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Fundamentals, Misvaluation, and Business Investment

CHIRINKO, ROBERT S.; SCHALLER, HUNTLEY - In: Journal of Money, Credit and Banking 43 (2011) 7, pp. 1423-1442

Persistent link: https://www.econbiz.de/10010611203

Regime switching in stock market returns

Schaller, Huntley; Norden, Simon Van - In: Applied Financial Economics 7 (1997) 2, pp. 177-191

An extension of Hamilton's Markov switching techniques (Hamilton, J. B., 1989, A new approach to the economic analysis of nonstationary time series and the business cycle, Econometrica, 57, 357-84) is used to describe and analyse stock market returns. Using new tests, very strong evidence is...

Persistent link: https://www.econbiz.de/10009206699

COVARIANCE EFFECT

Moore, Bartholomew; Schaller, Huntley - In: Macroeconomic dynamics 6 (2002) 4, pp. 523-547

Persistent link: https://www.econbiz.de/10006033595

Learning, regime switches, and equilibrium asset pricing dynamics

Moore, Bartholomew; Schaller, Huntley - In: Journal of economic dynamics & control 20 (1996) 6-7, pp. 979-1006

Persistent link: https://www.econbiz.de/10006796900

Shorter Papers - Business Fixed Investment and "Bubbles": The Japanese Case

Chirinko, Robert S.; Schaller, Huntley - In: The American economic review 91 (2001) 3, pp. 663-680

Persistent link: https://www.econbiz.de/10006831985

Persistent and Transitory Shocks, Learning, and Investment Dynamics

Moore, Bartholomew; Schaller, Huntley - In: Journal of money, credit and banking : JMCB 34 (2002) 3, pp. 650-677

Persistent link: https://www.econbiz.de/10006654206

Why Does Liquidity Matter in Investment Equations?

Chirinko, Robert S.; Schaller, Huntley - In: Journal of money, credit and banking : JMCB 27 (1995) 2, pp. 527-548

Persistent link: https://www.econbiz.de/10006681608

A revealed preference approach to understanding corporate governance problems: Evidence from Canada

Chirinko, Robert S.; Schaller, Huntley - In: Journal of financial economics 74 (2004) 1, pp. 181

Persistent link: https://www.econbiz.de/10006503358

The irreversibility premium

Chirinko, Robert S.; Schaller, Huntley - In: Journal of monetary economics 56 (2009) 3, pp. 390-408

Persistent link: https://www.econbiz.de/10008253306

Bubbles, fundamentals, and investment: A multiple equation testing strategy

Chirinko, Robert S.; Schaller, Huntley - In: Journal of monetary economics 38 (1996) 1, pp. 47-76

Persistent link: https://www.econbiz.de/10007622765