interaction between Nonex…New Evidence on The January Effect Before Personal Income Taxes (1991)New Evidence on The January E…Bank Rates of Return and Entry Restrictions, 1869–1914 (1991)Bank Rates of Return and Entr…Great and Almost-Great Magnitudes in Economics (1990)Great and Almost-Great Magnit…A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85 (1987)A Comparison of Annual Common…A Proposal for Indexes for Traded Call Options (1979)A Proposal for Indexes for Tr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Bubbles in the dividend–price ratio? Evidence from an asymmetric exponential smooth-transition model (2006)Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective (2008)Is market fear persistent? A long-memory analysis (2018)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Irreversibility, Uncertainty, and Cyclical Investment (1980)Lectures on macroeconomics (1990)The power of print: Uncertainty shocks, markets, and the economy (2015)Financial distress and COVID-19: evidence from working individuals in India (2021)Pandemics and marketing: insights, impacts, and research opportunities (2021)Department of Labor (1941)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Why Does Stock Market Volatility Change Over Time? (1989)Can a well‐fitted equilibrium asset‐pricing model produce mean reversion? (1994)Chapter 17 On the predictability of common stock returns: World-wide evidence (1995)Re‐examination of the historical equity risk premium in Australia (2008)Macroeconomics and Reality (1980)Fundamental and nonfundamental components in stock prices of Pacific-Rim countries (1998)Dividend initiations, increases and idiosyncratic volatility (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Trading and Investing in Volatility Products (2015)Diversification with volatility products (2016)Seasonal volatility in agricultural markets: modelling and empirical investigations (2021)Capital market seasonality: The case of stock returns (1976)Size-related anomalies and stock return seasonality (1983)The anomalous stock market behavior of small firms in January (1983)A November Effect? Revisiting the Tax-Loss-Selling Hypothesis (1999)Risk and the January effect (2009)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)A Theory of the Term Structure of Interest Rates (1985)Risk-Based Explanations of the Equity Premium (2008)A stochastic dominance analysis of yen carry trades (2009)Consumption-Based Asset Pricing Models (2011)Financial Theory and Corporate Policy. (1980)Principles of Corporate Finance. (1981)Valuation: Measuring and managing the value of companies (1992)The Equity Premium Puzzle: High Required Premium, Undervaluation and Self Fulfilling Prophecy (2008)The slicing approach to valuing tax shields (2008)A Literature Review of the Size Effect (2011)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Convergence (1992)HEDGING BUSINESS CYCLE RISK WITH MACRO SWAPS AND OPTIONS (1992)International Portfolio Allocation under Model Uncertainty (2009)International Portfolio Allocation under Model Uncertainty (2012)The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (2003)An Empirical Test of the Accounting‐Based Residual Income Model and the Traditional Dividend Discount Model (2005)Stock returns, dividend yield, and book-to-market ratio (2006)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 1991New Evidence on The January Effect Before Personal Income Taxes72 cited
  • 2003Fractional cointegration and tests of present value models68 cited
  • 2008The Equity Premium: ABCs66 cited
  • 1987A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-8561 cited
  • 1996Time-Series Implications of Aggregate Dividend Behavior56 cited
  • 1996Comovements of earnings, dividends, and stock prices49 cited
  • 2001Income Uncertainty and Consumer Spending during the Great Depression46 cited
  • 1995Aggregate income risks and hedging mechanisms45 cited
  • 2009The Equity Premium in 100 Textbooks39 cited
  • 1979A Proposal for Indexes for Traded Call Options36 cited
  • 2007Irving Fisher and Financial Economics: The Equity Premium Puzzle, the Predictability of Stock Prices, and Intertemporal Allocation Under Risk36 cited
  • 2004The Changing Nature of Stock and Bond Volatility33 cited
  • 1994The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals32 cited
  • 1997Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices30 cited

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

1991
Bank Rates of Return and Entry Restrictions, 1869–1914
30 cited
  • 1990Great and Almost-Great Magnitudes in Economics29 cited