Nothing Special   »   [go: up one dir, main page]

create a website
Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns. (2005). Gourio, Francois.
In: Boston University - Department of Economics - Working Papers Series.
RePEc:bos:wpaper:wp2005-002.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 51

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Production-based measures of risk for asset pricing. (2010). Belo, Frederico.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:2:p:146-163.

    Full description at Econpapers || Download paper

  2. Durability of Output and Expected Stock Returns. (2007). Yogo, Motohiro ; Gomes, João ; Kogan, Leonid.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:432.

    Full description at Econpapers || Download paper

  3. Durability of Output and Expected Stock Returns. (2007). Yogo, Motohiro ; Kogan, Leonid ; Gomes, João.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12986.

    Full description at Econpapers || Download paper

  4. Anomalies. (2005). Zhang, Lu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11322.

    Full description at Econpapers || Download paper

  5. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11193.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. 1. Antras, Pol. 2003. Is the U.S. Aggregate Production Function Cobb-Douglas? New Estimates of the Elasticity of Substitution. Working paper.

  2. 10. Caballero, Ricardo, and Mohamed Hammour. 1994. The Cleansing Effect of Recessions. American Economic Review, 84:5, 1350-1368.

  3. 11. Campbell, John and Tuomo Vuolteenaho. 2004. Bad Beta, Good Beta. American Economic Review, forthcoming.

  4. 12. Carlson, Murray, Adlai Fisher and Ron Giammarino. 2004. Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns . Forthcoming, Journal of Finance.

  5. 13. Christiano, Lawrence and Jonas Fisher. 2003. Stock Market and Investment Goods Prices: Implications for Macroeconomics . NBER Working Paper 10031.

  6. 14. Cochrane, John. 1991. Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations, Journal of Finance, 46:1, 209:237.

  7. 15. Cogley Timothy, and James Nason. 1995. Output Dynamics in Real-Business-Cycle Models. American Economic Review, 85:3 492-511.

  8. 16. Cooper, Ian. 2003. Asset Pricing Implications of Non-Convex Adjustment Costs of Investment . Norwegian School of Management Working Paper.
    Paper not yet in RePEc: Add citation now
  9. 17. Dwyer, Douglas. 2001. Plant-level productivity and the Market Value of a Firm. Census Bureau CES working paper.

  10. 18. Fisher, Jonas. 2003. Technology Shocks Matter. Federal Reserve Bank of Chicago working paper.

  11. 19. Fama, Eugene and Kenneth French. 1992. The Cross-Section of Expected Stocks Returns. Journal of Finance, 47:2, 427-465.

  12. 2. Alvarez, Fernando, and Urban Jermann. 2004. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth. Forthcoming, Econometrica.

  13. 20. Fama, Eugene and Kenneth French. 1995. Size and Book-to-Market Factors in Earnings and Returns. Journal of Finance, 50:1., 131-155.

  14. 21. Fama, Eugene and Kenneth French. 1996. Multifactor Explanations of Asset Pricing Anomalies . Journal of Finance, 51:1, 55-84.

  15. 22. Fama, Eugene and Kenneth French. 1997. Industry costs of equity. Journal of Financial Economics, 43:2, 153-193.

  16. 24. Fischer, Stanley and Robert Merton. 1984. Macroeconomics and Finance: The Role of the Stock Market, Carnegie-Rochester Conference Series on Public Policy,21, pp.57-108.

  17. 25. Gala, Vito. 2004. Investment and Stock Returns. University of Chicago GSB working paper.
    Paper not yet in RePEc: Add citation now
  18. 26. Gilchrist, Simon, and John Williams. 2000. Putty-Clay and Investment: A Business Cycle Analysis, Journal of Political Economy, 108:5, 928-960.

  19. 27. Gomes Joao, Leonid Kogan, and Lu Zhang. 2003. Equilibrium Cross Section of Returns. Journal of Political Economy, 114:4, 693-732.

  20. 28. Gomme, Paul and Jeremy Greenwood. On the cyclical allocation of risk. JEDC, 19:1-2, 91-124.

  21. 29. Greenwood, Jeremy, Zvi Hercowitz and Per Krusell. 1997. Long-Run Implications of Investment-Specific Technological Change. American Economic Review, 87:3, 342-362.

  22. 3. Atkeson, Andrew and Patrick Kehoe. 1999. Models of Energy Use: Putty-Putty versus Putty-Clay, American Economic Review, 89:4, 1028-1043.

  23. 30. Greenwood, Jeremy, Zvi Hercowitz and Per Krusell. 2001. The role of investment-specific technological change in the business cycle. European Economic Review, 40:1, 91-115.

  24. 31. Hayashi, Fumio. 1982. Tobins Marginal q and Average q: A Neoclassical Interpretation. Econometrica, 50:1, 213-224.

  25. 32. Hall, Robert. 2001. The Stock Market and Capital Accumulation. American Economic Review, 91:6, 1185-1202.

  26. 33. Hansen, Gary and Edward Prescott. 2000. Capacity Constraints, Asymmetries, and the Business Cycle. Working paper.

  27. 34. Hansen, Lars, John Heaton and Nan Li. 2004. Consumption Strikes Back. Working paper.
    Paper not yet in RePEc: Add citation now
  28. 35. Jermann, Urban.1998: Asset Pricing in Production Economies, Journal of Monetary Economics, 41:2, 257-275.

  29. 36. Johansen, Leif. 1959. Substitution versus Fixed Production Coefficients in the Theory of Economic Growth: A Synthesis. Econometrica, 27:2, 157-176.
    Paper not yet in RePEc: Add citation now
  30. 37. Jovanovic, Boyan and Peter Rousseau. 2002. Moores law and Learning-by-doing. Review of Economic Dynamics 5, 346-375.

  31. 38. Julliard, Christian and Jonathan Parker. 2004. Consumption Risk and the Cross-Section of Expected Returns. Journal of Political Economy, forthcoming.

  32. 4. Baily, Martin, Eric Bartelsman and John Haltiwanger. 2001. Labor Productivity: Structural Change and Cyclical Dynamics. Review of Economics and Statistics, August.

  33. 40. Lustig, Hanno, and Stijn Van Nieuwerburgh, 2004. Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective. Journal of Finance, forthcoming.

  34. 41. Lettau Martin and Sydney Ludvigson. 2001. Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying. Journal of Political Economy. 109:6, 1238:1287.

  35. 42. Lettau Martin and Sydney Ludvigson. 2003. Modelling and measuring the risk-return tradeoff . Working paper.
    Paper not yet in RePEc: Add citation now
  36. 43. Pakos, Michal. 2004. Asset Pricing with Durable Goods and Non-Homothetic Preferences. Working paper, University of Chicago GSB.

  37. 44. Perfect, Steven and Kenneth Wiles. 1994. Alternative constructions of Tobins q: An empirical comparison. Journal of Empirical Finance, 1,313:341.

  38. 45. Piazzesi, Monika, Martin Schneider and Selale Tuzel. 2004. Housing, consumption, and asset pricing. Working paper.

  39. 46. Rouwenhorst, G. 1995. Asset Pricing Implications of Equilibrium Business Cycle Models, in T. Cooley, ed., Frontiers of Business Cycle Research, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  40. 47. Santos, Tanos and Pietro Veronesi. Labor Income and Predictable Stock Returns. Working paper, 2004.
    Paper not yet in RePEc: Add citation now
  41. 48. Schumpeter, Joseph. 1942. Capitalism, Socialism and Democracy. New York: Harper, 1942.
    Paper not yet in RePEc: Add citation now
  42. 49. Stock, James and Mark Watson. 2003. Forecasting Output and Inflation: The Role of Asset Prices. Journal of Economic Literature, 41, 788-829.

  43. 5. Bansal, Ravi, Bob Dittmar and Chris Lundblad. 2004. Consumption, Dividends, and the Cross-Section of Equity Returns. Journal of Finance, forthcoming.

  44. 50. Syverson, Chad. 2004. Product Substitutability and Productivity Dispersion. Review of Economics and Statistics, May.

  45. 51. Tallarini, Thomas. 2000. Risk-sensitive real business cycles. Journal of Monetary Economics, 45:3, 507-532.

  46. 52. Wei, Chao. 2003. Energy, the stock market, and the putty-clay investment model. American Economic Review. 93:1, 311-323.

  47. 53. Yogo, Motohiro. 2004. A Consumption-Based Explanation of Expected Stock Returns. Working Paper.

  48. 54. Zhang, Lu. 2005. The Value Premium. Journal of Finance, forthcoming.

  49. 6. Bansal, Ravi, and Amir Yaron. 2004. Risks for the Long Run. Journal of Finance, forthcoming.

  50. 7. Bartelsman, Eric, and Dunne. 2001. Understanding Productivity: Lessons from Longitudinal Microdata Journal of Economic Literature.

  51. 8. Boldrin, Michele, Lawrence Christiano and Jonas Fisher. 2001. Habit Persistence, Asset Returns and Business Cycle. American Economic Review 91:1, 149-166.

Cocites

Documents in RePEc which have cited the same bibliography

  1. On Risk Induced by Technical Change. (2017). Unveren, Burak.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:10:y:2017:i:1:p:42-48.

    Full description at Econpapers || Download paper

  2. Globalization and the Labor Share in National Income. (2017). Wan, Guanghua ; Doan, Ha ; Thi, HA.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0639.

    Full description at Econpapers || Download paper

  3. The Elasticity of Factor Substitution Between Capital and Labor in the U.S. Economy: A Meta-Regression Analysis. (2016). Zwerschke, Patrick ; Rößler, Martin ; Knoblach, Michael ; Rossler, Martin .
    In: CEPIE Working Papers.
    RePEc:zbw:tudcep:0316.

    Full description at Econpapers || Download paper

  4. Factor substitution and productivity in New Zealand. (2016). Steenkamp, Daan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2016/12.

    Full description at Econpapers || Download paper

  5. Estimating Country Heterogeneity in Capital - Labor Substitution Using Panel Data. (2016). Villacorta, Lucciano .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:788.

    Full description at Econpapers || Download paper

  6. Capital in the Twenty-First Century: A Review Essay. (2015). Durlauf, Steven ; Blume, Lawrence.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/682367.

    Full description at Econpapers || Download paper

  7. Recent Declines in Labors Share in US Income: A Preliminary Neoclassical Account. (2015). Lawrence, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21296.

    Full description at Econpapers || Download paper

  8. A Theory of Production, Matching, and Distribution. (2015). Mangin, Sephorah.
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2015-27.

    Full description at Econpapers || Download paper

  9. Recent Declines in Labors Share in US Income: A Preliminary Neoclassical Account. (2015). Lawrence, Robert.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp15-10.

    Full description at Econpapers || Download paper

  10. Imperfect Mobility of Labor Across Sectors A Reappraisal of the Balassa-Samuelson Effect. (2015). Restout, Romain ; Cardi, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01252478.

    Full description at Econpapers || Download paper

  11. An information theory based framework for the measurement of population health. (2015). Robinson, Joshua ; Nesson, Erik.
    In: Economics & Human Biology.
    RePEc:eee:ehbiol:v:17:y:2015:i:c:p:86-103.

    Full description at Econpapers || Download paper

  12. Recent Declines in Labors Share in U.S. Income: A Preliminary Neoclassical Account. (2015). Robert, Lawrence .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp15-034.

    Full description at Econpapers || Download paper

  13. Capital-Labor Substitution, Structural Change and the Labor Income Share. (2014). Poschke, Markus ; Long, Ngo ; Alvarez-Cuadrado, Francisco ; van Long, Ngo.
    In: Cahiers de recherche.
    RePEc:mtl:montec:01-2014.

    Full description at Econpapers || Download paper

  14. HIV, wages, and the skill premium. (2014). Marinescu, Ioana.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:37:y:2014:i:c:p:181-197.

    Full description at Econpapers || Download paper

  15. Wealth and Inheritance in the Long Run. (2014). Zucman, Gabriel ; Piketty, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10072.

    Full description at Econpapers || Download paper

  16. Capital Labor Substitution, Structural Change, and the Labor Income Share. (2014). Poschke, Markus ; Long, Ngo ; Alvarez-Cuadrado, Francisco ; van Long, Ngo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2014s-02.

    Full description at Econpapers || Download paper

  17. Minimum Wages as a Redistributive Device in the Long Run. (2014). Moutos, Thomas ; Economides, George.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5052.

    Full description at Econpapers || Download paper

  18. GEM-E3 Model Documentation. (2013). Tsani, Stella ; Paroussos, Leonidas ; CAPROS, PANTELIS ; Fragkiadakis, C. ; Revesz, T. ; Karkatsoulis, P. ; Charalampidis, I. ; Van Regemorter, D..
    In: JRC Working Papers.
    RePEc:ipt:iptwpa:jrc83177.

    Full description at Econpapers || Download paper

  19. Comparing China and India: A factor accumulation perspective. (2013). Wang, Yong ; Kan, Kamhon.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:41:y:2013:i:3:p:879-894.

    Full description at Econpapers || Download paper

  20. Biased Technology and Contribution of Technological Change to Economic Growth: Firm-Level Evidence. (2013). Zhang, Hongsong .
    In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
    RePEc:ags:aaea13:150225.

    Full description at Econpapers || Download paper

  21. The economic impact of migration: productivity analysis for Spain and the UK. (2012). Serrano Martinez, Lorenzo ; Robinson, Catherine ; Mas, Matilde ; Kangasniemi, Mari.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:38:y:2012:i:3:p:333-343.

    Full description at Econpapers || Download paper

  22. Markups and fiscal transmission in a panel of OECD countries. (2012). Juessen, Falko ; Linnemann, Ludger .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:3:p:674-686.

    Full description at Econpapers || Download paper

  23. Structural change with dynamics of capital income share. (2012). Liu, Yue.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:597-600.

    Full description at Econpapers || Download paper

  24. The world elasticity of labor substitution across education levels. (2011). Mollick, Andre.
    In: Empirical Economics.
    RePEc:spr:empeco:v:41:y:2011:i:3:p:769-785.

    Full description at Econpapers || Download paper

  25. Transition Dynamics in the Neoclassical Growth Model: The Case of South Korea. (2011). Hornstein, Andreas ; Chang, Yongsung.
    In: RCER Working Papers.
    RePEc:roc:rocher:565.

    Full description at Econpapers || Download paper

  26. Transition dynamics in the neoclassical growth model : the case of South Korea. (2011). Hornstein, Andreas ; Chang, Yongsung.
    In: Working Paper.
    RePEc:fip:fedrwp:11-04.

    Full description at Econpapers || Download paper

  27. The Optimal Tax Rule in the Presence of Time Use. (2010). Rodriguez Zamora, Carolina ; Rodriguez-Zamora, Carolina ; Lim, Jean .
    In: Working Papers.
    RePEc:bdm:wpaper:2010-05.

    Full description at Econpapers || Download paper

  28. More Machines, Better Machines...Or Better Workers?. (2009). Bessen, James.
    In: Working Papers.
    RePEc:roi:wpaper:0803.

    Full description at Econpapers || Download paper

  29. The Immigration Policy Puzzle. (2009). ruta, michele ; giordani, paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:23584.

    Full description at Econpapers || Download paper

  30. On the Measurement of Technological Progress Across Countries. (2009). Growiec, Jakub.
    In: MPRA Paper.
    RePEc:pra:mprapa:19321.

    Full description at Econpapers || Download paper

  31. The Immigration Policy Puzzle. (2009). ruta, michele ; giordani, paolo.
    In: Working Papers CELEG.
    RePEc:lui:celegw:0905.

    Full description at Econpapers || Download paper

  32. Do re-election probabilities influence public investment?. (2009). Natvik, Gisle ; Fiva, Jon.
    In: Working Papers.
    RePEc:ieb:wpaper:2009/12/doc2009-36.

    Full description at Econpapers || Download paper

  33. Do Re-election Probabilities Influence Public Investment?. (2009). Natvik, Gisle ; Fiva, Jon.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2709.

    Full description at Econpapers || Download paper

  34. Accounting for Productivity Growth When Technical Change is Biased. (2008). Bessen, James.
    In: Working Papers.
    RePEc:roi:wpaper:0802.

    Full description at Econpapers || Download paper

  35. Productivity Differences in an Interdependent World. (2008). Fadinger, Harald.
    In: MPRA Paper.
    RePEc:pra:mprapa:7603.

    Full description at Econpapers || Download paper

  36. Optimal Induced Innovation and Growth with Congestion of a Limited Natural Resource. (2008). Tavani, Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:11525.

    Full description at Econpapers || Download paper

  37. The Unequal Geographic Burden of Federal Taxation. (2008). Albouy, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13995.

    Full description at Econpapers || Download paper

  38. DYNAMICS OF THE SAVING RATE IN THE NEOCLASSICAL GROWTH MODEL WITH CES PRODUCTION. (2008). Gómez Suárez, Manuel ; Gmez, Manuel A..
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:12:y:2008:i:02:p:195-210_06.

    Full description at Econpapers || Download paper

  39. The Efficiency Costs of Local Property Tax. (2008). Zodrow, George ; Muthitacharoen, Athiphat.
    In: International Center for Public Policy Working Paper Series, at AYSPS, GSU.
    RePEc:ays:ispwps:paper0815.

    Full description at Econpapers || Download paper

  40. Engel`s Pause: A Pessimist`s Guide to the British Industrial Revolution. (2007). Allen, Robert.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:315.

    Full description at Econpapers || Download paper

  41. The incidence of capital taxation and the magnitude of its burden.. (2007). Felix, Alison.
    In: Regional Research Working Paper.
    RePEc:fip:fedkrr:rrwp07-02.

    Full description at Econpapers || Download paper

  42. Capital Deepening and Non-Balanced Economic Growth. (2006). Guerrieri, Veronica ; Acemoglu, Daron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12475.

    Full description at Econpapers || Download paper

  43. GROWTH OUTSIDE THE STABLE PATH: LESSONS FROM THE EUROPEAN RECONSTRUCTION. (2006). Alvarez-Cuadrado, Francisco.
    In: Departmental Working Papers.
    RePEc:mcl:mclwop:2006-02.

    Full description at Econpapers || Download paper

  44. Finance Matters. (2005). Quintin, Erwan ; Amaral, Pedro.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0502007.

    Full description at Econpapers || Download paper

  45. Horizontal innovation in the theory of growth and development. (2005). Zilibotti, Fabrizio ; Gancia, Gino.
    In: Economics Working Papers.
    RePEc:upf:upfgen:831.

    Full description at Econpapers || Download paper

  46. The taxation of equity, dividends, and stock prices. (2005). Kopcke, Richard W..
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:05-1.

    Full description at Econpapers || Download paper

  47. Factor Shares from Household Survey Data. (2005). Garca-Verdu, Rodrigo.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c010_057.

    Full description at Econpapers || Download paper

  48. Labour Market Institutions and the Personal Distribution of Income in the OECD. (2005). Garcia-Penalosa, Cecilia ; Checchi, Daniele ; Garcia-Pealosa, Cecilia.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1608.

    Full description at Econpapers || Download paper

  49. Operating Leverage,Stock Market Cyclicality,and the Cross-Section of Returns. (2005). Gourio, Francois.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-002.

    Full description at Econpapers || Download paper

  50. Convergence Across Italian Regions and the Role of Technological Catch-Up. (2004). Maffezzoli, Marco.
    In: Working Papers.
    RePEc:igi:igierp:274.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-20 00:10:23 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.