-
2
-
-
0040387232
-
On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange
-
Al-Loughani N., Chappell D. On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange. Applied Financial Economics 1997, 7:173-176.
-
(1997)
Applied Financial Economics
, vol.7
, pp. 173-176
-
-
Al-Loughani, N.1
Chappell, D.2
-
3
-
-
84881844837
-
Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations
-
Arellano N., Bond S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The Review of Economic Studies 1991, 58:277-297.
-
(1991)
The Review of Economic Studies
, vol.58
, pp. 277-297
-
-
Arellano, N.1
Bond, S.2
-
5
-
-
35448946942
-
The local power of some unit root tests for panel data
-
JAI Press, Amsterdam, B.H. Baltagi (Ed.)
-
Breitung J. The local power of some unit root tests for panel data. Advances in econometrics volume 15: Nonstationary panels, panel cointegration, and dynamic panels 2000, 161-178. JAI Press, Amsterdam. B.H. Baltagi (Ed.).
-
(2000)
Advances in econometrics volume 15: Nonstationary panels, panel cointegration, and dynamic panels
, pp. 161-178
-
-
Breitung, J.1
-
6
-
-
63349103839
-
What has driven Chinese monetary policy since 1990? Investigating the People's Bank's policy rule
-
Burdekin R., Siklos P. What has driven Chinese monetary policy since 1990? Investigating the People's Bank's policy rule. Journal of International Money and Finance 2008, 27(5):847-859.
-
(2008)
Journal of International Money and Finance
, vol.27
, Issue.5
, pp. 847-859
-
-
Burdekin, R.1
Siklos, P.2
-
7
-
-
81455156319
-
Understanding booms and busts in housing markets
-
National Bureau of Economic Research, Inc
-
Burnside C., Eichenbaum M., Rebelo S. Understanding booms and busts in housing markets. NBER Working Papers 16734 2011, National Bureau of Economic Research, Inc.
-
(2011)
NBER Working Papers 16734
-
-
Burnside, C.1
Eichenbaum, M.2
Rebelo, S.3
-
8
-
-
33750947303
-
Entrepreneurship, frictions, and wealth
-
Cagetti M., Nardi D. Entrepreneurship, frictions, and wealth. Journal of Political Economy 2006, 114(5):835-870.
-
(2006)
Journal of Political Economy
, vol.114
, Issue.5
, pp. 835-870
-
-
Cagetti, M.1
Nardi, D.2
-
11
-
-
84858991898
-
Measurements of China's capital return (1978-2006): Microeconomic underpinnings for the recent economic boom in China
-
CCER
-
CCER Measurements of China's capital return (1978-2006): Microeconomic underpinnings for the recent economic boom in China. China Economic Quarterly 2007, 6(3):723-758.
-
(2007)
China Economic Quarterly
, vol.6
, Issue.3
, pp. 723-758
-
-
-
12
-
-
0001703570
-
The influence of economic variables on local house price dynamics
-
Clapp J., Giaccotto C. The influence of economic variables on local house price dynamics. Journal of Urban Economics 1994, 36(2):161-183.
-
(1994)
Journal of Urban Economics
, vol.36
, Issue.2
, pp. 161-183
-
-
Clapp, J.1
Giaccotto, C.2
-
14
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama E. Efficient capital markets: A review of theory and empirical work. Journal of Finance 1970, 25:383-417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.1
-
15
-
-
34250890715
-
Business conditions and expected returns on stocks and bonds
-
Fama E., French K. Business conditions and expected returns on stocks and bonds. Journal of Financial Economics 1989, 25(1):23-49.
-
(1989)
Journal of Financial Economics
, vol.25
, Issue.1
, pp. 23-49
-
-
Fama, E.1
French, K.2
-
16
-
-
0012027867
-
Assessing cross-sectional correlation in panel data
-
Frees E. Assessing cross-sectional correlation in panel data. Journal of Econometrics 1995, 69:393-414.
-
(1995)
Journal of Econometrics
, vol.69
, pp. 393-414
-
-
Frees, E.1
-
17
-
-
33747226095
-
The long-run relationship between house prices and income: Evidence from local housing markets
-
Gallin J. The long-run relationship between house prices and income: Evidence from local housing markets. Real Estate Economics 2006, 34(3):417-438.
-
(2006)
Real Estate Economics
, vol.34
, Issue.3
, pp. 417-438
-
-
Gallin, J.1
-
18
-
-
0040481570
-
Loss aversion and seller behavior: Evidence from the housing market
-
Genesove D., Mayer C. Loss aversion and seller behavior: Evidence from the housing market. Quarterly Journal of Economics 2001, 116(4):1233-1260.
-
(2001)
Quarterly Journal of Economics
, vol.116
, Issue.4
, pp. 1233-1260
-
-
Genesove, D.1
Mayer, C.2
-
19
-
-
77952320796
-
Housing demand in shanghai: A discrete choice approach
-
Han X. Housing demand in shanghai: A discrete choice approach. China Economic Review 2010, 21:355-376.
-
(2010)
China Economic Review
, vol.21
, pp. 355-376
-
-
Han, X.1
-
20
-
-
33645817313
-
Assessing high house prices: Bubbles, fundamentals and misperceptions
-
Himmelberg C., Mayer C., Sinai T. Assessing high house prices: Bubbles, fundamentals and misperceptions. The Journal of Economic Perspectives 2005, 19(4):67-92.
-
(2005)
The Journal of Economic Perspectives
, vol.19
, Issue.4
, pp. 67-92
-
-
Himmelberg, C.1
Mayer, C.2
Sinai, T.3
-
21
-
-
0042902144
-
Liquidity, business cycles and monetary policy (Clarendon lectures 2)
-
Edinburgh School of Economics, University of Edinburgh
-
Kiyotaki N., Moore J. Liquidity, business cycles and monetary policy (Clarendon lectures 2). ESE Discussion Papers 111 2004, Edinburgh School of Economics, University of Edinburgh.
-
(2004)
ESE Discussion Papers 111
-
-
Kiyotaki, N.1
Moore, J.2
-
22
-
-
84867627038
-
-
Bursting bubbles, consequences and cures. Federal Reserve Bank of Minneapolis Mimeo.
-
Kocherlakota, N., 2009. Bursting bubbles, consequences and cures. Federal Reserve Bank of Minneapolis Mimeo.
-
(2009)
-
-
Kocherlakota, N.1
-
24
-
-
84971942769
-
Bubbles, stock returns, and duration dependence
-
McQueen G., Thorley S. Bubbles, stock returns, and duration dependence. Journal of Financial and Quantitative Analysis 1994, 29(03):379-401.
-
(1994)
Journal of Financial and Quantitative Analysis
, vol.29
, Issue.3
, pp. 379-401
-
-
McQueen, G.1
Thorley, S.2
-
25
-
-
67349173527
-
Do house prices reflect fundamentals? Aggregate and panel data evidence
-
Mikhed V., Zemcik P. Do house prices reflect fundamentals? Aggregate and panel data evidence. Journal of Housing Economics 2009, 18(2):140-149.
-
(2009)
Journal of Housing Economics
, vol.18
, Issue.2
, pp. 140-149
-
-
Mikhed, V.1
Zemcik, P.2
-
26
-
-
0035211241
-
On fragility of bubbles in equilibrium asset pricing models of Lucas type
-
Montrucchio L., Privileggi F. On fragility of bubbles in equilibrium asset pricing models of Lucas type. Journal of Economic Theory 2001, 101(1):158-188.
-
(2001)
Journal of Economic Theory
, vol.101
, Issue.1
, pp. 158-188
-
-
Montrucchio, L.1
Privileggi, F.2
-
27
-
-
84867650029
-
-
MIT Press, Cambridge, MA, W.C. Brainard, W.D. Nordhaus, H.W. Watts (Eds.)
-
Samuelson P.A. Long-run risk tolerance when equity returns are mean regressing: Pseudoparadoxes and vindication of 'business man's risk', in money, macroeconomics, and economic policy: Essays in honor of James Tobin 1991, MIT Press, Cambridge, MA. W.C. Brainard, W.D. Nordhaus, H.W. Watts (Eds.).
-
(1991)
Long-run risk tolerance when equity returns are mean regressing: Pseudoparadoxes and vindication of 'business man's risk', in money, macroeconomics, and economic policy: Essays in honor of James Tobin
-
-
Samuelson, P.A.1
-
28
-
-
0002190490
-
Rational asset pricing bubbles
-
Santos M., Woodford M. Rational asset pricing bubbles. Econometrica 1997, 65(1):19-58.
-
(1997)
Econometrica
, vol.65
, Issue.1
, pp. 19-58
-
-
Santos, M.1
Woodford, M.2
-
29
-
-
0002897976
-
Speculative prices and popular models
-
Shiller R. Speculative prices and popular models. The Journal of Economic Perspectives 1990, 4(2):55-65.
-
(1990)
The Journal of Economic Perspectives
, vol.4
, Issue.2
, pp. 55-65
-
-
Shiller, R.1
-
30
-
-
0029507570
-
Prices and trading volume in the housing market: A model with down-payment effects
-
Stein J. Prices and trading volume in the housing market: A model with down-payment effects. Quarterly Journal of Economics 1995, 110(2):379-406.
-
(1995)
Quarterly Journal of Economics
, vol.110
, Issue.2
, pp. 379-406
-
-
Stein, J.1
-
31
-
-
84867643660
-
Interest rate control and market-oriented interest rate in China
-
Wang G. Interest rate control and market-oriented interest rate in China. Economic Research Journal 2001, 6(1):13-20.
-
(2001)
Economic Research Journal
, vol.6
, Issue.1
, pp. 13-20
-
-
Wang, G.1
-
33
-
-
79951680778
-
Impact of urban economic openness on real estate prices: Evidence from thirty-five cities in China
-
Wang S., Yang Z., Liu H. Impact of urban economic openness on real estate prices: Evidence from thirty-five cities in China. China Economic Review 2011, 22:42-54.
-
(2011)
China Economic Review
, vol.22
, pp. 42-54
-
-
Wang, S.1
Yang, Z.2
Liu, H.3
-
34
-
-
70350743740
-
UK housing market: Time series processes with independent and identically distributed residuals
-
Willcocks G. UK housing market: Time series processes with independent and identically distributed residuals. Journal of Real Estate Finance and Economics 2009, 39:403-414.
-
(2009)
Journal of Real Estate Finance and Economics
, vol.39
, pp. 403-414
-
-
Willcocks, G.1
-
35
-
-
80052179762
-
Return to capital investment and its determinants in China: Evidence from listed companies
-
Xin Q., Lin B., Yang D. Return to capital investment and its determinants in China: Evidence from listed companies. China Economic Quarterly 2007, 6(4):1143-1154.
-
(2007)
China Economic Quarterly
, vol.6
, Issue.4
, pp. 1143-1154
-
-
Xin, Q.1
Lin, B.2
Yang, D.3
|