Learning from a Keynote speaker: Lessons from Merton Miller's PACAP addresses
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Miller, Merton H., 1997.
"The future of futures,"
Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 131-142, June.
- Merton H. Miller, "undated". "The Future of Futures," CRSP working papers 323, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Miller, Merton H., 1995.
"Functional regulation,"
Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 139-139, May.
- Miller, Merton H., 1994. "Functional regulation," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 91-106, May.
- George J. Stigler, 1971. "The Theory of Economic Regulation," Bell Journal of Economics, The RAND Corporation, vol. 2(1), pages 3-21, Spring.
- Miller, Merton, 1998. "Asian financial crisis," Japan and the World Economy, Elsevier, vol. 10(3), pages 355-358, July.
- Miller, Merton H, 1977. "Debt and Taxes," Journal of Finance, American Finance Association, vol. 32(2), pages 261-275, May.
- Miller, Merton H., 1986. "Financial Innovation: The Last Twenty Years and the Next," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(4), pages 459-471, December.
- Shiller, Robert J, 1981.
"Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?,"
American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
- Robert J. Shiller, 1980. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," NBER Working Papers 0456, National Bureau of Economic Research, Inc.
- Miller, Merton H., 1996. "The social costs of some recent derivatives disasters," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 113-127, July.
- René M. Stulz, 2001. "Merton Miller'S Contributions To Modern Finance," Journal of Applied Corporate Finance, Morgan Stanley, vol. 13(4), pages 8-28, January.
- Kleidon, Allan W, 1986. "Variance Bounds Tests and Stock Price Valuation Models," Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 953-1001, October.
- Miller, Merton H., 2000. "Reflections of a retiring Keynote Speaker," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 277-283, July.
- Miller, Merton H., 1995. "Do we really need more regulation of financial derivatives?," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 147-158, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Chan, K. & Karolyi, G. A. & Rhee, S. G., 2002. "A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002," Pacific-Basin Finance Journal, Elsevier, vol. 10(5), pages 497-516, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017.
"Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages,"
Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.
- Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages," MPRA Paper 81453, University Library of Munich, Germany.
- Leonardo Bartolini & Lorenzo Giorgianni, 2001.
"Excess Volatility of Exchange Rates with Unobservable Fundamentals,"
Review of International Economics, Wiley Blackwell, vol. 9(3), pages 518-530, August.
- Leonardo Bartolini & Lorenzo Giorgianni, 2000. "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports 103, Federal Reserve Bank of New York.
- Eugene N. White, 2004.
"Bubbles and Busts: The 1990s in the Mirror of the 1920s,"
FRU Working Papers
2004/09, University of Copenhagen. Department of Economics. Finance Research Unit.
- Eugene N. White, 2006. "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers 12138, National Bureau of Economic Research, Inc.
- Cohen, Ruben D, 2000. "The long-run behavior of the S&P Composite Price Index and its risk premium," MPRA Paper 3192, University Library of Munich, Germany.
- Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2011.
"Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs,"
Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 17(3), pages 227-241, January.
- Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009. "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance icma-dp2009-11, Henley Business School, University of Reading.
- Nathan S. Balke & Mark E. Wohar, 2006. "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 55-78, July.
- Chung, Heetaik & Lee, Bong-Soo, 1998. "Fundamental and nonfundamental components in stock prices of Pacific-Rim countries," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 321-346, August.
- Schwert, G. William, 2003.
"Anomalies and market efficiency,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 15, pages 939-974,
Elsevier.
- G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc.
- Roger J. Bowden, 1990. "Predictive Disequilibria and the Short Run Dynamics of Asset Prices," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 65-87, June.
- Terrance Odean., 1996.
"Volume, Volatility, Price and Profit When All Trader Are Above Average,"
Research Program in Finance Working Papers
RPF-266, University of California at Berkeley.
- Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance 9803001, University Library of Munich, Germany.
- Nawazish Mirza & Ayesha Afzal, 2012. "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(44), pages 55-86, June.
- Froot, Kenneth A & Obstfeld, Maurice, 1991.
"Intrinsic Bubbles: The Case of Stock Prices,"
American Economic Review, American Economic Association, vol. 81(5), pages 1189-1214, December.
- Kenneth A. Froot & Maurice Obstfeld, 1989. "Intrinsic Bubbles: The Case of Stock Prices," NBER Working Papers 3091, National Bureau of Economic Research, Inc.
- Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao, 2020. "Excess volatility and market efficiency in government bond markets: the ASEAN-5 context," Journal of Asset Management, Palgrave Macmillan, vol. 21(2), pages 154-165, March.
- Xu, Jin & Leatham, David J., 2010. "Dynamic Analysis of Land Prices with Flexible Risk Aversion Coefficients," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61872, Agricultural and Applied Economics Association.
- Levine, Ross & Zervos, Sara, 1998.
"Stock Markets, Banks, and Economic Growth,"
American Economic Review, American Economic Association, vol. 88(3), pages 537-558, June.
- Ross Levine & Sara Zervos, "undated". "Stock markets, banks and economic growth ," CERF Discussion Paper Series 95-11, Economics and Finance Section, School of Social Sciences, Brunel University.
- Levine, Ross & Zervos, Sara, 1996. "Stock markets, banks, and economic growth," Policy Research Working Paper Series 1690, The World Bank.
- Kothari, S. P., 2001. "Capital markets research in accounting," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 105-231, September.
- Cuthbertson, Keith & Hyde, Stuart, 2002. "Excess volatility and efficiency in French and German stock markets," Economic Modelling, Elsevier, vol. 19(3), pages 399-418, May.
- 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 1062-1088, October.
- John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," Cowles Foundation Discussion Papers 785, Cowles Foundation for Research in Economics, Yale University.
- John Y. Campbell & Robert J. Shiller, 1986. "Cointegration and Tests of Present Value Models," NBER Working Papers 1885, National Bureau of Economic Research, Inc.
- Campbell, John & Shiller, Robert, 1987. "Cointegration and Tests of Present Value Models," Scholarly Articles 3122490, Harvard University Department of Economics.
- Singh, Ajit, 1991.
"The stock market and economic development: should developing countries encourage stock markets?,"
MPRA Paper
54927, University Library of Munich, Germany.
- Singh, Ajit, 1991. "The stock market and economic development: Should developing countries encourage stock markets?," MPRA Paper 53881, University Library of Munich, Germany, revised 16 Dec 1991.
- Bruno S. Frey & Reiner Eichenberger, 1989. "Should Social Scientists Care about Choice Anomalies?," Rationality and Society, , vol. 1(1), pages 101-122, July.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:pacfin:v:10:y:2002:i:4:p:359-369. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/pacfin .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.