Stephen F. LeRoy : Citation Profile

Are you Stephen F. LeRoy?

University of California-Santa Barbara (UCSB)

14

H index

21

i10 index

1287

Citations

RESEARCH PRODUCTION:

54

Articles

19

Papers

2

Books

RESEARCH ACTIVITY:

   45 years (1973 - 2018). See details.
   Cites by year: 28
   Journals where Stephen F. LeRoy has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 8 (0.62 %)

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   Permalink: http://citec.repec.org/ple714
   Updated: 2019-11-16    RAS profile: 2019-07-18    
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Relations with other researchers

Works with:

Lansing, Kevin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen F. LeRoy.

Is cited by:

Lansing, Kevin (20)

Campbell, John (15)

Zha, Tao (14)

Shiller, Robert (14)

Leeper, Eric (10)

Masih, Abul (10)

McAleer, Michael (10)

Ross, Stephen (9)

Kilian, Lutz (9)

Gelain, Paolo (7)

Kahn, Matthew (7)

Cites to:

Campbell, John (11)

Shiller, Robert (8)

Mankiw, N. Gregory (7)

Lansing, Kevin (6)

Cochrane, John (5)

West, Kenneth (4)

Shleifer, Andrei (4)

Grossman, Sanford (3)

Summers, Lawrence (3)

Rabin, Matthew (3)

Shapiro, Matthew (3)

Main data

Where Stephen F. LeRoy has published?

Journals with more than one article published# docs
FRBSF Economic Letter6
American Economic Review6
Economic Theory4
Journal of Finance4
Economics Letters3
The Journal of Business3
International Economic Review3
Economics Bulletin3
Economics and Philosophy2
Journal of Urban Economics2
Journal of Economic Theory2
Review of Financial Studies2
Journal of Monetary Economics2
Contemporary Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)3
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)3
University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara3

Recent works citing Stephen F. LeRoy (2019 and 2018)

YearTitle of citing document
2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2019Investor Experiences and Financial Market Dynamics. (2019). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:1612.09553.

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2018Spurious seasonality detection: a non-parametric test proposal. (2018). Fernandez Bariviera, Aurelio ; Judge, George ; Plastino, Angelo. In: Papers. RePEc:arx:papers:1801.07941.

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2018Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland . In: Papers. RePEc:arx:papers:1812.02371.

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2019Blindfolded monkeys or financial analysts: who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2019). Torrisi, Benedetto ; Pernagallo, Giuseppe. In: Papers. RePEc:arx:papers:1904.03488.

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2019Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2017COMMUNICATION ABOUT FUTURE POLICY RATES IN THEORY AND PRACTICE: A SURVEY. (2017). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:678-711.

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2019A simple return generating model in discrete time; implications for market efficiency testing. (2019). Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:259.

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2019Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:1904.

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2017Inefficient Debate. The EMH, the “Remarkable Error” and a Question of Point of View. (2017). Jacques-Olivier, Charron. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:7:y:2017:i:3:p:24:n:1.

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2018Does Gentrification Displace Poor Households? An Identification-Via-Interaction Approach. (2018). Waights, Sevrin. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1540.

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2019The Indeterminacy Agenda in Macroeconomics. (2019). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13745.

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2018Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134.

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2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

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2018Threshold-based forward guidance. (2018). Harrison, Richard ; Waldron, Matt ; Boneva, Lena. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:138-155.

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2018Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2018). Veneziani, Roberto ; Charpe, Matthieu ; Proao, Christian R ; Galanis, Giorgos ; Flaschel, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:237-256.

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2019Consumption-portfolio choice with preferences for cash. (2019). Kraft, Holger ; Weiss, Farina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:40-59.

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2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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2019Importance of a victim-oriented recovery policy after major disasters. (2019). Hosoya, Kei. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:1-10.

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2019Robust analysis of the martingale hypothesis. (2019). Gourieroux, Christian ; Jasiak, Joann. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:17-41.

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2018Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019Energy price shocks, household location patterns and housing crises: Theory and implications. (2019). Zilberman, David ; Sexton, Steven ; Wu, Junjie. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:691-706.

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2019Shocks effects of macroeconomic variables on natural gas consumption in Nigeria: Structural VAR with sign restrictions. (2019). Aminu, Abubakar Wambai ; Galadima, Mukhtar Danladi. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:135-144.

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2019On Hurwicz–Nash equilibria of non-Bayesian games under incomplete information. (2019). Khan, Ali M ; Beissner, Patrick. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:470-490.

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2018Neurofinance versus the efficient markets hypothesis. (2018). Ardalan, Kavous. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:170-176.

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2019Optimal initial capital induced by the optimized certainty equivalent. (2019). Nishide, Katsumasa ; Asano, Takao ; Arai, Takuji. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:115-125.

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2018Risk aversion as risk-neutral pessimism: A simple proof. (2018). Heaton, J B. In: International Review of Law and Economics. RePEc:eee:irlaec:v:56:y:2018:i:c:p:70-72.

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2018Detecting money market bubbles. (2018). Platen, Eckhard ; Ignatieva, Katja ; Baldeaux, Jan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:369-379.

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2018Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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2018Belief-free price formation. (2018). Horner, Johannes ; Tomala, Tristan ; Lovo, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:342-365.

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2018Financing as a supply chain: The capital structure of banks and borrowers. (2018). Gornall, Will ; Strebulaev, Ilya A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:510-530.

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2019The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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2019Housing appreciation patterns in low-income neighborhoods: Exploring gentrification in Chicago. (2019). , Geoffrey ; Atuesta, Laura H. In: Journal of Housing Economics. RePEc:eee:jhouse:v:44:y:2019:i:c:p:35-47.

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2018Causal identification of transit-induced gentrification and spatial spillover effects: The case of the Denver light rail. (2018). Bardaka, Eleni ; Delgado, Michael S. In: Journal of Transport Geography. RePEc:eee:jotrge:v:71:y:2018:i:c:p:15-31.

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2018The political economy of cordon tolls. (2018). de Borger, Bruno ; Russo, Antonio. In: Journal of Urban Economics. RePEc:eee:juecon:v:105:y:2018:i:c:p:133-148.

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2019There Is No Free House. (2019). Picarelli, Nathalie . In: Journal of Urban Economics. RePEc:eee:juecon:v:111:y:2019:i:c:p:35-52.

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2017A topological approach to delay aversion. (2017). Bastianello, Lorenzo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:1-12.

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2018Equilibria in the CAPM with non-tradeable endowments. (2018). Koch-Medina, Pablo ; Wenzelburger, Jan. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:93-107.

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2019Practical policy evaluation. (2019). Kocherlakota, Narayana. In: Journal of Monetary Economics. RePEc:eee:moneco:v:102:y:2019:i:c:p:29-45.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2018Thou should not panic! Let calmness fight the Crocodile Bite. (2018). Ayub, Usman ; Ahmed, Junaid ; Shafique, Attayah ; Zakaria, Muhammad ; Qaddus, Uzma. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:302-315.

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2018Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:103-117.

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2018Persistent social networks: Civil war veterans who fought together co-locate in later life. (2018). Kahn, Matthew ; Costa, Dora ; Wilson, Sven ; Roudiez, Christopher. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:289-299.

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2018Income segregation in monocentric and polycentric cities: Does urban form really matter?. (2018). Miquel- angel Garcia-Lopez, ; Moreno-Monroy, Ana I. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:71:y:2018:i:c:p:62-79.

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2018Transit access and neighborhood segregation. Evidence from the Dallas light rail system. (2018). Heilmann, Kilian. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:73:y:2018:i:c:p:237-250.

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2019Household location in English cities. (2019). Roberts, Jennifer ; Sechel, Cristina ; Cuberes, David. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:120-135.

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2018Transit network expansion and accessibility implications: A case study of Gwangju metropolitan area, South Korea. (2018). Kim, Hyun ; Song, Yena ; Park, Jong Soo ; Lee, Keumsook . In: Research in Transportation Economics. RePEc:eee:retrec:v:69:y:2018:i:c:p:544-553.

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2017Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

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2018Mode choice and railway subsidy in a congested monocentric city with endogenous population distribution. (2018). Xu, Shu-Xian ; Liu, Ronghui ; Huang, Hai-Jun. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:116:y:2018:i:c:p:413-433.

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2018Subway network expansion and transit equity: A case study of Gwangju metropolitan area, South Korea. (2018). Song, Yena ; Ahn, Kwangwon ; Lee, Keumsook ; Kim, Hyun. In: Transport Policy. RePEc:eee:trapol:v:72:y:2018:i:c:p:148-158.

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2019Proximity to metro stations and commercial gentrification. (2019). Yang, Shu-Han ; Lin, Jen-Jia. In: Transport Policy. RePEc:eee:trapol:v:77:y:2019:i:c:p:79-89.

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2018Does gentrification displace poor households? An ‘identification-via-interaction’ approach. (2018). Waights, Sevrin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88691.

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2018Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:107290.

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2018Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:110015.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

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2018Where Do the Rich Live in a Big City?. (2018). Tabuchi, Takatoshi ; Takatoshi, Tabuchi . In: Discussion papers. RePEc:eti:dpaper:18020.

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2018Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices. (2018). Pavlidis, Efthymios ; Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:325.

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2018New empirical evidence on E.M.H.: case of developed and emerging markets – a microeconomic approach. (2018). Ursu, Iuliana Maria. In: Scientific Papers. RePEc:fst:wpaper:0016.

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2018Spurious Seasonality Detection: A Non-Parametric Test Proposal. (2018). Fernandez Bariviera, Aurelio ; Judge, George ; Plastino, Angelo. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:3-:d:127770.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2017Models of Investor Forecasting Behavior — Experimental Evidence. (2017). Bonetto, Federico ; Kleywegt, Anton J ; Cheriyan, Vinod. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2017:i:1:p:3-:d:124691.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach. (2019). Vu, Tan ; Vo, Duc ; Ho, Chi ; Van, Loan Thi-Hong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:147-:d:266002.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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2018Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2125-:d:153797.

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2019Effectiveness of Diversification Strategies for Ensuring Financial Sustainability of Construction Companies in the Republic of Korea. (2019). Kim, Jaejun ; Lee, Sanghyo ; Han, Manchun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3076-:d:235930.

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2019Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise. (2019). Delcey, Thomas. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01618347.

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2019The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After. (2019). Sergi, Francesco ; Delcey, Thomas. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02187362.

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2018Buses, Houses or Cash? Socio-Economic, Spatial and Environmental Consequences of Reforming Public Transport Subsidies in Buenos Aires. (2018). Hallegatte, Stephane ; Viguie, Vincent ; Mehndiratta, Shomik Raj ; Avner, Paolo. In: CIRED Working Papers. RePEc:hal:ciredw:hal-01695083.

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2018Income segregation in monocentric and polycentric cities: does urban form really matter?. (2018). Moreno-Monroy, Ana I ; Garcia-Lopez, Miquel-Angel ; Miquel- angel Garcia-Lopez, . In: Working Papers. RePEc:ieb:wpaper:doc2018-17.

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2018Why Complex, Data Demanding and Difficult to Estimate Agent Based Models? Lessons from a Decades Long Research Program. (2018). Eliasson, Gunnar. In: International Journal of Microsimulation. RePEc:ijm:journl:v10:y:2018:i:1:p:4-60.

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2018L apport du biais d’excès de confiance à l’explication de la volatilité des rendements du marché des actions algérien. (2018). Khaled, Mohamed . In: Journal of Academic Finance. RePEc:jaf:journl:v:9:y:2018:i:2:n:165.

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2017An endogenous regime-switching model of ordered choice with an application to federal funds rate target.. (2017). Sirchenko, Andrei. In: 2017 Papers. RePEc:jmp:jm2017:psi424.

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2019Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy. (2019). Perera, Sandun ; Buckley, Winston. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-018-0335-2.

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2019A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates. (2019). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9742-0.

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2018Does financial market volatility influence the real economy?. (2018). de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2018:m:december:i:iv:p:107-124.

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2018Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets. (2018). Mehra, Rajnish ; Wahal, Sunil ; Aragon, George O. In: NBER Working Papers. RePEc:nbr:nberwo:24575.

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2019The Indeterminacy Agenda in Macroeconomics. (2019). Farmer, Roger. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:507.

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2017A Study in Monetary Macroeconomics. (2017). Homburg, Stefan. In: OUP Catalogue. RePEc:oxp:obooks:9780198807537.

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2017Efficient Market Hypothesis: Evidence from the JSE equity and bond markets. (2017). Phiri, Andrew ; Guduza, Sinazo. In: MPRA Paper. RePEc:pra:mprapa:83487.

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2018The impact of Chinese textile imports on employment and value added in the manufacturing sector of the South African economy.. (2018). Bonga-Bonga, Lumengo ; Biyase, Mduduzi. In: MPRA Paper. RePEc:pra:mprapa:88181.

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2019Financial Bubbles : New Evidence from South Africa’s Stock Market. (2019). Dembele, Alou ; Ouedraogo, Ernest ; Souratie, Wamadini M ; Bago, Jean-Louis. In: MPRA Paper. RePEc:pra:mprapa:95685.

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2019Testing for Multiple Bubbles in Inflation for Pakistan. (2019). Ahmed, Mumtaz ; Butt, Muhammad Danial. In: MPRA Paper. RePEc:pra:mprapa:96705.

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2019Testing for Multiple Bubbles in Inflation for Pakistan. (2019). Ahmed, Mumtaz ; Butt, Muhammad Danial. In: MPRA Paper. RePEc:pra:mprapa:96847.

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2018The Issues and Implications About the Volatility of the Stock and the Bond Prices and Their Returns and the Volatility of Interest Rates and Inflation - Which Are Being Researched in Finance and Macro. (2018). Paul, Muthucattu Thomas . In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:2:p:125-142.

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2019Household Location in English Cities. (2019). Sechel, Cristina ; Roberts, Jennifer ; Cuberes, David. In: Working Papers. RePEc:shf:wpaper:2019001.

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2018Early warning on stock market bubbles via methods of optimization, clustering and inverse problems. (2018). Kurum, Efsun ; Iyigun, Cem ; Weber, Gerhard-Wilhelm. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2496-1.

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2017The housing market and excess monetary liquidity in China. (2017). I-Chun Tsai, . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1138-9.

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2018The role of valuation and bargaining in optimising transboundary watercourse treaty regimes. (2018). MacAtangay, Rafael Emmanuel ; Rieu-Clarke, Alistair. In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:18:y:2018:i:3:d:10.1007_s10784-018-9396-y.

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2017Asset pricing in an imperfect world. (2017). Cassese, Gianluca. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7.

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2018Debt, economic growth, and interest rates: an empirical study of the Swiss case, presenting a new long-term dataset: 1894–2014. (2018). Guex, Guillaume . In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0007-6.

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2018An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation. (2018). Booser, Richard W. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:1:f:8_1_3.

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2018Asset bubbles in explaining top income shares. (2018). Matti, Tuomala ; Saikat, Sarkar. In: Working Papers. RePEc:tam:wpaper:1821.

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2018Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180048.

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2018Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1814.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825.

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More than 100 citations found, this list is not complete...

Works by Stephen F. LeRoy:

YearTitleTypeCited
1978Determining the Monetary Instrument: A Diagrammatic Exposition. In: American Economic Review.
[Full Text][Citation analysis]		article3
1978Determining the monetary instrument: a diagrammatic exposition.(1978) In: Special Studies Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
1981Identification and Estimation of Money Demand. In: American Economic Review.
[Full Text][Citation analysis]		article59
1984Efficiency and the Variability of Asset Prices. In: American Economic Review.
[Full Text][Citation analysis]		article10
1984Econometric Policy Evaluation: Note. In: American Economic Review.
[Full Text][Citation analysis]		article43
1986What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand. In: American Economic Review.
[Full Text][Citation analysis]		article0
1992Stock Price Volatility: Tests Based on the Geometric Random Walk. In: American Economic Review.
[Full Text][Citation analysis]		article14
1989Efficient Capital Markets and Martingales. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article123
1976Efficient Capital Markets: Comment. In: Journal of Finance.
[Full Text][Citation analysis]		article17
1982 Expectations Models of Asset Prices: A Survey of Theory. In: Journal of Finance.
[Full Text][Citation analysis]		article13
1986 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition. In: Journal of Finance.
[Full Text][Citation analysis]		article10
1987 A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum. In: Journal of Finance.
[Citation analysis]		article0
1992Bublles and Charges. In: Carleton Economic Papers.
[Citation analysis]		paper29
1992Bubbles and Charges..(1992) In: International Economic Review.
[Full Text][Citation analysis]
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1991On the Arbitrage Pricing Theory. In: Carleton Economic Papers.
[Citation analysis]		paper8
1991On the Arbitrage Pricing Theory..(1991) In: Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 8		article
1990The Arbitrage Pricing Theory: A Geometric Interpretation. In: Carleton Economic Papers.
[Citation analysis]		paper0
1991Econometric Aspects of the Variance-Bound Tests: A Survey. In: Carleton Economic Papers.
[Citation analysis]		paper20
1991Econometric Aspects of the Variance-Bounds Tests: A Survey..(1991) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2001Liquidity and Liquidation In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper2
2007Liquidity and Liquidation.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2019Causal Inference In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2001Infinite Portfolios In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2014Principles of Financial Economics In: Cambridge Books.
[Citation analysis]		book7
2014Principles of Financial Economics.(2014) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 7		book
2016IMPLEMENTATION-NEUTRAL CAUSATION In: Economics and Philosophy.
[Full Text][Citation analysis]		article0
2018IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION In: Economics and Philosophy.
[Full Text][Citation analysis]		article0
2003Expected utility: a defense In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2004Bubbles and the Intertemporal Government Budget Constraint In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2005Positivity and bubbles in overlapping generations models In: Economics Bulletin.
[Full Text][Citation analysis]		article0
1981The Present-Value Relation: Tests Based on Implied Variance Bounds. In: Econometrica.
[Full Text][Citation analysis]		article363
1982Risk-aversion and the term structure of real interest rates In: Economics Letters.
[Full Text][Citation analysis]		article3
1983Risk-aversion and the term structure of real interest rates correction In: Economics Letters.
[Full Text][Citation analysis]		article1
1998Arbitrage, martingales and bubbles In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Risk aversion, investor information and stock market volatility In: European Economic Review.
[Full Text][Citation analysis]		article6
1980Entry and equilibrium under adjustment costs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1
1987A monetarist model of inflation In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
1983Paradise lost and regained: Transportation innovation, income, and residential location In: Journal of Urban Economics.
[Full Text][Citation analysis]		article117
1976Urban land rent and the incidence of property taxes In: Journal of Urban Economics.
[Full Text][Citation analysis]		article2
1985Contemporary macroeconomic modelling : edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
1985Atheoretical macroeconometrics: A critique In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article208
1997Returns on illiquid assets: are they fair games? In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]		paper0
1990Mutual deposit insurance In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article10
2010Risky mortgages and mortgage default premiums In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2010Is the “invisible hand” still relevant? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2010Underwater mortgages In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2010Convex payoffs: implications for risk-taking and financial reform In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2013Can risk aversion explain stock price volatility? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1990Capital market efficiency: an update In: Economic Review.
[Full Text][Citation analysis]		article1
1988Stock price volatility: an inequality test based on the geometric random walk In: Proceedings.
[Citation analysis]		article2
2009Mortgage default and mortgage valuation In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2010Risk aversion and stock price volatility In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2018Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency? In: Working Paper Series.
[Full Text][Citation analysis]		paper0
1996Bubbles as Payoffs at Infinity In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
1996Bubbles as payoffs at infinity.(1996) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1997Bubbles as payoffs at infinity (*).(1997) In: Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 3		article
1993Stochastic bubbles in Markov economies In: Finance and Economics Discussion Series.
[Citation analysis]		paper0
2005Liquidity and fire sales In: Proceedings.
[Full Text][Citation analysis]		article1
1975Efficient use of current information in short-run monetary control In: Special Studies Papers.
[Citation analysis]		paper1
1975Observability, measurement error, and the optimal use of information for monetary policy In: Special Studies Papers.
[Citation analysis]		paper0
1991Pricing Interest-Sensitive Claims when Interest Rates Have Stationary Components. In: Rochester, Business - General.
[Citation analysis]		paper1
1983Keyness theory of investment In: History of Political Economy.
[Full Text][Citation analysis]		article2
1973Risk Aversion and the Martingale Property of Stock Prices. In: International Economic Review.
[Full Text][Citation analysis]		article69
1977Applications of the Kalman Filter in Short-Run Monetary Control. In: International Economic Review.
[Full Text][Citation analysis]		article21
1976Stock Market Optimality: Comment In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article0
1996Mortgage Valuation under Optimal Prepayment. In: Review of Financial Studies.
[Full Text][Citation analysis]		article29
2009Subprime Mortgages In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper0
2001Equilibrium valuation of illiquid assets In: Economic Theory.
[Full Text][Citation analysis]		article6
2003Review of Peter Bossaerts, The Paradox of Asset Pricing In: International Journal of the Economics of Business.
[Full Text][Citation analysis]		article0
1981Risk Aversion and the Dispersion of Asset Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article12
1984Nominal Prices and Interest Rates in General Equilibrium: Money Shocks. In: The Journal of Business.
[Full Text][Citation analysis]		article16
1984Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks. In: The Journal of Business.
[Full Text][Citation analysis]		article12
1987Knight on Risk and Uncertainty. In: Journal of Political Economy.
[Full Text][Citation analysis]		article37
2012Infinite Portfolio Strategies In: Contemporary Economics.
[Full Text][Citation analysis]		article0
2018Implementation-Neutral Causation in Structural Models In: Contemporary Economics.
[Full Text][Citation analysis]		article0

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