Robert J. Shiller : Citation Profile


Are you Robert J. Shiller?

Yale University (34% share)
Yale University (33% share)
Yale University (33% share)

45

H index

94

i10 index

11725

Citations

RESEARCH PRODUCTION:

106

Articles

181

Papers

9

Books

15

Chapters

RESEARCH ACTIVITY:

   47 years (1971 - 2018). See details.
   Cites by year: 249
   Journals where Robert J. Shiller has often published
   Relations with other researchers
   Recent citing documents: 1529.    Total self citations: 114 (0.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh69
   Updated: 2020-08-01    RAS profile: 2019-02-09    
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Relations with other researchers


Works with:

Boycko, Maxim (3)

Shackleton, Mark (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert J. Shiller.

Is cited by:

Campbell, John (156)

GUPTA, RANGAN (118)

Hommes, Cars (62)

Wohar, Mark (58)

Engsted, Tom (55)

Guidolin, Massimo (55)

Kose, Ayhan (46)

Thornton, Daniel (46)

Gil-Alana, Luis (44)

Viceira, Luis (42)

Claessens, Stijn (42)

Cites to:

Campbell, John (92)

Case, Karl (40)

Summers, Lawrence (21)

Quigley, John (18)

merton, robert (17)

Shleifer, Andrei (16)

Mankiw, N. Gregory (16)

Mayer, Christopher (14)

Thaler, Richard (14)

Obstfeld, Maurice (13)

Feldstein, Martin (11)

Main data


Where Robert J. Shiller has published?


Journals with more than one article published# docs
American Economic Review20
Brookings Papers on Economic Activity8
Journal of Finance4
The Economists' Voice4
Journal of Political Economy4
Carnegie-Rochester Conference Series on Public Policy3
The Review of Economics and Statistics3
New England Economic Review3
European Financial Management2
Business Economics2
Journal of Economic Behavior & Organization2
Review of Financial Studies2
Proceedings - Economic Policy Symposium - Jackson Hole2
The Journal of Real Estate Finance and Economics2
Economics Letters2
Journal of Applied Corporate Finance2
Journal of Economic Perspectives2
Journal of Monetary Economics2
Journal of Financial Economics2
Journal of Policy Modeling2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University68
Yale School of Management Working Papers / Yale School of Management13
Scholarly Articles / Harvard University Department of Economics6
Working Papers / Yale University, Department of Economics3
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Berkeley Program on Housing and Urban Policy, Working Paper Series / Berkeley Program on Housing and Urban Policy2

Recent works citing Robert J. Shiller (2020 and 2019)


YearTitle of citing document
2018HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY. (2018). GUPTA, RANGAN ; Marfatia, Hardik A ; Nyakabawo, Wendy. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229.

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2018THE NOISE TRADER EFFECT IN A WALRASIAN FINANCIAL MARKET. (2018). Laurila, Hannu ; Ilomki, Jukka. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:405-419.

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2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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

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2017High Discounts and High Unemployment. (2017). Hall, Robert E. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:305-30.

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2020Putting the Cycle Back into Business Cycle Analysis. (2020). Galizia, Dana ; Beaudry, Paul ; Portier, Franck. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:1:p:1-47.

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2019House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067.

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2017The determinants of stock prices: Evidence from the Turkish banking sector. (2017). Bekta, Hakan ; Aydin, Mucahit ; Saldanli, Arif . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:181-188.

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2017The determinants of stock prices: Evidence from the Turkish banking sector. (2017). BEKTAŞ, Hakan ; Aydın, Mücahit ; Aydin, Mucahit ; Saldanli, Arif . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:181-188.

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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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2018Land speculation and conservation policy leakage in Brazil. (2018). Soares-Filho, B ; Kalkuhl, M ; Borner, J ; Miranda, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277285.

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2018Operating and financial leverage as risk measures in agricultural companies. (2018). Wasilewski, Mirosaw ; Zabolotnyy, Serihiy. In: Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej. RePEc:ags:iafepa:276377.

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2017Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model. (2017). Karakoyun, Hulya Deniz ; Yildirim, Nurtac. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264702.

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2017Forecasting Cash Rent Values. (2017). Benavidez, Justin ; Hardin, Erin . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252771.

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2020Identification of risks of investments into residential premises for rent in Poland. (2020). Urbaska, Kamila ; Gorski, Arkadiusz ; Parkitna, Agnieszka. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2015.

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2019Money Illusion: Reconsidered in the Light of Cognitive Science. (2019). Vincze, Janos. In: Acta Oeconomica. RePEc:aka:aoecon:v:69:y:2019:i:2:p:191-215.

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2019Saver Types: An Evolutionary-Adaptive Approach. (2019). Vincze, Janos ; Varga, Gergely. In: Society and Economy. RePEc:aka:soceco:v:41:y:2019:i:2:p:263-287.

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2018BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

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2017Stock price direction prediction by directly using prices data: an empirical study on the KOSPI and HSI. (2017). Wang, Yanshan. In: Papers. RePEc:arx:papers:1309.7119.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2019The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates. (2016). Gnoatto, Alessandro ; Hartel, Maximilian ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1507.00208.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2017Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo . In: Papers. RePEc:arx:papers:1604.03996.

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2017Co-movements in financial fluctuations are anchored to economic fundamentals: A mesoscopic mapping. (2017). Gopalakrishnan, Balagopal ; Chakrabarti, Anindya S ; Sharma, Kiran ; Chakraborti, Anirban. In: Papers. RePEc:arx:papers:1612.05952.

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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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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Aste, Tomaso ; Caccioli, Fabio ; Tungsong, Sachapon . In: Papers. RePEc:arx:papers:1702.05944.

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2017Market Crashes as Critical Phenomena? Explanation, Idealization, and Universality in Econophysics. (2017). Weatherall, James Owen ; Palacios, Patricia ; Jhun, Jennifer . In: Papers. RePEc:arx:papers:1704.02392.

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2017Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Sattayatham, Pairote ; Chatpatanasiri, Ratthachat ; Wang, Haizhen . In: Papers. RePEc:arx:papers:1706.02985.

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2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2017Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing. (2017). Rachev, Svetlozar ; Fabozzi, Frank J ; Stoyanov, Stoyan. In: Papers. RePEc:arx:papers:1710.03205.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Kononovicius, Aleksejus ; Gontis, Vygintas. In: Papers. RePEc:arx:papers:1712.05121.

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2018Is there a housing bubble in China. (2018). Sornette, Didier ; Wei, Lijian ; Jiang, Zhiqiang ; Li, Zhongfei ; Zhi, Tianhao. In: Papers. RePEc:arx:papers:1801.03678.

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2018The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1802.01143.

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2020A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2019An Endogenous Mechanism of Business Cycles. (2019). Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim ; Kroujiline, Dimitri. In: Papers. RePEc:arx:papers:1803.05002.

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2018A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten. In: Papers. RePEc:arx:papers:1805.11036.

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2019The Origin and the Resolution of Nonuniqueness in Linear Rational Expectations. (2019). Thistle, John G. In: Papers. RePEc:arx:papers:1806.06657.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2018House Price Modeling with Digital Census. (2018). Sobolevsky, Stanislav ; Zhu, Enwei. In: Papers. RePEc:arx:papers:1809.03834.

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2018Option market (in)efficiency and implied volatility dynamics after return jumps. (2018). Magris, Martin ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:1810.12200.

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2018Asset Price Distributions and Efficient Markets. (2018). Stroup, Caleb ; Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1810.12840.

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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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2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

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2019Analytic solutions in a continuous-time financial market model. (2019). Andr, Attila ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.09999.

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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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2020Pricing under Fairness Concerns. (2019). Michaillat, Pascal ; Madarasz, Kristof ; Eyster, Erik. In: Papers. RePEc:arx:papers:1904.05656.

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2020A Note on Bayesian Long-Term S&P 500 Factor Investing. (2019). Sarantsev, Andrey ; Reshad, Akram ; Grove, Taran. In: Papers. RePEc:arx:papers:1905.04603.

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2019Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (2019). Zagst, Rudi ; Shevchenko, Pavel V ; Lichtenstern, Andreas. In: Papers. RePEc:arx:papers:1908.09976.

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2019Stock Price Forecasting and Hypothesis Testing Using Neural Networks. (2019). Varaku, Kerda. In: Papers. RePEc:arx:papers:1908.11212.

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2019Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning. (2019). Gropp, Jeffrey ; Showalter, Samuel. In: Papers. RePEc:arx:papers:1909.05151.

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2020Resolving 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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2019A Rational Finance Explanation of the Stock Predictability Puzzle. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.02194.

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2019Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2019The Dynamics of Financial Markets: Fibonacci numbers, Elliott waves, and solitons. (2019). Ivanova, Inga. In: Papers. RePEc:arx:papers:1912.11216.

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2020A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465.

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2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

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2020A growth adjusted price-earnings ratio. (2020). Middleton, Lawrence ; Dodd, James ; Baird, Graham. In: Papers. RePEc:arx:papers:2001.08240.

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2020Choosing the Right Return Distribution and the Excess Volatility Puzzle. (2020). Fabozzi, Frank J ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2001.08865.

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2020Coronavirus Perceptions And Economic Anxiety. (2020). Roth, Christopher ; Hermle, Johannes ; Hensel, Lukas ; Fetzer, Thiemo. In: Papers. RePEc:arx:papers:2003.03848.

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2020Inside the Mind of a Stock Market Crash. (2020). Maggiori, Matteo ; Utkus, Stephen ; Stroebel, Johannes ; Giglio, Stefano. In: Papers. RePEc:arx:papers:2004.01831.

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2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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2020The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399.

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2020Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554.

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2020Rational Finance Approach to Behavioral Option Pricing. (2020). Fabozzi, Frank J ; Shirvani, Abootaleb ; Dai, Jiexin. In: Papers. RePEc:arx:papers:2005.05310.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

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2020Investment Disputes and Abnormal Volatility of Stocks. (2020). Baruník, Jozef ; Drabek, Zdenek ; Nevrla, Matej. In: Papers. RePEc:arx:papers:2006.10505.

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2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2020Investor Emotions and Earnings Announcements. (2020). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2006.13934.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2017Correction Procedures for Appraisal-Based Real Estate Indices. (2017). Gohs, Andreas . In: ERES. RePEc:arz:wpaper:eres2017_274.

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2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Sebastian, Steffen ; Woltering, Rene-Ojas ; Christian, Weis. In: ERES. RePEc:arz:wpaper:eres2017_325.

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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2018Can Google Search Data be Used as a Housing Bubble Indicator?. (2018). Martin, Eidjord Ole ; Oust, Are. In: ERES. RePEc:arz:wpaper:eres2018_151.

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2018Demand restrictions; government interventions; resale public housing market; private housing market; housing wealth. (2018). Sing, Tien Foo ; Fan, YI ; Diao, MI. In: ERES. RePEc:arz:wpaper:eres2018_32.

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2018Energy performance certificates: The role of the energy price. (2018). Olaussen, Jon Olaf. In: ERES. RePEc:arz:wpaper:eres2018_50.

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2017Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:123-132.

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2018Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481.

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2018Idiosyncratic Risk, Stock Returns and Investor Sentiment. (2018). Tsai, Ying-Ru ; Huai-I Lee, ; Hsieh, Tsung-Yu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:914-924.

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2018Socioeconomic Stability and Variability in Stock Market Prices: A Case Study of Karachi Stock Exchange. (2018). Ali, Rafaqat. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:428-440.

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2019Behavioural Antecedents Complementing Classical Financial Models for Rational Decision Making. (2019). Obeng, George. In: International Journal of Publication and Social Studies. RePEc:asi:ijopss:2019:p:111-122.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2020Fiscal Stimulus In Expectations-Driven Liquidity Traps. (2020). Lustenhouwer, Joep. In: Working Papers. RePEc:awi:wpaper:0683.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2019MECHANISM OF BEHAVIOURAL ECONOMICS. (2019). Trokhymets, Lena ; Tymoshenko, Olena. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2019:5:2:29.

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2018Value Matters: The Long-run Behavior of Stock Index Returns. (2018). Angelini, Natascia ; Nardini, Franco ; Marmi, Stefano ; Bormetti, Giacomo. In: Review of Economics & Finance. RePEc:bap:journl:180202.

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2018Covariance Risk and the Ripple Effect in the UK Regional Housing Market. (2018). Morley, Bruce ; Thomas, Dennis . In: Review of Economics & Finance. RePEc:bap:journl:180301.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Luger, Richard ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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

Works by Robert J. Shiller:


YearTitleTypeCited
2011Economists as Worldly Philosophers In: American Economic Review.
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article5
2011Economists as Worldly Philosophers.(2011) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 5
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2013Reflections on Finance and the Good Society In: American Economic Review.
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article3
2013Reflections on Finance and the Good Society.(2013) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 3
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2014Why Is Housing Finance Still Stuck in Such a Primitive Stage? In: American Economic Review.
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article14
2014Why Is Housing Finance Still Stuck in Such a Primitive Stage?.(2014) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
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1984Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers.
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1985Testing the random walk hypothesis : Power versus frequency of observation.(1985) In: Economics Letters.
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1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation.(1985) In: NBER Technical Working Papers.
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1986Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers.
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1987Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles.
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1986Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers.
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1987Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy.
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1986Survey Evidence on Diffusion of Interest Among Institutional Investors In: Cowles Foundation Discussion Papers.
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1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers.
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1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers.
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1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies.
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1987Ultimate Sources of Aggregate Variability In: Cowles Foundation Discussion Papers.
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1987Ultimate Sources of Aggregate Variability.(1987) In: NBER Working Papers.
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1988Econometric Modeling as Information Aggregation In: Cowles Foundation Discussion Papers.
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1987Econometric Modeling as Information Aggregation.(1987) In: NBER Working Papers.
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1987The Term Structure of Interest Rates. U.S. Government Term Structure Data In: Cowles Foundation Discussion Papers.
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1987Prices of Single Family Homes Since 1970: New Indexes for Four Cities In: Cowles Foundation Discussion Papers.
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1987Prices of single-family homes since 1970: new indexes for four cities.(1987) In: New England Economic Review.
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1987Prices of Single Family Homes Since 1970: New Indexes for Four Cities.(1987) In: NBER Working Papers.
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1987Investor Behavior in the 1987-10 Stock Market Crash: Survey Evidence In: Cowles Foundation Discussion Papers.
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1988The Informational Content of Ex Ante Forecasts In: Cowles Foundation Discussion Papers.
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1988The Informational Content of Ex Ante Forecasts.(1988) In: NBER Working Papers.
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1989The Informational Context of Ex Ante Forecasts..(1989) In: The Review of Economics and Statistics.
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1988Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers.
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1988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program.
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1988Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles.
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1988Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers.
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1988The Behavior of Home Buyers in Boom and Post-Boom Markets In: Cowles Foundation Discussion Papers.
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1988The behavior of home buyers in boom and post-boom markets.(1988) In: New England Economic Review.
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1988The Behavior of Home Buyers in Boom and Post-Boom Markets.(1988) In: NBER Working Papers.
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1990Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models? In: Cowles Foundation Discussion Papers.
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1992Stock prices and bond yields : Can their comovements be explained in terms of present value models?.(1992) In: Journal of Monetary Economics.
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1990Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?.(1990) In: NBER Working Papers.
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1991Actual and Warranted Relations Between Asset Prices In: Cowles Foundation Discussion Papers.
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1991Actual and Warranted Relations Between Asset Prices.(1991) In: NBER Working Papers.
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1993Actual and Warranted Relations between Asset Prices..(1993) In: Oxford Economic Papers.
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1991Arithmetic Repeat Sales Price Estimators In: Cowles Foundation Discussion Papers.
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1982Consumption, asset markets and macroeconomic fluctuations In: Carnegie-Rochester Conference Series on Public Policy.
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1982Consumption, Asset Markets, and Macroeconomic Fluctuations.(1982) In: NBER Working Papers.
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1989Business cycles, financial crises, and stock volatility : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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1988Interpreting cointegrated models In: Journal of Economic Dynamics and Control.
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1988Interpreting Cointegrated Models.(1988) In: Scholarly Articles.
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1988Interpreting Cointegrated Models.(1988) In: NBER Working Papers.
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1989The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters.
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1988The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers.
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1981Alternative tests of rational expectations models : The case of the term structure In: Journal of Econometrics.
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1980Alternative Tests of Rational Expectations Models: The Case of the Term Structure.(1980) In: NBER Working Papers.
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1989Survey evidence on diffusion of interest and information among investors In: Journal of Economic Behavior & Organization.
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1982Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information In: Journal of Financial Economics.
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1981Consumption Correlatedness and Risk Measurement in Economies with Non trade Assets and Heterogeneous Information.(1981) In: NBER Working Papers.
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1979Coupon and tax effects on new and seasoned bond yields and the measurement of the cost of debt capital In: Journal of Financial Economics.
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1991Investor behavior in the october 1987 stock market crash: The case of Japan In: Journal of the Japanese and International Economies.
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1988Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan.(1988) In: NBER Working Papers.
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2006Life-cycle personal accounts proposal for Social Security: An evaluation of President Bushs proposal In: Journal of Policy Modeling.
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2017Economic risks associated with deep change in technology, and their mitigation In: Journal of Policy Modeling.
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1990The term structure of interest rates In: Handbook of Monetary Economics.
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1987The Term Structure of Interest Rates.(1987) In: NBER Working Papers.
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1978Rational expectations and the dynamic structure of macroeconomic models : A critical review In: Journal of Monetary Economics.
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1975Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review.(1975) In: NBER Working Papers.
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2002Defining residual risk-sharing opportunities: Pooling world income components In: Research in Economics.
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2001Defining Residual Risk-Sharing Opportunities: Pooling World Income Components.(2001) In: Yale School of Management Working Papers.
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2001Defining Residual Risk-Sharing Opportunities: Pooling World Income Components.(2001) In: Yale School of Management Working Papers.
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1993The theory of index-based futures and options markets In: Estudios Económicos.
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1994A decade of boom and bust in the prices of single-family homes: Boston and Los Angeles, 1983 to 1993 In: New England Economic Review.
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1971Estimation of the investment and price equations of a macroeconometric model In: Staff Studies.
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1999Macro markets and financial security In: Economic Policy Review.
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1996A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers.
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1999Evaluating Real Estate Valuation Systems. In: Yale - Economic Growth Center.
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1999Evaluating Real Estate Valuation Systems..(1999) In: The Journal of Real Estate Finance and Economics.
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1991Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles.
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1989Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers.
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1991Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: Review of Economic Studies.
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1973Rational Expectations and the Term Structure of Interest Rates: Comment. In: Journal of Money, Credit and Banking.
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1990Reply to Steindl and Ugarte In: Journal of Post Keynesian Economics.
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2011Reforming U.S. Financial Markets In: MIT Press Books.
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1988Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash In: NBER Chapters.
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1980Can the Fed Control Real Interest Rates? In: NBER Chapters.
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1979Can the Fed Control Real Interest Rates?.(1979) In: NBER Working Papers.
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1982Smoothness Priors and Nonlinear Regression In: NBER Technical Working Papers.
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1975Alternative Prior Representations of Smoothness for Distributed Lag Estimation In: NBER Working Papers.
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2005The Life-Cycle Personal Accounts Proposal for Social Security: A Review In: NBER Working Papers.
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1985Conventional Valuation and the Term Structure of Interest Rates In: NBER Working Papers.
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1986Survey Evidence on Diffusion of Investment Among Institutional Investors In: NBER Working Papers.
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1986Speculative Behavior of Institutional Investors In: NBER Working Papers.
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2016Crash Beliefs From Investor Surveys In: NBER Working Papers.
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1987Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence In: NBER Working Papers.
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2019Narratives about Technology-Induced Job Degradations Then and Now In: NBER Working Papers.
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2020Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019 In: NBER Working Papers.
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1988Initial Public Offerings: Investor Behavior and Underpricing In: NBER Working Papers.
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1991Speculative Behavior in the Stock Markets: Evidence from the United States and Japan In: NBER Working Papers.
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1988The Volatility Debate In: American Journal of Agricultural Economics.
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2005Samuelsons Dictum and the Stock Market In: Economic Inquiry.
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1998Macro Markets: Creating Institutions for Managing Societys Largest Economic Risks In: OUP Catalogue.
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2013Finance Contributing to the Good Society In: Business Economics.
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2016Manipulation and Deception as Part of a Phishing Equilibrium In: Business Economics.
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1993Une décennie de boom et deffondrement des prix immobiliers : Boston et Los Angeles, 1983-1993 In: Revue d'Économie Financière.
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2015The Stock Market in Historical Perspective In: Introductory Chapters.
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2010Introduction In: Introductory Chapters.
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2010Introduction In: Introductory Chapters.
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2012Introduction: Finance, Stewardship, and Our Goals In: Introductory Chapters.
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2012Introduction In: Introductory Chapters.
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2015Irrational Exuberance In: Economics Books.
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2015Phishing for Phools: The Economics of Manipulation and Deception In: Economics Books.
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2010Animal Spirits: How Human Psychology Drives the Economy, and Why It Matters for Global Capitalism In: Economics Books.
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2012Finance and the Good Society In: Economics Books.
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2012The Subprime Solution: How Today’s Global Financial Crisis Happened, and What to Do about It: With a new preface by the author In: Economics Books.
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2013Interview with 2013 Laureate in Economic Sciences Robert J. Shiller In: Nobel Prize in Economics documents.
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2014Biographical In: Nobel Prize in Economics documents.
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2018НАРРАТИВНАЯ ЭКОНОМИКА И НЕЙРОЭКОНОМИКА // NARRATIVE ECONOMICS AND NEUROECONOMICS In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice.
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2010How Should the Financial Crisis Change How We Teach Economics? In: The Journal of Economic Education.
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1990A Scott-Type Regression Test of the Dividend Ratio Model. In: The Review of Economics and Statistics.
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1996Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection. In: The Review of Economics and Statistics.
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1986Comments [Behavioral Rationality in Finance: The Case of Dividends] [Anomalies in Financial Economics: Blueprint for Change?]. In: The Journal of Business.
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1977The Gibson Paradox and Historical Movements in Real Interest Rates. In: Journal of Political Economy.
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1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure. In: Journal of Political Economy.
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1988The Probability of Gross Violations of a Present Value Variance Inequality. In: Journal of Political Economy.
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2009Property Derivatives for Managing European Real-Estate Risk In: Yale School of Management Working Papers.
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