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Speculative Asset Prices (Nobel Prize Lecture). (2014). Shiller, Robert.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1936.

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  28. The asymmetric effects of monetary policy on stock price bubbles. (2020). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe.
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  64. Animal spirits in financial markets: Experimental evidence. (2018). Ilomäki, Jukka ; Laurila, Hannu ; Ilomaki, Jukka.
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  65. The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Kononovicius, Aleksejus ; Gontis, Vygintas.
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  74. Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Shi, Shuping ; Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng.
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  77. RISK-FREE RATES AND ANIMAL SPIRITS IN FINANCIAL MARKETS. (2016). Ilomaki, Jukka.
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  79. Agglomeration and simplified housing boom. (2016). .
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  80. Economic Growth and Development in India and SAARC Countries. (2016). Bhattarai, Keshab.
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  81. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (2016). Podobnik, B ; Havlin, S ; Kononovicius, A ; Stanley, H E ; Gontis, V.
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  82. Buy-sell imbalance and the mean-variance relation. (2016). Jia, Yun ; Yang, Chunpeng.
    In: Pacific-Basin Finance Journal.
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  83. Housing price bubbles, new supply, and within-city dynamics. (2016). Rosenthal, Stuart ; Nowak, Adam ; Liu, Crocker H.
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  84. Market size matters: A model of excess volatility in large markets. (2016). Kawakami, Kei.
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  85. Buying versus renting – Determinants of the net present value of home ownership for individual households. (2016). Tabner, Isaac T.
    In: International Review of Financial Analysis.
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  86. Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun .
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  87. Modeling Stock Price Dynamics with Fuzzy Opinion Networks. (2016). Wang, Li-Xin.
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Documents in RePEc which have cited the same bibliography

  1. Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea. (2024). Ho, Young ; Hahn, Jaehoon ; Park, Dojoon.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000714.

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  2. Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

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  3. An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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  4. Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013. (2014). Shiller, Robert ; Bunn, Oliver D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20370.

    Full description at Econpapers || Download paper

  5. Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?. (2014). Lleo, Sebastien ; Ziemba, William T..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59290.

    Full description at Econpapers || Download paper

  6. Speculative Asset Prices (Nobel Prize Lecture). (2014). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1936.

    Full description at Econpapers || Download paper

  7. Speculative Asset Prices. (2014). Shiller, Robert.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517.

    Full description at Econpapers || Download paper

  8. Investor Rationality and House Price Bubbles: Berlin and the German Reunification. (2010). Holtemöller, Oliver ; Holtemoller, Oliver ; Schulz, Rainer .
    In: German Economic Review.
    RePEc:bla:germec:v:11:y:2010:i::p:465-486.

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  9. Investor Rationality and House Price Bubbles: Berlin and the German Reunification. (2010). Holtemöller, Oliver ; Holtemoller, Oliver ; Schulz, Rainer.
    In: German Economic Review.
    RePEc:bla:germec:v:11:y:2010:i:4:p:465-486.

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  10. Technology Innovation and Diffusion as Sources of Output and Asset Price Fluctuations. (2009). Santacreu, Ana Maria ; Gertler, Mark ; Comin, Diego.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15029.

    Full description at Econpapers || Download paper

  11. Technology Innovation and Diffusion as Sources of Output and Asset Price Fluctuations. (2009). Santacreu, Ana Maria ; Gertler, Mark ; Comin, Diego.
    In: Working Papers.
    RePEc:fip:fedlwp:2014-045.

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  12. Should We Trust the Empirical Evidence from Present Value Models of the Current Account?. (2008). Mercereau, Benoit ; Miniane, Jacques Alain.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:7211.

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  13. Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression. (2008). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:43:y:2008:i:02:p:331-353_00.

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  14. State Dependent Preferences Can Explain the Equity Premium Puzzle. (2003). Yang, Alan ; Melino, Angelo.
    In: Working Papers.
    RePEc:tor:tecipa:melino-03-01.

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  15. Financial Integration: A New Methodology and an Illustration. (2003). Flood, Robert ; AndrewK. Rose, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9880.

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  16. Market Reactions to Tangible and Intangible Information. (2003). Titman, Sheridan ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9743.

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  17. Formulating the imputed cost of equity capital for priced services at Federal Reserve banks. (2003). Wang, Zhenyu ; Lopez, Jose ; Green, Edward.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2003:i:sep:p:55-81:n:v.9no.3.

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  18. Dynamics of corporate earnings. (2003). Hall, Robert.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2003:i:mar.

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  19. Pricing kernels, inflation, and the term structure of interest rates. (2003). Haubrich, Joseph ; Craig, Ben R..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0308.

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  20. Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio. (2003). Robotti, Cesare.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-6.

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  21. Capital, Interest, and Aggregate Intertemporal Substitution. (2002). Mulligan, Casey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9373.

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  22. Borrowing Costs and the Demand for Equity Over the Life Cycle. (2002). Kubler, Felix ; Davis, Steven ; Willen, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9331.

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  23. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (2002). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8822.

    Full description at Econpapers || Download paper

  24. Performance Evaluation with Stochastic Discount Factors. (2002). Ferson, Wayne ; Jackson, David ; Todd, Steven ; Farnsworth, Heber.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8791.

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  25. Stochastic Discount Factor Bounds with Conditioning Information. (2002). Ferson, Wayne ; Siegel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8789.

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  26. Expropriation Risk and Return in Global Equity Markets. (2002). Bansal, Ravi ; Dahlquist, Magnus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0008.

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  27. Pricing kernels and dynamic portfolios. (2002). Philippe, HENROTTE.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0768.

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  28. The Rate of Risk Aversion May Be Lower Than You Think. (2002). Jacobs, Kris.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-08.

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  29. Measures of Fit for Rational Expectations Models.. (2002). Engsted, Tom.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:16:y:2002:i:3:p:301-55.

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  30. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. (2001). Piazzesi, Monika ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8363.

    Full description at Econpapers || Download paper

  31. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. (2001). Piazzesi, Monika.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8246.

    Full description at Econpapers || Download paper

  32. The Declining U.S. Equity Premium. (2001). McGrattan, Ellen ; Jagannathan, Ravi ; Scherbina, Anna .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8172.

    Full description at Econpapers || Download paper

  33. Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?. (2001). Lettau, Martin.
    In: Staff Reports.
    RePEc:fip:fednsr:130.

    Full description at Econpapers || Download paper

  34. Optimal portfolio allocation in a world without Treasury securities. (2001). Bomfim, Antulio N..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-11.

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  35. The price of inflation and foreign exchange risk in international equity markets. (2001). Robotti, Cesare.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-26.

    Full description at Econpapers || Download paper

  36. Minimum-variance kernels, economic risk premia, and tests of multi-beta models. (2001). Robotti, Cesare ; Balduzzi, Pierluigi.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-24.

    Full description at Econpapers || Download paper

  37. Market Efficiency in an Irrational World. (2000). Titman, Sheridan ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7489.

    Full description at Econpapers || Download paper

  38. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-014.

    Full description at Econpapers || Download paper

  39. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2000). Leduc, Sylvain.
    In: Working Papers.
    RePEc:fip:fedpwp:00-3.

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  40. Money, interest rates, and exchange rates with endogenously segmented markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:278.

    Full description at Econpapers || Download paper

  41. The stock market and capital accumulation. (2000). Hall, Robert.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2000:i:apr:x:3.

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  42. Evaluating Asset Pricing Implications of DSGE Models. (2000). Schorfheide, Frank ; Reffett, Kevin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1630.

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  43. Estimating Nonseparable Preference Specifications for Asset Market Participants. (2000). Jacobs, Kris.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1472.

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  44. Testing Affine Term Structure Models in Case of Transaction Costs. (2000). Nijman, Theo ; Melenberg, Bertrand ; Driessen, Joost.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0553.

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  45. Tail Estimation and Catastrophe Security Pricing: Can We Tell What Target We Hit if We Are Shooting in the Dark?. (1999). Moore, James F..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:99-14.

    Full description at Econpapers || Download paper

  46. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: CRSP working papers.
    RePEc:wop:chispw:505.

    Full description at Econpapers || Download paper

  47. The Stock Market and Capital Accumulation. (1999). Hall, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7180.

    Full description at Econpapers || Download paper

  48. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:23-99.

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  49. Price Functionals with Bid-Ask Spreads: An Axiomatic Approach. (1999). Jouini, Elyès.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-038.

    Full description at Econpapers || Download paper

  50. Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. (1998). Wu, Yangru ; Mark, Nelson.
    In: Working Papers.
    RePEc:osu:osuewp:98-05.

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  51. Multinationals and the Gains from International Diversification. (1998). Tesar, Linda ; Rowland, Patrick F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6733.

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  52. LAPM: A Liquidity-based Asset Pricing Model. (1998). Tirole, Jean ; Holmstrom, Bengt.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6673.

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  53. Asset Holding and Consumption Volatility. (1998). Smith, Sarah ; Banks, James ; Attanasio, Orazio ; Tanner, Sarah.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6567.

    Full description at Econpapers || Download paper

  54. Consumption-based modeling of long-horizon returns. (1998). Marshall, David ; DANIEL, KENT D..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-98-18.

    Full description at Econpapers || Download paper

  55. Bubbles or noise? Reconciling the results of broad-dividend variance-bounds tests. (1998). TeSelle, Garrett.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-42.

    Full description at Econpapers || Download paper

  56. Option Hedging Using Empirical Pricing Kernels. (1997). Rosenberg, Joshua ; Engle, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6222.

    Full description at Econpapers || Download paper

  57. Robust Permanent Income and Pricing. (1997). Tallarini, Thomas ; Sargent, Thomas ; Hansen, Lars.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:596.

    Full description at Econpapers || Download paper

  58. Testing calibrated general equilibrium models. (1996). Ortega, Eva ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:166.

    Full description at Econpapers || Download paper

  59. Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity. (1996). .
    In: Working Papers.
    RePEc:osu:osuewp:014.

    Full description at Econpapers || Download paper

  60. Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance. (1996). Ferson, Wayne ; Glassman, Debra A. ; Christopherson, Jon A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5830.

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  61. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-34.

    Full description at Econpapers || Download paper

  62. Testing asset pricing models with Euler equations: its worse than you think. (1995). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:1995-018.

    Full description at Econpapers || Download paper

  63. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

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  64. Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles. (1994). Garcia, René ; Bonomo, Marco.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:94s-14.

    Full description at Econpapers || Download paper

  65. Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013. (1950). Shiller, Robert ; Bunn, Oliver D..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1950.

    Full description at Econpapers || Download paper

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