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Citations for "Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts"

by Steven A. Sharpe

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  1. Verma, Rahul & Verma, Priti, 2008. "Are survey forecasts of individual and institutional investor sentiments rational?," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(5), pages 1139-1155, December.
  2. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2006. "The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-46, Board of Governors of the Federal Reserve System (U.S.).
  3. Markus K Brunnermeier & Christian Julliard, 2006. "Money Illusion and Housing Frenzies," FMG Discussion Papers, Financial Markets Group dp579, Financial Markets Group.
  4. Li-Hung Wu, 2013. "Rational Bubbles Exist in the G-7 Stock Markets? Threshold Cointegration Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 32-43, December.
  5. Hondroyiannis, George & Papapetrou, Evangelia, 2006. "Stock returns and inflation in Greece: A Markov switching approach," Review of Financial Economics, Elsevier, Elsevier, vol. 15(1), pages 76-94.
  6. Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance, EconWPA 0311005, EconWPA, revised 17 May 2004.
  7. Dikaios Tserkezos & Eleni Thanou, . "Conventional Nonlinear Relationships between GDP , Inflation and Stock Market Returns. An investigation for the Greek Economy," Working Papers, University of Crete, Department of Economics 0731, University of Crete, Department of Economics.
  8. Patrick de Fontnouvelle & Victoria Garrity & Scott Chu & Eric Rosengren, 2005. "The potential impact of explicit Basel II operational risk capital charges on the competitive environment of processing banks in the United States," Basel II White Paper, Board of Governors of the Federal Reserve System (U.S.) 4, Board of Governors of the Federal Reserve System (U.S.).
  9. Han, Bin, 2004. "Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2004-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  10. Warr, Richard S., 2005. "An empirical study of inflation distortions to EVA," Journal of Economics and Business, Elsevier, Elsevier, vol. 57(2), pages 119-137.
  11. John, Tatom, 2009. "U.S. Monetary Policy and Stock Prices: Should the Fed Attempt to Control Stock Prices?," MPRA Paper 19762, University Library of Munich, Germany.
  12. Boucher, Christophe, 2006. "Stock prices-inflation puzzle and the predictability of stock market returns," Economics Letters, Elsevier, Elsevier, vol. 90(2), pages 205-212, February.
  13. Schmeling, Maik & Schrimpf, Andreas, 2011. "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, Elsevier, vol. 55(5), pages 702-719, June.
  14. Alexander David & Pietro Veronesi, 2009. "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers 15563, National Bureau of Economic Research, Inc.
  15. Da, Zhi & Warachka, Mitchell Craig, 2009. "Cashflow risk, systematic earnings revisions, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 94(3), pages 448-468, December.
  16. McMillan, David G., 2009. "Are share prices still too high?," Research in International Business and Finance, Elsevier, Elsevier, vol. 23(3), pages 223-232, September.
  17. Wayne Passmore, 2003. "The GSE implicit subsidy and value of government ambiguity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2003-64, Board of Governors of the Federal Reserve System (U.S.).
  18. Gabe de Bondt & Tuomas Peltonen & Daniel Santabarbara, 2011. "Booms and busts in China's stock market: estimates based on fundamentals," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(5), pages 287-300.
  19. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada 14, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  20. Christophe Boucher & Bertrand Maillet, 2011. "Une analyse temps-fréquences des cycles financiers," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  21. Tobias Basse & Sebastian Reddemann, 2010. "Variable-ordering induced problems of impulse-response analysis and other difficulties: the dividend policy of Austrian firms," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 1(3/4), pages 278-293.
  22. Kaliva, Kasimir & Koskinen, Lasse, 2008. "Stock market bubbles, inflation and investment risk," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(3), pages 592-603, June.
  23. Monika Piazzesi & Martin Schneider, 2007. "Inflation Illusion, Credit, and Asset Pricing," NBER Working Papers 12957, National Bureau of Economic Research, Inc.
  24. Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance, EconWPA 0305011, EconWPA.
  25. Geert Bekaert & Eric Engstrom, 2009. "Inflation and the stock market: Understanding the “Fed Model”," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, issue Jan.
  26. Gerald Stuber, 2001. "Implications of Uncertainty about Long-Run Inflation and the Price Level," Working Papers, Bank of Canada 01-16, Bank of Canada.
  27. Sean D. Campbell & Morris A. Davis & Joshua Gallin & Robert F. Martin, 2006. "A trend and variance decomposition of the rent-price ratio in housing markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-29, Board of Governors of the Federal Reserve System (U.S.).
  28. Dean Croushore, 2010. "Philadelphia Fed forecasting surveys: their value for research," Business Review, Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia, issue Q3, pages 1-11.
  29. Wayne Passmore, 2005. "The GSE implicit subsidy and the value of government ambiguity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-05, Board of Governors of the Federal Reserve System (U.S.).
  30. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.