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

create a website
Stock Market Efficiency and Economic Efficiency: Is There a Connection?. (1995). Gorton, Gary ; Dow, James.
In: NBER Working Papers.
RePEc:nbr:nberwo:5233.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 27

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. Should We Worry about the Decline of the Public Corporation? A Brief Survey of the Economics and External Effects of the Stock Market. (2019). TÃ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita.
    In: Working Paper Series.
    RePEc:hhs:iuiwop:1298.

    Full description at Econpapers || Download paper

  2. Private capital flows, stock market and economic growth in developed and developing countries: A comparative analysis. (2010). Yusop, Zulkornain ; Habibullah, Muzafar Shah ; Choong, Chee-Keong ; Baharumshah, Ahmad Zubaidi.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:22:y:2010:i:2:p:107-117.

    Full description at Econpapers || Download paper

  3. Credit Market Development and Economic Growth. (2009). Adamopoulos, Antonios ; Vazakidis, Athanasios .
    In: American Journal of Economics and Business Administration.
    RePEc:abk:jajeba:ajebasp.2009.34.40.

    Full description at Econpapers || Download paper

  4. Endogenous Growth Models and Stock Market Development: Evidence from Four Countries. (2005). Soliman, Alaa ; Howells, Peter ; Caporale, Guglielmo Maria.
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:9:y:2005:i:2:p:166-176.

    Full description at Econpapers || Download paper

  5. Endogenous growth and Stock Market Development. (2003). Soliman, Alaa ; Howells, Peter ; Caporale, Guglielmo Maria.
    In: Working Papers.
    RePEc:uwe:wpaper:0302.

    Full description at Econpapers || Download paper

  6. Superexogeneity and the dynamic linkages among international equity markets. (1998). Francis, Bill B. ; Leachman, Lori L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:3:p:475-492.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Barro, Robert J. (1990), The Stock Market and Investment, Review of Financial Studies 3:115-131.

  2. Biais, Bruno and Pierre Hillion (1994), Insider and Liquidity Trading in Stock and Options Markets, Review of Financial Studies 7(4): 743-780.

  3. Bosworth, Barry (1975), The Stock Market and the Economy, Brookings Papers on Economic Activist 2: 257-300.

  4. Boyd, John, and Edward Prescott (1986), Financial Intermediary-Coalitions, Journal of Economic Theory 38: 211-32.

  5. Bresnahan, Timothy, Paul Milgrom and Jonathan Paul (1992), The Real Output of the Stock Exchange, in Output Measurement in the Service Sectors, edited by Zvi Griliches (University of Chicago Press, Chicago) 195-216.

  6. Diamond, Douglas (1984), Financial Intermediation and Delegated Monitoring, Review of Economic Studies 51: 393-414.

  7. Diamond, Douglas and Robert E. Verrechia (1981), Information Aggregation in a Noisy Rational Expectations Economy, Journal of Financial Economics 9: 221-35.

  8. Diamond, Peter (1967), The Role of a Stock Market in a General Equilibrium Model with Technological Uncertainty, American Economic Review, 57: 759-773.
    Paper not yet in RePEc: Add citation now
  9. Dow, James and Gary Gorton (1994a), Arbitrage Chains, Journal of Finance 49: 819-849.

  10. Dow, James and Gary Gorton (1994b), Noise Trade, Delegated Portfolio Management and Economic Welfare, working paper, LBS and Wharton School, NBER discussion paper 4858, CEPR Financial Markets Network discussion paper 54.

  11. Dow, James and Gary Gorton (1995), Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing, NBER discussion paper 4315, Journal of Economic Theory, forthcoming.

  12. Fama, Eugene F. (1976), Foundations of Finance, Basic Books, New York.
    Paper not yet in RePEc: Add citation now
  13. Fama, Eugene F. and Merton H. Miller (1972), The Theory of Finance (Dryden Press, Hinsdale, Illinois).
    Paper not yet in RePEc: Add citation now
  14. Fischer, Stanley and Robert C. Merton (1984), Macroeconomics and Finance: the Role of the Stock Market, Carnegie-Rochester Conference Series on Public Policy 21: 57-108.

  15. Glosten, Lawrence and Paul Milgrom (1985), Bid, Ask, and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders, Journal of Financial Economics 14: 71-100.

  16. Hayashi, Fumio (1982), robins Marginal and Average q: a Neoclassical Interpretation, Econometrica 50: 213-224.

  17. Hayek, Friedrich A. (1945), The Use of Knowledge in Society, American Economic Review 35.

  18. Henrotte, Philippe (1992), Market Behavior with Endogenous Production and Asymmetric Information, Stanford University working paper.
    Paper not yet in RePEc: Add citation now
  19. Hirshleifer, J. (1972), The Private and Social Value of Information and the Reward to Inventive Activity, American Economic Review 61: 561-574.
    Paper not yet in RePEc: Add citation now
  20. Keynes, John Maynard (1936), The General Theory of Employment Interest and Money (London: Macmillan).
    Paper not yet in RePEc: Add citation now
  21. Kihlstrom, Richard and Steven Matthews (1990), Managerial Incentives in an Entrepreneurial Stock-Market Model, Journal of Financial Intermediation 1: 57-79.

  22. Koraiczyk, Robert A., Deborah J. Lucas, and Robert L. McDonald (1990), Understanding Stock Price Behavior around the Time of Equity Issues, in Asynunetric Information, Corporate Finance and Investment, edited by R. Glenn Hubbard (National Bureau of Economic Research and University of Chicago Press).

  23. Kyle, Albert S. (1985), Continuous Auctions and Insider Trading, Econometrica 53: 1315-35.

  24. Lucas, Deborah J. and Robert L. McDonald (1990), Equity Issues and Stock Price Dynamics, Journal of Finance 45: 1019-1043.

  25. Stiglitz, Joseph E. (1981), The Allocation Role of the Stock Market, Journal of Finance 36: 235-251.
    Paper not yet in RePEc: Add citation now
  26. Tobin, James (1969), A General Equilibrium Approach to Monetary Theory, Journal of Money, Credit and Banking 1: 15-29.

  27. Welch, Ivo (1994), The Cross-Sectional Determinants of Corporate Capital Expenditures: a Multinational Comparison, UCLA working paper.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary Policy and Debt Deflation: Some Computational Experiments. (2013). Di Guilmi, Corrado ; Chiarella, Carl.
    In: Working Paper Series.
    RePEc:uts:ecowps:10.

    Full description at Econpapers || Download paper

  2. How do sovereign credit rating changes affect private investment?. (2013). Chen, Hsien-Yi ; Chang, Chong-Chuo ; Yang, Shu-Ling .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:4820-4833.

    Full description at Econpapers || Download paper

  3. Econometric Analysis of the Impact of Financial Variables on Investment Behavior in Sub-Saharan African (SSA) Countries. (2012). Ngongang, Elie .
    In: Review of Applied Economics.
    RePEc:ags:reapec:143472.

    Full description at Econpapers || Download paper

  4. Looking far in the past: revisiting the growth-returns nexus with non-parametric tests. (2010). pittis, nikitas ; Panopoulou, Ekaterini ; Kalyvitis, Sarantis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:38:y:2010:i:3:p:743-766.

    Full description at Econpapers || Download paper

  5. A Growth Model for the Quadruple Helix Innovation Theory. (2010). Thompson, Maria ; Afonso, scar ; Monteiro, Sara .
    In: FEP Working Papers.
    RePEc:por:fepwps:370.

    Full description at Econpapers || Download paper

  6. A Growth Model for the Quadruple Helix Innovation Theory. (2010). Thompson, Maria ; Maria João Ribeiro Thompson, ; Afonso, scar ; Monteiro, Sara .
    In: NIPE Working Papers.
    RePEc:nip:nipewp:12/2010.

    Full description at Econpapers || Download paper

  7. Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A..
    In: NIPE Working Papers.
    RePEc:nip:nipewp:19/2009.

    Full description at Econpapers || Download paper

  8. Asset prices, Credit and Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A..
    In: NIPE Working Papers.
    RePEc:nip:nipewp:18/2009.

    Full description at Econpapers || Download paper

  9. Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?. (2008). Schrimpf, Andreas ; Schmeling, Maik.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2008-036.

    Full description at Econpapers || Download paper

  10. Do behavioral biases adversely affect the macro-economy?. (2008). Kumar, Alok ; Korniotis, George M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-49.

    Full description at Econpapers || Download paper

  11. Stock market misvaluation and corporate investment. (2007). Teoh, Siew Hong ; Hirshleifer, David ; Dong, Ming.
    In: MPRA Paper.
    RePEc:pra:mprapa:3109.

    Full description at Econpapers || Download paper

  12. Do Stock Prices Influence Corporate Decisions? Evidence from the Technology Bubble. (2007). Campello, Murillo ; Graham, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13640.

    Full description at Econpapers || Download paper

  13. Wall Street and Silicon Valley: A Delicate Interaction. (2007). Pavan, Alessandro ; Lorenzoni, Guido ; Angeletos, George-Marios.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13475.

    Full description at Econpapers || Download paper

  14. Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests. (2006). pittis, nikitas ; Panopoulou, Ekaterini ; Kalyvitis, Sarantis.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1660306.

    Full description at Econpapers || Download paper

  15. Forecasting Economic Data with Neural Networks. (2006). Suarez, Emilio.
    In: Computational Economics.
    RePEc:kap:compec:v:28:y:2006:i:1:p:71-88.

    Full description at Econpapers || Download paper

  16. The predictive content of financial variables: Evidence from the euro area. (2006). Panopoulou, Ekaterini.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp178.

    Full description at Econpapers || Download paper

  17. Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests. (2006). pittis, nikitas ; Panopoulou, Ekaterini ; Kalyvitis, Sarantis.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp134.

    Full description at Econpapers || Download paper

  18. Les rachats d’actions au Canada:motivations et impact de l’activité économique. (2006). ALBOUY, Michel ; Morris, Tania .
    In: Revue Finance Contrôle Stratégie.
    RePEc:dij:revfcs:v:9:y:2006:i:q4:p:5-32.

    Full description at Econpapers || Download paper

  19. Arbitrage pricing theory: evidence from an emerging stock market. (2005). Iqbal, Javed ; Haider, Aziz.
    In: MPRA Paper.
    RePEc:pra:mprapa:8699.

    Full description at Econpapers || Download paper

  20. Monetary policy and asset prices: the investment channel. (2005). Bação, Pedro ; Alexandre, Fernando ; Bao, Pedro.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:3/2005.

    Full description at Econpapers || Download paper

  21. Motivations for Public Equity Offers: An International Perspective. (2005). Weisbach, Michael ; Kim, Woojin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11797.

    Full description at Econpapers || Download paper

  22. Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence. (2005). Diebold, Francis ; Campbell, Sean D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11736.

    Full description at Econpapers || Download paper

  23. Stock market and aggregate economic activity: evidence from Australia. (2004). Chaudhuri, Kausik ; Smiles, S..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:2:p:121-129.

    Full description at Econpapers || Download paper

  24. Conditional Betas. (2004). Veronesi, Pietro ; Santos, Tano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10413.

    Full description at Econpapers || Download paper

  25. US share prices and real demand and supply shocks. (2004). Groenewold, Nicolaas ; Fraser, Patricia .
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:31.

    Full description at Econpapers || Download paper

  26. A reconsideration of the risk sensitivity of U.S. banking organization subordinated debt spreads: a sample selection approach. (2004). Hancock, Diana ; Covitz, Daniel M. ; Kwast, Myron L..
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2004:i:sep:p:73-92:n:v.10no.2.

    Full description at Econpapers || Download paper

  27. Market discipline in banking reconsidered: the roles of funding manager decisions and deposit insurance reform. (2004). Hancock, Diana ; Covitz, Daniel M. ; Kwast, Myron L..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-53.

    Full description at Econpapers || Download paper

  28. Financial Development, Financial Structure, and Domestic Investment: International Evidence. (2003). NDIKUMANA, LEONCE.
    In: UMASS Amherst Economics Working Papers.
    RePEc:ums:papers:2003-01.

    Full description at Econpapers || Download paper

  29. Financial Development, Financial Structure and Domestic Investment: International Evidence. (2003). NDIKUMANA, LEONCE.
    In: Working Papers.
    RePEc:uma:periwp:wp16.

    Full description at Econpapers || Download paper

  30. The impact from changes in stock market valuations on investment: new economy versus old economy. (2003). Slok, Torsten ; Edison, Hali.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:9:p:1015-1023.

    Full description at Econpapers || Download paper

  31. The Real Effects of Transnational Activity upon Investment and Labour Demand within Japans Machinery Industries. (2002). Tomlinson, Philip.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:16:y:2002:i:2:p:107-129.

    Full description at Econpapers || Download paper

  32. Is the uncertainty-investment link non-linear? Empirical evidence for developed economies. (2002). lensink, robert.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:138:y:2002:i:1:p:131-147.

    Full description at Econpapers || Download paper

  33. Monetary Policy, Investment and Non-Fundamental Shocks. (2002). Alexandre, Fernando.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:6/2002.

    Full description at Econpapers || Download paper

  34. When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms. (2002). Wurgler, Jeffrey ; Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8750.

    Full description at Econpapers || Download paper

  35. Stock market returns, volatility, and future output. (2002). Guo, Hui.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:sep:p:75-86:n:v.84no.5.

    Full description at Econpapers || Download paper

  36. Why are stock market returns correlated with future economic activities?. (2002). Guo, Hui.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:mar.:p:19-34:n:v.84no.2.

    Full description at Econpapers || Download paper

  37. Market discipline in banking reconsidered: the roles of deposit insurance reform, funding manager decisions and bond market liquidity. (2002). Hancock, Diana ; Covitz, Daniel M. ; Kwast, Myron L..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-46.

    Full description at Econpapers || Download paper

  38. With a Bang, Not a Whimper: Pricking Germanys Stock Market Bubble in 1927 and the Slide into Depression. (2002). Voth, Hans-Joachim.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3257.

    Full description at Econpapers || Download paper

  39. The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses. (2001). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-42.

    Full description at Econpapers || Download paper

  40. Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment. (2001). Ludvigson, Sydney ; Lettau, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3103.

    Full description at Econpapers || Download paper

  41. Leading indicator information in UK equity prices: an assessment of economic tracking portfolios. (2001). Hayes, Simon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:137.

    Full description at Econpapers || Download paper

  42. With a bang, not a whimper: Pricking Germanys stock market bubble in 1927 and the slide into depression. (2000). Voth, Hans-Joachim.
    In: Economics Working Papers.
    RePEc:upf:upfgen:516.

    Full description at Econpapers || Download paper

  43. Investment Plans and Stock Returns. (1999). Lamont, Owen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6973.

    Full description at Econpapers || Download paper

  44. Stock Market Volatility: Ten Years After the Crash. (1998). Schwert, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6381.

    Full description at Econpapers || Download paper

  45. Flexibility, Structural Change and the Global Economy. (1996). Muscatelli, Vito.
    In: Working Papers.
    RePEc:gla:glaewp:9601.

    Full description at Econpapers || Download paper

  46. Whats good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment. (1996). Duffee, Greg ; Prowse, Steven D..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-38.

    Full description at Econpapers || Download paper

  47. Stock Market Efficiency and Economic Efficiency: Is There a Connection?. (1995). Gorton, Gary ; Dow, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5233.

    Full description at Econpapers || Download paper

  48. A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables. (1994). Dumas, Bernard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4657.

    Full description at Econpapers || Download paper

  49. Stock Returns and Real Activity: A Century of Evidence. (1990). Schwert, G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3296.

    Full description at Econpapers || Download paper

  50. Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries. (). Durham, J. Benson.
    In: QEH Working Papers.
    RePEc:qeh:qehwps:qehwps53.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-24 07:10:16 || 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.