메뉴 건너뛰기




Volumn 61, Issue 6, 2005, Pages 36-54

Rubble logic: What did we learn from the great stock market bubble?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33645798081     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v61.n6.2770     Document Type: Review
Times cited : (9)

References (22)
  • 1
    • 0345357791 scopus 로고    scopus 로고
    • Surprise! Higher dividends = Higher earnings growth
    • Arnott, Robert D., and Clifford S. Asness. 2003. "Surprise! Higher Dividends = Higher Earnings Growth." Financial Analysts Journal, vol. 59, no. 1 (January/February):70-87.
    • (2003) Financial Analysts Journal , vol.59 , Issue.1 JANUARY-FEBRUARY , pp. 70-87
    • Arnott, R.D.1    Asness, C.S.2
  • 2
    • 0002123932 scopus 로고    scopus 로고
    • What risk premium is 'normal'?
    • Arnott, Robert D., and Peter L. Bernstein. 2002. "What Risk Premium Is 'Normal'?" Financial Analysts Journal, vol. 58, no. 2 (March/April):64-85.
    • (2002) Financial Analysts Journal , vol.58 , Issue.2 MARCH-APRIL , pp. 64-85
    • Arnott, R.D.1    Bernstein, P.L.2
  • 4
    • 33645763143 scopus 로고    scopus 로고
    • The power of past stock returns
    • AQR Capital Management
    • _. 1999. "The Power of Past Stock Returns." Working paper, AQR Capital Management.
    • (1999) Working Paper
  • 6
    • 0344064173 scopus 로고    scopus 로고
    • Stocks vs. bonds: Explaining the equity risk premium
    • _. 2000b. "Stocks vs. Bonds: Explaining the Equity Risk Premium." Financial Analysts Journal, vol. 56, no. 2 (March/April):96-113.
    • (2000) Financial Analysts Journal , vol.56 , Issue.2 MARCH-APRIL , pp. 96-113
  • 7
    • 0345099674 scopus 로고    scopus 로고
    • Fight the fed model
    • _. 2003. "Fight the Fed Model." Journal of Portfolio Management, vol. 30, no. 1 (Fall):11-24.
    • (2003) Journal of Portfolio Management , vol.30 , Issue.1 FALL , pp. 11-24
  • 8
    • 4344665529 scopus 로고    scopus 로고
    • Stock options and the lying liars who don't want to expense them
    • _. 2004. "Stock Options and the Lying Liars Who Don't Want to Expense Them." Financial Analysts Journal, vol. 60, no. 4 (July/August):9-14.
    • (2004) Financial Analysts Journal , vol.60 , Issue.4 JULY-AUGUST , pp. 9-14
  • 9
    • 33645755118 scopus 로고    scopus 로고
    • Comparing apples to apples, the stock market is expensive
    • Forthcoming. AQR Capital Management
    • Asness, Clifford, and Anne Casscells. Forthcoming. "Comparing Apples to Apples, the Stock Market Is Expensive." Working paper, AQR Capital Management.
    • Working Paper
    • Asness, C.1    Casscells, A.2
  • 10
    • 33645796603 scopus 로고    scopus 로고
    • International diversification: Have we missed the forest through the trees?
    • Forthcoming. AQR Capital Management
    • Asness, Clifford, Robert Krail, and John Liew. Forthcoming. "International Diversification: Have We Missed the Forest through the Trees?" Working paper, AQR Capital Management.
    • Working Paper
    • Asness, C.1    Krail, R.2    Liew, J.3
  • 11
    • 33645788753 scopus 로고    scopus 로고
    • Stock/bond risk perceptions and expected returns
    • Peter L. Bernstein, Inc. (1 February)
    • Bernstein, Peter L. 1997a. "Stock/Bond Risk Perceptions and Expected Returns." In Economics & Portfolio Strategy, Peter L. Bernstein, Inc. (1 February).
    • (1997) Economics & Portfolio Strategy
    • Bernstein, P.L.1
  • 12
    • 0344926401 scopus 로고    scopus 로고
    • Payouts and payoffs and an interesting erratum
    • Peter L. Bernstein, Inc. (15 March)
    • _. 1997b. "Payouts and Payoffs and an Interesting Erratum." In Economics & Portfolio Strategy, Peter L. Bernstein, Inc. (15 March).
    • (1997) Economics & Portfolio Strategy
  • 13
    • 0002624840 scopus 로고    scopus 로고
    • On persistence in mutual fund performance
    • Carhart, Mark M. 1997. "On Persistence in Mutual Fund Performance." Journal of Finance, vol. 52, no. 1 (March):57-82.
    • (1997) Journal of Finance , vol.52 , Issue.1 MARCH , pp. 57-82
    • Carhart, M.M.1
  • 14
    • 0142250309 scopus 로고    scopus 로고
    • The level and persistence of growth rates
    • Chan, L., J. Karceski, and J. Lakonishok. 2003. "The Level and Persistence of Growth Rates." Journal of Finance, vol. 58, no. 2 (April):634-684.
    • (2003) Journal of Finance , vol.58 , Issue.2 APRIL , pp. 634-684
    • Chan, L.1    Karceski, J.2    Lakonishok, J.3
  • 15
    • 42349111768 scopus 로고    scopus 로고
    • Disagreement, tastes, and asset prices
    • Tuck Business School
    • Fama, Eugene E., and Kenneth R. French. 2004. "Disagreement, Tastes, and Asset Prices." Working Paper No. 2004-03, Tuck Business School.
    • (2004) Working Paper No. 2004-03 , vol.2004 , Issue.3
    • Fama, E.E.1    French, K.R.2
  • 16
    • 0004030239 scopus 로고    scopus 로고
    • New York: McGraw-Hill (also see later editions)
    • Graham, Benjamin, and David Dodd. Security Analysis. New York: McGraw-Hill (also see later editions).
    • Security Analysis
    • Graham, B.1    Dodd, D.2
  • 17
    • 5044225914 scopus 로고    scopus 로고
    • Long-run stock returns: Participating in the real economy
    • Ibbotson, Roger G., and Peng Chen. 2003. "Long-Run Stock Returns: Participating in the Real Economy." Financial Analysts Journal, vol. 59, no. 1 (January/February):88-98.
    • (2003) Financial Analysts Journal , vol.59 , Issue.1 JANUARY-FEBRUARY , pp. 88-98
    • Ibbotson, R.G.1    Chen, P.2
  • 18
    • 84993907227 scopus 로고
    • Returns to buying winners and selling losers: Implications for stock market efficiency
    • Jegadeesh, Narasimhan, and Sheridan Titman. 1993. "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency." Journal of Finance, vol. 48, no. 1 (March):65-91.
    • (1993) Journal of Finance , vol.48 , Issue.1 MARCH , pp. 65-91
    • Jegadeesh, N.1    Titman, S.2
  • 19
    • 0002962533 scopus 로고
    • Inflation, rational valuation and the market
    • Modigliani, F., and R. Cohn. 1979. "Inflation, Rational Valuation and the Market." Financial Analysts Journal, vol. 35, no. 2 (March/ April):24-44.
    • (1979) Financial Analysts Journal , vol.35 , Issue.2 MARCH-APRIL , pp. 24-44
    • Modigliani, F.1    Cohn, R.2
  • 20
    • 0004179594 scopus 로고    scopus 로고
    • Princeton, NJ: Princeton University Press
    • Shiller, Robert J. 2000. Irrational Exuberance. Princeton, NJ: Princeton University Press.
    • (2000) Irrational Exuberance
    • Shiller, R.J.1
  • 21
    • 0002307601 scopus 로고    scopus 로고
    • The limits of arbitrage
    • Shleifer, Andrei, and Robert W. Vishny. 1997. "The Limits of Arbitrage." Journal of Finance, vol. 52, no. 1 (March):35-55.
    • (1997) Journal of Finance , vol.52 , Issue.1 MARCH , pp. 35-55
    • Shleifer, A.1    Vishny, R.W.2
  • 22
    • 0348002889 scopus 로고    scopus 로고
    • Lottery players/stock traders
    • Statman, Meir. 2002. "Lottery Players/Stock Traders." Financial Analysts Journal, vol. 58, no. 1 (January/February):14-21.
    • (2002) Financial Analysts Journal , vol.58 , Issue.1 JANUARY-FEBRUARY , pp. 14-21
    • Statman, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.