//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"NBER Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The dependence and dynamic cor...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6,245
Theory
6,245
Geldpolitik
554
Monetary policy
554
Estimation
527
Schätzung
527
Börsenkurs
491
Share price
491
Welt
415
World
415
Welfare analysis
271
Wohlfahrtsanalyse
271
Capital income
266
Kapitaleinkommen
266
Business cycle
262
Konjunktur
262
Aktienmarkt
234
Stock market
234
Volatility
217
Volatilität
217
Portfolio selection
214
Portfolio-Management
214
Risiko
211
Risk
211
Schock
199
Shock
199
Exchange rate
198
Wechselkurs
198
CAPM
194
Financial crisis
192
Finanzkrise
192
Impact assessment
189
Wirkungsanalyse
189
Financial market
183
Finanzmarkt
183
Productivity
183
Produktivität
183
Finanzpolitik
180
Fiscal policy
180
Inflation
168
more ...
less ...
Online availability
All
Free
6,773
Type of publication
All
Book / Working Paper
6,773
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6,773
Author
All
Razin, Assaf
77
Aizenman, Joshua
70
Acemoglu, Daron
61
Stiglitz, Joseph E.
60
Woodford, Michael
52
Svensson, Lars E. O.
49
Buiter, Willem H.
48
McCallum, Bennett T.
46
Fullerton, Don
45
Shleifer, Andrei
45
Feldstein, Martin S.
44
Kaplow, Louis
44
Heckman, James J.
43
Shavell, Steven
43
Auerbach, Alan J.
40
Glaeser, Edward L.
40
Sadka, Efraim
40
Campbell, John Y.
38
Engel, Charles M.
38
Caballero, Ricardo J.
36
Helpman, Elhanan
36
Kotlikoff, Laurence J.
36
Obstfeld, Maurice
36
Staiger, Robert W.
36
Summers, Lawrence H.
36
Alesina, Alberto F.
33
Grossman, Gene M.
32
Mankiw, N. Gregory
32
Jovanovic, Boyan
31
Krishna, Kala
31
Farhi, Emmanuel
30
Grossman, Herschel I.
30
Markusen, James R.
30
Rotemberg, Julio J.
30
Bekaert, Geert
29
Cooper, Russell
29
Christiano, Lawrence J.
28
Uribe, Martín
28
Diebold, Francis X.
27
Gorton, Gary B.
27
more ...
less ...
Published in...
All
NBER Working Paper
NBER working paper series
7,540
Working paper / National Bureau of Economic Research, Inc.
7,159
Economics letters
5,533
European journal of operational research : EJOR
5,025
Discussion paper / Centre for Economic Policy Research
4,734
CESifo working papers
3,769
Working paper
2,969
Journal of economic theory
2,906
Journal of economic dynamics & control
2,461
Discussion paper / Tinbergen Institute
2,454
The American economic review
2,431
Computers & operations research : and their applications to problems of world concern ; an international journal
2,338
Journal of economic behavior & organization : JEBO
2,332
Discussion paper series / IZA
2,281
Europäische Hochschulschriften / 5
2,231
Applied economics
2,053
Journal of banking & finance
2,053
Economic modelling
2,010
CESifo Working Paper
1,989
European economic review : EER
1,954
International journal of production research
1,939
SpringerLink / Bücher
1,887
Games and economic behavior
1,874
Discussion paper
1,867
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
The economic journal : the journal of the Royal Economic Society
1,816
Journal of public economics
1,761
Journal of econometrics
1,753
Discussion paper / Center for Economic Research, Tilburg University
1,695
CESifo Working Paper Series
1,659
Management science : journal of the Institute for Operations Research and the Management Sciences
1,622
Finance research letters
1,610
Applied economics letters
1,547
IZA Discussion Paper
1,536
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,532
Journal of monetary economics
1,448
Public choice
1,411
Discussion papers / CEPR
1,402
Journal of financial economics
1,397
more ...
less ...
Source
All
ECONIS (ZBW)
6,773
Showing
1
-
10
of
6,773
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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/10012787252
Saved in:
2
Correlated Beliefs, Returns, and Stock Market Volatility
David, Joel
-
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/10013017087
Saved in:
3
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/10013118845
Saved in:
4
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/10013048056
Saved in:
5
Information Aggregation, Investment, and Managerial Incentives
Albagli, Elias
-
2011
We study the interplay of share prices and firm decisions when share prices aggregate and convey noisy information about fundamentals to investors and managers. First, we show that the informational feedback between the firm's share price and its investment decisions leads to a systematic...
Persistent link: https://www.econbiz.de/10013121056
Saved in:
6
The Social Cost of Near-Rational Investment
Hassan, Tarek A.
-
2011
We show that the stock market may fail to aggregate information even if it appears to be efficient, and that the resulting decrease in the information content of prices may drastically reduce welfare. We solve a macroeconomic model in which information about fundamentals is dispersed and...
Persistent link: https://www.econbiz.de/10013125571
Saved in:
7
Are Sticky Prices Costly? Evidence from the Stock Market
Gorodnichenko, Yuriy
-
2013
We propose a simple framework to assess the costs of nominal price adjustment using stock market returns. We document that, after monetary policy announcements, the conditional volatility rises more for firms with stickier prices than for firms with more flexible prices. This differential...
Persistent link: https://www.econbiz.de/10013085909
Saved in:
8
Winners and Losers : Creative Destruction and the Stock Market
Kogan, Leonid
-
2013
We develop a general equilibrium model of asset prices in which the benefits of technological innovation are distributed asymmetrically. Financial market participants do not capture all the economic rents resulting from innovative activity, even when they own shares in innovating firms. Economic...
Persistent link: https://www.econbiz.de/10013089019
Saved in:
9
Assignment of Stock Market Coverage
Chang, Briana
-
2017
Price efficiency plays an important role in financial markets. Firms influence it, particularly when they issue public equity. They can hire a reputable underwriter with a star analyst to generate public signals about profits, thereby reducing uncertainty and increasing valuations. We develop an...
Persistent link: https://www.econbiz.de/10012964388
Saved in:
10
Stock Market Prices Do Not Follow Random Walks : Evidence from a Simple Specification Test
Lo, Andrew W.
-
2008
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/10012774624
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->