This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Stock Market Volatility And Investment: Do Only Fundamental Matter? Author info | Abstract | Publisher info | Download info | Related research | Statistics Galeotti, Marzio
Schiantarelli, Fabio
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by C.V. Starr Center for Applied Economics, New York University in its series Working Papers with number
90-15.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length: 22 pages
Date of creation: 1990Date of revision:
Handle: RePEc:cvs:starer:90-15Contact details of provider: Postal: C.V. Starr Center, Department of Economics, New York University, 19 W. 4th Street, 6th Floor, New York, NY 10012 Phone: (212) 998-8936 Fax: (212) 995-3932 Web page: http://econ.as.nyu.edu/object/econ.cvstarr.html More information through EDIRC
Order Information: Postal: C.V. Starr Center, Department of Economics, New York University, 19 W. 4th Street, 6th Floor, New York, NY 10012 Email:
For technical questions regarding this item, or to correct its listing, contact: (Anne Stubing).
Keywords: prices ; stocks ; investments ; competition ; financial aspects ; Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Hansen, Lars Peter, 1982.
"Large Sample Properties of Generalized Method of Moments Estimators ,"
Econometrica ,
Econometric Society, vol. 50(4), pages 1029-54, July.
[Downloadable!] (restricted)
Schiantarelli, F. & Georgoutsos, D., 1990.
"Monopolistic competition and the Q theory of investment ,"
European Economic Review ,
Elsevier, vol. 34(5), pages 1061-1078, July.
[Downloadable!] (restricted)
Steven Fazzari & R. Glenn Hubbard & Bruce C. Petersen, 1988.
"Financing Constraints and Corporate Investment ,"
NBER Working Papers
2387, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Barry Bosworth, 1975.
"The Stock Market and the Economy ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 6(1975-2), pages 527-300.
[Downloadable!]
Lawrence H. Summers, 1981.
"Taxation and Corporate Investment: A q-Theory Approach ,"
Brookings Papers on Economic Activity ,
Economic Studies Program, The Brookings Institution, vol. 12(1981-1), pages 67-140.
[Downloadable!]
Campbell, John Y & Shiller, Robert J, 1987.
"Cointegration and Tests of Present Value Models ,"
Journal of Political Economy ,
University of Chicago Press, vol. 95(5), pages 1062-88, October.
[Downloadable!] (restricted)
Other versions: Wickens, Michael R, 1982.
"The Efficient Estimation of Econometric Models with Rational Expectations ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 49(1), pages 55-67, January.
[Downloadable!] (restricted)
De Bondt, Werner F M & Thaler, Richard, 1985.
" Does the Stock Market Overreact? ,"
Journal of Finance ,
American Finance Association, vol. 40(3), pages 793-805, July.
[Downloadable!] (restricted)
Takeo Hoshi & Anil Kashyap & David Scharfstein, 1989.
"Corporate structure, liquidity, and investment: evidence from Japanese industrial groups ,"
Finance and Economics Discussion Series
82, Board of Governors of the Federal Reserve System (U.S.).
Other versions:
Hoshi, Takeo & Kashyap, Anil & Scharfstein, David, 1991.
"Corporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 106(1), pages 33-60, February.
[Downloadable!] (restricted) LeRoy, Stephen F & Porter, Richard D, 1981.
"The Present-Value Relation: Tests Based on Implied Variance Bounds ,"
Econometrica ,
Econometric Society, vol. 49(3), pages 555-74, May.
[Downloadable!] (restricted)
Abel, Andrew B & Blanchard, Olivier J, 1986.
"The Present Value of Profits and Cyclical Movements in Investment ,"
Econometrica ,
Econometric Society, vol. 54(2), pages 249-73, March.
[Downloadable!] (restricted)
Other versions: Perron, Pierre, 1988.
"Trends and random walks in macroeconomic time series : Further evidence from a new approach ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 12(2-3), pages 297-332.
[Downloadable!] (restricted)
Other versions: Robert J. Shiller, 1984.
"Stock Prices and Social Dynamics ,"
Cowles Foundation Discussion Papers
719R, Cowles Foundation, Yale University.
[Downloadable!]
Diba, Behzad T & Grossman, Herschel I, 1987.
"On the Inception of Rational Bubbles ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 102(3), pages 697-700, August.
[Downloadable!] (restricted)
Hayashi, Fumio, 1982.
"Tobin's Marginal q and Average q: A Neoclassical Interpretation ,"
Econometrica ,
Econometric Society, vol. 50(1), pages 213-24, January.
[Downloadable!] (restricted)
Other versions:
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Demir, Firat, 2007.
"Volatility of short term capital flows and socio-political instability in developing countries: A review ,"
MPRA Paper
1943, University Library of Munich, Germany, revised Jan 2008.
[Downloadable!]
Simon van Norden & Huntley Schaller & ), 1995.
"Fads or Bubbles? ,"
Econometrics
9502004, EconWPA, revised 06 Jun 1995.
[Downloadable!]
Other versions: Robert S. Chirinko & Huntley Schaller, 2001.
"Business Fixed Investment and "Bubbles": The Japanese Case ,"
American Economic Review ,
American Economic Association, vol. 91(3), pages 663-680, June.
[Downloadable!] (restricted)
Other versions: Alessandra Del Boca & Marzio Galeotti & Paola Rota, 2003.
"Non-convexities in the Adjustment of Different Capital Inputs: A Firm-level Investigation ,"
Working Papers
2003.35, Fondazione Eni Enrico Mattei.
[Downloadable!]
Other versions:
Alessandra Del Boca & Marzio Galeotti & Paola Rota, 2002.
"Non-convexities in the adjustment of different capital inputs: a firm-level investigation ,"
Working Papers
0203, University of Bergamo, Department of Economics.
[Downloadable!] Del Boca, Alessandra & Galeotti, Marzio & Rota, Paola, 2008.
"Non-convexities in the adjustment of different capital inputs: A firm-level investigation ,"
European Economic Review ,
Elsevier, vol. 52(2), pages 315-337, February.
[Downloadable!] (restricted) Hali Edison & Torsten Sløk, 2003.
"The impact from changes in stock market valuations on investment: new economy versus old economy ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(9), pages 1015-1023, January.
[Downloadable!] (restricted)
Murillo Campello & John Graham, 2007.
"Do Stock Prices Influence Corporate Decisions? Evidence from the Technology Bubble ,"
NBER Working Papers
13640, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Steve Bond & Jason Cummins, 2001.
"Noisy share prices and the Q model of investment ,"
IFS Working Papers
W01/22, Institute for Fiscal Studies.
[Downloadable!]
Other versions: Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2009.
"Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets ,"
NIPE Working Papers
19/2009, NIPE - Universidade do Minho.
[Downloadable!]
Gregory R. Duffee & Stephen Prowse, 1996.
"What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment ,"
Working Papers
96-10, Federal Reserve Bank of Dallas.
[Downloadable!]
Samuel, Cherian, 1996.
"Stock market and investment : the signaling role of the market ,"
Policy Research Working Paper Series
1612, The World Bank.
[Downloadable!]
Goyal, Vidhan K. & Yamada, Takeshi, 2002.
"Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan ,"
CEI Working Paper Series
2002-11, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions: Hali J. Edison & Torsten Sløk, 2001.
"New Economy Stock Valuations and Investmen in the 1990s ,"
IMF Working Papers
01/78, International Monetary Fund.
[Downloadable!]
Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2009.
"Asset prices, Credit and Investment in Emerging Markets ,"
NIPE Working Papers
18/2009, NIPE - Universidade do Minho.
[Downloadable!]
Gregory R. Duffee & Steven D. Prowse, 1996.
"What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment ,"
Finance and Economics Discussion Series
96-38, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Olivier Blanchard & Changyong Rhee & Lawrence Summers, 1990.
"The Stock Market, Profit and Investment ,"
NBER Working Papers
3370, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Blanchard, O. & Rhee, C. & Summers, L., 1990.
"The Stock Market, Profit And Investment ,"
RCER Working Papers
233, University of Rochester - Center for Economic Research (RCER).
Blanchard, Olivier & Rhee, Changyong & Summers, Lawrence, 1993.
"The Stock Market, Profit, and Investment ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 108(1), pages 115-36, February.
[Downloadable!] (restricted)
Access and
download statistics Did you know? All top Economics journals are listed on RePEc .
This page was last updated on 2009-11-25.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .