Yoon Dokko
Personal Details
First Name: | Yoon |
Middle Name: | |
Last Name: | Dokko |
Suffix: | |
RePEc Short-ID: | pdo157 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- Yoon Dokko and Robert H. Edelstein., 1987. "Stock Prices, Risk Premia, Inflation, and Uncertainty," Research Program in Finance Working Papers 179, University of California at Berkeley.
- Yoon Dokko and Robert H. Edelstein., 1985. "Stock Market Returns and Inflation: The Effects of Economic Uncertainty," Research Program in Finance Working Papers 157, University of California at Berkeley.
Articles
- Yoon Dokko & Robert H. Edelstein & Allan J. Lacayo & Daniel C. Lee, 1999. "Real Estate Income and Value Cycles: A Model of Market Dynamics," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 69-96.
- Yoon Dokko & Robert H. Edelstein, 1992. "Towards a Real Estate Land use Modeling Paradigm," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(2), pages 199-209, June.
- Dokko, Yoon & Edelstein, Robert H, 1991. "Interest Rate Risk and Optimal Design of Mortgage Instruments," The Journal of Real Estate Finance and Economics, Springer, vol. 4(1), pages 59-68, March.
- Yoon Dokko & Robert H. Edelstein & Marshall Pomer & E. Scott Urdang, 1991. "Determinants of the Rate of Return for Nonresidential Real Estate: Inflation Expectations and Market Adjustment Lags," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(1), pages 52-69, March.
- Dokko, Yoon & Edelstein, Robert H & Urdang, E Scott, 1990. "Does Credit Rationing Affect Residential Investment? Deja Vu All Over Again," The Journal of Real Estate Finance and Economics, Springer, vol. 3(4), pages 357-371, December.
- Dokko, Yoon & Edelstein, Robert H, 1989. "How Well Do Economists Forecast Stock Market Prices? A Study of the Livingston Surveys," American Economic Review, American Economic Association, vol. 79(4), pages 865-871, September.
- Dokko, Yoon, 1989. "Are Changes in Inflation Expectations Capitalized into Stock Prices? A Micro-firm Test for the Nominal Contracting Hypothesis," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 309-317, May.
- Dokko, Yoon & Edelstein, Robert, 1987. "The Empirical Interrelationships among the Mundell and Darby Hypotheses and Expected Stock Market Returns," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 161-166, February.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Yoon Dokko & Robert H. Edelstein & Allan J. Lacayo & Daniel C. Lee, 1999.
"Real Estate Income and Value Cycles: A Model of Market Dynamics,"
Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 69-96.
Cited by:
- Jim Clayton & David Ling & Andy Naranjo, 2009. "Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 5-37, January.
- Charles Ka-Yui Leung & Nan-Kuang Chen, 2005.
"Intrinsic Cycles of Land Price: A Simple Model,"
Departmental Working Papers
_166, Chinese University of Hong Kong, Department of Economics.
- Charles Leung & N-K. Chen, 2006. "Intrinsic Cycles of Land Price: A Simple Model," Journal of Real Estate Research, Taylor & Francis Journals, vol. 28(3), pages 293-320, January.
- Charles Ka Yui Leung & Nan-Kuang Chen, 2005. "Intrinsic Cycles of Land Price: A Simple Model," Discussion Papers 00005, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung & Nan-Kuang Chen, 2006. "Intrinsic Cycles of Land Price: A Simple Model," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 293-320.
- Charles Ka-yui Leung & Dandan Feng, 2004.
"Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data,"
Departmental Working Papers
_159, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung & Dandan Feng, 2004. "Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data," Discussion Papers 00003, Chinese University of Hong Kong, Department of Economics.
- Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 295-313, October.
- Charles Ka Yui Leung, 2004.
"Macroeconomics and Housing: A Review of the Literature,"
Discussion Papers
00004, Chinese University of Hong Kong, Department of Economics.
- Leung, Charles, 2004. "Macroeconomics and housing: a review of the literature," Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
- Charles Ka-Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Departmental Working Papers _164, Chinese University of Hong Kong, Department of Economics.
- Ms. Deniz O Igan & Mr. Prakash Loungani, 2012. "Global Housing Cycles," IMF Working Papers 2012/217, International Monetary Fund.
- Elyas Elyasiani & Iqbal Mansur & Jill Wetmore, 2010. "Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 89-107, January.
- Nan-Kuang Chen & Charles Leung, 2008. "Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 351-385, November.
- Maurizio d¡¦Amato & Paola Amoruso, 2018. "Application of a Cyclical Capitalization Model to the London Office Market," International Real Estate Review, Global Social Science Institute, vol. 21(1), pages 113-143.
- Davis, E. Philip & Zhu, Haibin, 2011.
"Bank lending and commercial property cycles: Some cross-country evidence,"
Journal of International Money and Finance, Elsevier, vol. 30(1), pages 1-21, February.
- E. Philip Davis & Haibin Zhu, 2004. "Bank lending and commercial property cycles: some cross-country evidence," BIS Working Papers 150, Bank for International Settlements.
- Min Hwang, 2014. "Financing real estate development: a case study of the US real estate market in the 2000s," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 7, pages 149-179, Edward Elgar Publishing.
- Charles Leung & Dandan Feng, 2005. "What Drives the Property Price-Trading Volume Correlation? Evidence from a Commercial Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 241-255, September.
- Horváth, Áron & Sápi, Zoltán & Révész, Gábor, 2016. "Irodapiaci ciklusok jellemzése a hozam, a bérleti forgalom, az üresedés, a bérleti díjak és az új átadás alapján [Yields, take-up, vacancy, rents and new supply during office-market cycles]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 113-136.
- Dokko, Yoon & Edelstein, Robert H, 1991.
"Interest Rate Risk and Optimal Design of Mortgage Instruments,"
The Journal of Real Estate Finance and Economics, Springer, vol. 4(1), pages 59-68, March.
Cited by:
- Sprecher, C. R. & Willman, Elliott, 2000. "The Role of the Initial Discount in the Pricing of Adjustable-Rate Mortgages," Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 64-75, March.
- Chen L. Miller, 2018. "Comparison of Two Affordable Housing Finance Channels," International Real Estate Review, Global Social Science Institute, vol. 21(2), pages 227-250.
- William H. Scott & Arthur L. Houston & A. Quang Do, 1993. "Inflation Risk, Payment Tilt, and the Design of Partially Indexed Affordable Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(1), pages 1-25, March.
- Sung Hyun Kim, 2019. "Two-Dimensional Self-Selection of Borrowers," Korean Economic Review, Korean Economic Association, vol. 35, pages 125-161.
- Jan K. Brueckner & Kangoh Lee, 2014. "Optimal Risk-Sharing in Mortgage Contracts: The Effects of Potential Prepayment and Default," CESifo Working Paper Series 4979, CESifo.
- David Nickerson, 2016. "Asset Price Volatility, Credit Rationing and Rational Lending Discrimination," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(10), pages 140-158, October.
- Sprecher, C. R. & Willman, Elliott, 1998. "The Margin Paradox in Adjustable-Rate Mortgages," Journal of Housing Economics, Elsevier, vol. 7(2), pages 180-190, June.
- Yoon Dokko & Robert H. Edelstein & Marshall Pomer & E. Scott Urdang, 1991.
"Determinants of the Rate of Return for Nonresidential Real Estate: Inflation Expectations and Market Adjustment Lags,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(1), pages 52-69, March.
Cited by:
- Yoon Dokko & Robert H. Edelstein & Allan J. Lacayo & Daniel C. Lee, 1999. "Real Estate Income and Value Cycles: A Model of Market Dynamics," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 69-96.
- Dirk De Wit, 1997.
"Real Estate Diversification Benefits,"
Journal of Real Estate Research, Taylor & Francis Journals, vol. 14(2), pages 117-135, January.
- Dirk P.M. De Wit, 1997. "Real Estate Diversification Benefits," Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 117-136.
- Dirk P.M. De Wit, 1993. "Smoothing Bias in In-House Appraisal-Based Returns of Open-End Real Estate Funds," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 157-170.
- Taderera, Marimo & Akinsomi, Omokolade, 2020. "Is commercial real estate a good hedge against inflation? Evidence from South Africa," Research in International Business and Finance, Elsevier, vol. 51(C).
- Robert Edelstein & Daniel Quan, 2006. "How Does Appraisal Smoothing Bias Real Estate Returns Measurement?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 41-60, February.
- Doina Chichernea & Norm Miller & Jeff Fisher & Bob White & Michael Sklarz, 2008. "ACross-Sectional Analysis of CapRates by MSA," Journal of Real Estate Research, American Real Estate Society, vol. 30(3), pages 249-292.
- Brent W. Ambrose & Hugh O. Nourse, 1993. "Factors Influencing Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 221-238.
- Terry V. Grissom & James R. DeLisle, 1999. "The Analysis of Real Estate Cycles, Regime Segmentation and Structural Change Using Multiple Indices (or A Multiple Index Analysis of Real Estate Cycles and Structural Change)," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 97-130.
- Maurizio d¡¦Amato & Paola Amoruso, 2018. "Application of a Cyclical Capitalization Model to the London Office Market," International Real Estate Review, Global Social Science Institute, vol. 21(1), pages 113-143.
- Stanley D. Smith & Larry R. Woodward & Craig T. Schulman, 2000. "The Effect of the Tax Reform Act of 1986 and Overbuilt Markets on Commercial Office Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 19(3), pages 301-320.
- Stanley D. Smith & Larry R. Woodward, 1996. "The Effect of the Tax Reform Act of 1986 and Regional Economies on Apartment Values," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 259-276.
- Dokko, Yoon & Edelstein, Robert H & Urdang, E Scott, 1990.
"Does Credit Rationing Affect Residential Investment? Deja Vu All Over Again,"
The Journal of Real Estate Finance and Economics, Springer, vol. 3(4), pages 357-371, December.
Cited by:
- Yoon Dokko & Robert H. Edelstein & Allan J. Lacayo & Daniel C. Lee, 1999. "Real Estate Income and Value Cycles: A Model of Market Dynamics," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 69-96.
- Andrew J. Filardo, 1996. "The outlook for housing: the role of demographic and cyclical factors," Economic Review, Federal Reserve Bank of Kansas City, vol. 81(Q III), pages 39-61.
- Gary Painter & Christian L. Redfearn, 2001. "The Role of Interest Rates in Influencing Long-Run Homeownership Rates," Working Paper 8629, USC Lusk Center for Real Estate.
- Dokko, Yoon & Edelstein, Robert H, 1989.
"How Well Do Economists Forecast Stock Market Prices? A Study of the Livingston Surveys,"
American Economic Review, American Economic Association, vol. 79(4), pages 865-871, September.
Cited by:
- Menzie Chinn and Jeffrey Frankel., 1993.
"Patterns in Exchange Rate Forecasts for 25 Currencies,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-009, University of California at Berkeley.
- Chinn, Menzie & Frankel, Jeffrey, 1993. "Patterns in Exchange Rate Forecasts for 25 Currencies," Center for International and Development Economics Research (CIDER) Working Papers 233182, University of California-Berkeley, Department of Economics.
- Menzie Chinn & Jeffrey Frankel, 1991. "Patterns in Exchange Rate Forecasts for 25 Currencies," NBER Working Papers 3807, National Bureau of Economic Research, Inc.
- Söderlind, Paul, 2005.
"C-CAPM Without Ex Post Data,"
CEPR Discussion Papers
5407, C.E.P.R. Discussion Papers.
- Söderlind, Paul, 2009. "The C-CAPM without ex post data," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 721-729, December.
- Söderlind, Paul, 2005. "C-CAPM without Ex Post Data," SIFR Research Report Series 39, Institute for Financial Research.
- Paul Söderlind, 2006. "C-CAPM without Ex Post Data," University of St. Gallen Department of Economics working paper series 2006 2006-22, Department of Economics, University of St. Gallen.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009.
"Dispersion of Beliefs in the Foreign Exchange Market,"
LSF Research Working Paper Series
09-01, Luxembourg School of Finance, University of Luxembourg.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers.
- Ronald MacDonald, 2000. "Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
- Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011.
"Asymmetric Loss Functions and the Rationality of Expected Stock Returns,"
MPRA Paper
47343, University Library of Munich, Germany.
- Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437, April.
- Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437.
- Pierdzioch, Christian & Rülke, Jan-Christoph, 2012. "Forecasting stock prices: Do forecasters herd?," Economics Letters, Elsevier, vol. 116(3), pages 326-329.
- Jeffrey Frankel & Menzie Chinn, 1991.
"Exchange Rate Expectations and the Risk Premium: Tests For a Cross- Section of 17 Currencies,"
NBER Working Papers
3806, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A & Chinn, Menzie D, 1993. "Exchange Rate Expectations and the Risk Premium: Tests for a Cross Section of 17 Currencies," Review of International Economics, Wiley Blackwell, vol. 1(2), pages 136-144, June.
- Jonathan Skinner & Daniel Feenberg, 1990. "The Impact of the 1986 Tax Reform Act on Personal Saving," NBER Working Papers 3257, National Bureau of Economic Research, Inc.
- Georges Prat, 2012.
"Equity risk premium and time horizon: what do the U.S. secular data say?,"
Working Papers
12-06, Association Française de Cliométrie (AFC).
- Prat, Georges, 2013. "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
- Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris Nanterre, EconomiX.
- Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006.
"Predictability in Financial Markets: What Do Survey Expectations Tell Us?,"
Working Papers
102006, Hong Kong Institute for Monetary Research.
- Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
- Bacchetta, Philippe & van Wincoop, Eric & Mertens, Elmar, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," CEPR Discussion Papers 5770, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Elmar Mertens & Eric van Wincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Working Papers 06.04, Swiss National Bank, Study Center Gerzensee.
- Philippe Bacchetta & Elmar Mertens & Eric VanvWincoop, 2006. "Predictability in Financial Markets: What Do Survey Expectations Tell Us?," Swiss Finance Institute Research Paper Series 06-15, Swiss Finance Institute, revised Jun 2006.
- Yin-Wong Cheung & Menzie D. Chinn, 1999. "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers 6926, National Bureau of Economic Research, Inc.
- Kapil Gupta & Balwinder Singh, 2009. "Information Memory and Pricing Efficiency of Futures Contracts," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 191-250, May.
- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011.
"Time-variation in term premia: International survey-based evidence,"
Journal of International Money and Finance, Elsevier, vol. 30(4), pages 605-622, June.
- Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009. "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series 09-02, Luxembourg School of Finance, University of Luxembourg.
- Graham, John R. & Harvey, Campbell R., 1996.
"Market timing ability and volatility implied in investment newsletters' asset allocation recommendations,"
Journal of Financial Economics, Elsevier, vol. 42(3), pages 397-421, November.
- John R. Graham & Campbell R. Harvey, 1994. "Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations," NBER Working Papers 4890, National Bureau of Economic Research, Inc.
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper 1156r, Institute of Social and Economic Research, Osaka University, revised Sep 2024.
- Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers.
- Paul Söderlind, 2007.
"Predicting Stock Price Movements: Regressions versus Economists,"
University of St. Gallen Department of Economics working paper series 2007
2007-23, Department of Economics, University of St. Gallen.
- Paul Soderlind, 2010. "Predicting stock price movements: regressions versus economists," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 869-874.
- Georges Prat, 1994. "La formation des anticipations boursières," Économie et Prévision, Programme National Persée, vol. 112(1), pages 101-125.
- Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
- Boum-Jong Choe, 1990. "Rational expectations and commodity price forecasts," Policy Research Working Paper Series 435, The World Bank.
- Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005. "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers 4959, C.E.P.R. Discussion Papers.
- Veress, Aron & Kaiser, Lars, 2017. "Forecasting quality of professionals: Does affiliation matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 159-168.
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014.
"Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market,"
FinMaP-Working Papers
11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Heteroeneous forecasters and nonlinear expectation formation in US stock market," FinMaP-Working Papers 29, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous forecasters and nonlinear expectation formation in the US stock market," Kiel Working Papers 1947, Kiel Institute for the World Economy (IfW Kiel).
- Silvija Vlah Jerić & Mihovil Anđelinović, 2019. "Evaluating Croatian stock index forecasts," Empirical Economics, Springer, vol. 56(4), pages 1325-1339, April.
- Wassim Dbouk & Lawrence Kryzanowski, 2010. "Determinants of credit spread changes for the financial sector," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(1), pages 67-82, March.
- Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013.
"Inefficiency in Survey Exchange Rates Forecasts,"
Working Papers
1/13, Sapienza University of Rome, DISS.
- Francesca Pancotto & Filippo Maria Pericoli & Marco Pistagnesi, 2013. "Inefficiency in Survey Exchange Rates Forecasts," Center for Economic Research (RECent) 090, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Boum-Jong Choe, 1990. "Commodity price forecasts and futures prices," Policy Research Working Paper Series 436, The World Bank.
- Dean Croushore, 1997. "The Livingston Survey: still useful after all these years," Business Review, Federal Reserve Bank of Philadelphia, issue Mar, pages 15-27.
- AlexanderJr., John C. & McElreath, Robert B., 1999. "Does education affect how well students forecast the market?," Financial Services Review, Elsevier, vol. 8(4), pages 253-260.
- Allan Timmermann & Andrew J. Patton, 2004.
"Properties of Optimal Forecasts,"
Econometric Society 2004 North American Winter Meetings
234, Econometric Society.
- Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
- Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "Nonlinear Expectation Formation in the U.S. Stock Market," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113210, Verein für Socialpolitik / German Economic Association.
- Cheolbeom Park, 2006. "Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data," Southern Economic Journal, John Wiley & Sons, vol. 72(3), pages 677-689, January.
- Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2013. "What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 109-129.
- Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers 1947 [rev.], Kiel Institute for the World Economy (IfW Kiel).
- Tahsina Haque Simu, 2012. "Randomness in CASPI (CSE All Share Price Index): An Empirical Study," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 3(2), pages 01-05, May.
- Rama K. Malladi, 2024. "Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1021-1045, March.
- Manfred Gärtner, 2008.
"Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros,"
University of St. Gallen Department of Economics working paper series 2008
2008-06, Department of Economics, University of St. Gallen.
- Manfred Gartner, 2010. "Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1759-1765.
- J. E. Wesen & V. VV. Vermehren & H. M. de Oliveira, 2015. "Adaptive Filter Design for Stock Market Prediction Using a Correlation-based Criterion," Papers 1501.07504, arXiv.org.
- Yoichi Tsuchiya, 2021. "Crises, market shocks, and herding behavior in stock price forecasts," Empirical Economics, Springer, vol. 61(2), pages 919-945, August.
- Menzie Chinn and Jeffrey Frankel., 1993.
"Patterns in Exchange Rate Forecasts for 25 Currencies,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-009, University of California at Berkeley.
- Dokko, Yoon, 1989.
"Are Changes in Inflation Expectations Capitalized into Stock Prices? A Micro-firm Test for the Nominal Contracting Hypothesis,"
The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 309-317, May.
Cited by:
- Jose Noguera, 2001.
"Inflation and Capital Structure,"
Finance
0111001, University Library of Munich, Germany.
- Jose Noguera, 2001. "Inflation and Capital Structure," CERGE-EI Working Papers wp180, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Rana El Bahsh & Ali Alattar & Aziz N. Yusuf, 2018. "Firm, Industry and Country Level Determinants of Capital Structure: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 175-190.
- Jose Noguera, 2001.
"Inflation and Capital Structure,"
Finance
0111001, University Library of Munich, Germany.
- Dokko, Yoon & Edelstein, Robert, 1987.
"The Empirical Interrelationships among the Mundell and Darby Hypotheses and Expected Stock Market Returns,"
The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 161-166, February.
Cited by:
- Omran, Mohammed & Pointon, John, 2001. "Does the inflation rate affect the performance of the stock market? The case of Egypt," Emerging Markets Review, Elsevier, vol. 2(3), pages 263-279, September.
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