Citations for "Investment Plans and Stock Returns"
by Owen A. Lamont
- Fuerst, Michael E., 2006. "Investor risk premia and real macroeconomic fluctuations," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 540-563, September.
- Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
- Garcia-Murillo, Martha & Velez-Ospina, Jorge Andres & Vargas-Leon, Patricia, 2012. "Where should governments invest? The impact of economic, political, social and technological factors on the formation of new firms," 23rd European Regional ITS Conference, Vienna 2012 60400, International Telecommunications Society (ITS).
- Hui Guo, 2002. "Stock market returns, volatility, and future output," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 75-86.
- Edge, Rochelle M., 2007. "Time-to-build, time-to-plan, habit-persistence, and the liquidity effect," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1644-1669, September.
- Owen Lamont, 2004.
"Go Down Fighting: Short Seller vs. Firms,"
Yale School of Management Working Papers
amz2521, Yale School of Management, revised 01 Aug 2004.
- Jeong-Joon Lee, 2006. "The Adjusted Solow Residual and Asset Returns (Subsequently published in "Eastern Economic Journal", 2007, 33,(2), pp. 231-255. )," CARF F-Series CARF-F-056, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Xiaoji Lin, 2009.
"Endogenous Technological Progress and the Cross Section of Stock Returns,"
FMG Discussion Papers
dp634, Financial Markets Group.
- Lin, Xiaoji, 2012. "Endogenous technological progress and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 103(2), pages 411-427.
- Lin, Xiaoji, 2012. "Endogenous Technological Progress and the Cross Section of Stock Returns," Working Paper Series 2012-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Xiaoji Lin, 2009. "Endogenous technological progress and the cross section of stock returns," LSE Research Online Documents on Economics 29047, London School of Economics and Political Science, LSE Library.
- Lin, Xiaoji, 2009. "Endogenous technological progress and the cross section of stock returns," MPRA Paper 14829, University Library of Munich, Germany.
- Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers 2002-07, Department of Economics, Johannes Kepler University Linz, Austria.
- Chen, Long & Zhang, Lu, 2011. "Do time-varying risk premiums explain labor market performance?," Journal of Financial Economics, Elsevier, vol. 99(2), pages 385-399, February.
- Twine, Edgar E. & Kiiza, Barnabas & Bashaasha, Bernard, 2015. "The Flexible Accelerator Model of Investment: An Application to Ugandan Tea- Processing Firms," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 10(1), March.
- Lars-Alexander Kuehn, 2007. "Time-to-Build and Asset Prices," 2007 Meeting Papers 1015, Society for Economic Dynamics.
- Nicolae B. Gârleanu & Stavros Panageas & Jianfeng Yu, 2009. "Technological Growth and Asset Pricing," NBER Working Papers 15340, National Bureau of Economic Research, Inc.
- Gourio, Francois & Kashyap, Anil K, 2007.
"Investment spikes: New facts and a general equilibrium exploration,"
Journal of Monetary Economics,
Elsevier, vol. 54(Supplemen), pages 1-22, September.
- Francois Gourio & Anil K Kashyap, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," NBER Working Papers 13157, National Bureau of Economic Research, Inc.
- Anil Kashyap & Francois Gourio, 2007. "Investment Spikes: New Facts and a General Equilibrium Exploration," 2007 Meeting Papers 148, Society for Economic Dynamics.
- Francois Gourio & Anil K Kashyap, 2007. "Investment Spikes: New Facts And A General Equilibrium Exploration," Boston University - Department of Economics - Working Papers Series WP2007-006, Boston University - Department of Economics.
- Gerard Hoberg & Gordon Phillips, 2010.
"Real and Financial Industry Booms and Busts,"
Journal of Finance,
American Finance Association, vol. 65(1), pages 45-86, 02.
- Jeong-Joon Lee, 2007.
"The Adjusted Solow Residual and Asset Returns,"
Eastern Economic Journal,
Eastern Economic Association, vol. 33(2), pages 231-255, Spring.
- Martijn Cremers & Vinay Nair & Kose John, 2005.
"Takeovers and the Cross-Section of Returns,"
Yale School of Management Working Papers
amz2393, Yale School of Management, revised 01 Sep 2007.
- Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler, 2004. "Behavioral Corporate Finance: A Survey," NBER Working Papers 10863, National Bureau of Economic Research, Inc.
- Ryo Kato, 2004.
"Liquidity, Infinite Horizons and Macroeconomic Fluctuations,"
Econometric Society 2004 Far Eastern Meetings
622, Econometric Society.
- Kato, Ryo, 2006. "Liquidity, infinite horizons and macroeconomic fluctuations," European Economic Review, Elsevier, vol. 50(5), pages 1105-1130, July.
- H. Youn Kim, 2003. "Intertemporal production and asset pricing: a duality approach," Oxford Economic Papers, Oxford University Press, vol. 55(2), pages 344-379, April.
- Robin Greenwood & Samuel Hanson, 2010. "Characteristic Timing," NBER Working Papers 15948, National Bureau of Economic Research, Inc.
- Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data," School of Economics Discussion Papers 0405, School of Economics, University of Surrey.
- Chen, Hung-Kun & Liang, Woan-lih, 2016. "Do venture capitalists improve the operating performance of IPOs?," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 291-304.
- Owen A. Lamont, 2002. "Evaluating Value Weighting: Corporate Events and Market Timing," NBER Working Papers 9049, National Bureau of Economic Research, Inc.
- Toni M. Whited & Lu Zhang, 2006. "Testing the q-Theory of Anomalies," 2006 Meeting Papers 380, Society for Economic Dynamics.
- Chaoshin Chiao & Weifeng Hung & Cheng F. Lee, 2008. "Mispricing of Research and Development Investments in a Rapidly Emerging and Electronics-Dominated Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 44(1), pages 95-116, January.
- Stig V. Møller & Jesper Rangvid, 2012. "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers 2012-42, Department of Economics and Business Economics, Aarhus University.
- Krainer, Robert E., 2014. "Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 283-298.
- Cochrane, John H., 2005.
"Financial Markets and the Real Economy,"
Foundations and Trends(R) in Finance,
now publishers, vol. 1(1), pages 1-101, July.
- Kazuo Ogawa & Kazuyuki Suzuki, 2007.
"Information, Investment, and the Stock Market: A Study of Investment Revision Data of Japanese Manufacturing Industries,"
ISER Discussion Paper
0681, Institute of Social and Economic Research, Osaka University.
- Ogawa, Kazuo & Suzuki, Kazuyuki, 2008. "Information, investment, and the stock market: A study of investment revision data of Japanese manufacturing industries," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 663-676, December.
- Branston, Christopher B. & Groenewold, Nicolaas, 2004. "Investment and share prices: fundamental versus speculative components," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 199-226, August.
- Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2002. "Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity," Finance and Economics Discussion Series 2002-46, Board of Governors of the Federal Reserve System (U.S.).
- Kang, Hankil & Kang, Jangkoo & Lee, Changjun, 2013. "Do the production-based factors capture the time-varying patterns in stock returns?," Emerging Markets Review, Elsevier, vol. 15(C), pages 122-135.
- Christopher F Baum & Mustafa Caglayan & Oleksandr Talavera, 2010. "Corporate Liquidity Management and Future Investment Expenditures," University of East Anglia Applied and Financial Economics Working Paper Series 001, School of Economics, University of East Anglia, Norwich, UK..
- Christopher Polk & Paola Sapienza, 2004.
"The Real Effects of Investor Sentiment,"
NBER Working Papers
10563, National Bureau of Economic Research, Inc.
- Donglin Li, 2014. "Dissecting and connecting the growth and accounting distortion components of accruals," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 1-28, January.
- 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.
- Hui Guo, 2002. "Why are stock market returns correlated with future economic activities?," Review, Federal Reserve Bank of St. Louis, issue Mar., pages 19-34.
- Malcolm P. Baker & Ryan Taliaferro & Jeffrey Wurgler, 2004. "Pseudo Market Timing and Predictive Regressions," NBER Working Papers 10823, National Bureau of Economic Research, Inc.
- Smith, Jason, 2014. "Does the market matter for more than investment?," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 52-61.
- Eleswarapu, Venkat R. & Thompson, Rex, 2007. "Testing for negative expected market return premia," Journal of Banking & Finance, Elsevier, vol. 31(6), pages 1755-1770, June.
- Di Giuli, Alberta, 2013. "The effect of stock misvaluation and investment opportunities on the method of payment in mergers," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 196-215.
- Tano Santos & Pietro Veronesi, 2004. "Conditional Betas," NBER Working Papers 10413, National Bureau of Economic Research, Inc.
- Daniel M. Covitz & Diana Hancock & Myron L. Kwast, 2004. "Market discipline in banking reconsidered: the roles of funding manager decisions and deposit insurance reform," Finance and Economics Discussion Series 2004-53, Board of Governors of the Federal Reserve System (U.S.).
- Ahmet Inci, 2011. "Capital Investment, Earnings, and Annual Stock Returns: Causality Relationships In China," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 95-125, December.
- Papadamou, Stephanos & Siriopoulos, Costas, 2008. "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper 25973, University Library of Munich, Germany.