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592
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80
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77
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61
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60
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53
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49
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49
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48
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48
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48
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45
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45
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45
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42
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39
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38
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37
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36
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36
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34
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33
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33
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33
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33
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33
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32
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32
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32
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31
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31
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ECONIS (ZBW)
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1
Comovement
Barberis, Nicholas
-
2002
A number of studies have identifed patterns of positive
correlation
of returns, or comovement, among different traded …
Persistent link: https://www.econbiz.de/10012469819
Saved in:
2
Correlated Beliefs, Returns, and Stock Market Volatility
David, Joel M.
-
2015
information-based model demonstrates that the
correlation
of beliefs implied by analyst forecasts leads to return correlations … broadly in line with the data, both in levels and across countries - the
correlation
between predicted and actual is 0.63. Our …
Persistent link: https://www.econbiz.de/10012457188
Saved in:
3
Governance and Comovement Under Common Ownership
Edmans, Alex
-
2014
derive empirical predictions for the direction of
correlation
and for whether governance is stronger or weaker with multiple …
Persistent link: https://www.econbiz.de/10012458246
Saved in:
4
The Lucas Orchard
Martin, Ian
-
2011
This paper investigates the behavior of asset prices in an endowment economy in which a representative agent with power utility consumes the dividends of multiple assets. The assets are Lucas trees; a collection of Lucas trees is a Lucas orchard. The model generates return correlations that vary...
Persistent link: https://www.econbiz.de/10012461095
Saved in:
5
The Stock Market and Capital Accumulation
Hall, Robert E.
-
1999
If firms purchase capital up to the point where there is no further marginal benefit, and the firms' securities are equal in value to the capital, then the market value of securities measures the quantity of capital. I explore the implications of this hypothesis using data from U.S. non-farm,...
Persistent link: https://www.econbiz.de/10012471608
Saved in:
6
Stock Market Prices Do Not Follow Random Walks : Evidence From a Simple Specification Test
Lo, Andrew W.
-
1987
In this paper, we test the random walk hypothesis for weekly stock market returns by comparing variance estimators derived from data sampled at different frequencies. The random walk model is strongly rejected for the entire sample period (1962-1985) and for all sub-periods for a variety of...
Persistent link: https://www.econbiz.de/10012476901
Saved in:
7
Macroeconomics and Finance : The Role of the Stock Market
Fischer, Stanley
-
1984
cost of capital, and hence,investment. In this connection, we review the empirical success of the Q
theory
of investment …
Persistent link: https://www.econbiz.de/10012477804
Saved in:
8
The Determinants of the Variability of Stock Market Prices
Grossman, Sanford J.
-
1980
The most familiar interpretation for the large and unpredictable swings that characterize common stock price indices is that price changes represent the efficient discounting of "new information" It is remarkable given the popularity of this interpretation that it has never been established what...
Persistent link: https://www.econbiz.de/10012478569
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9
Inflation, Tax Rules, and the Stock Market
Feldstein, Martin
-
1979
This paper shows how the interaction of tax rules and expected inflation can decrease substantially the share price per dollar of pretax earnings. The current analysis extends my earlier study [Feldstein (1978)] by recognizing corporate debt, retained earnings, and the role of diverse...
Persistent link: https://www.econbiz.de/10012478744
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10
Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H.
-
2020
Using a panel of international government bond data, I construct fixed income portfolios that match the duration of the dividend strips of the corresponding local aggregate stock market index. I find that these bond portfolios have performed as well as -- if not better than -- their stock...
Persistent link: https://www.econbiz.de/10012481562
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