[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Household Securities Purchases, Transactions Costs, and Hedging Motives. (1999). Souleles, Nicholas.
In: Rodney L. White Center for Financial Research Working Papers.
RePEc:fth:pennfi:24-99.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 32

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. Portfolio Inertia and Stock Market Fluctuations. (2009). Haliassos, Michael ; Georgarakos, Dimitris ; Bilias, Yannis .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7239.

    Full description at Econpapers || Download paper

  2. The Epidemiology of Macroeconomic Expectations. (2001). Carroll, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8695.

    Full description at Econpapers || Download paper

  3. Consumer Sentiment: Its Rationality and Usefulness in Forecasting Expenditure - Evidence from the Michigan Micro Data. (2001). Souleles, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8410.

    Full description at Econpapers || Download paper

  4. Does stock market wealth matter for consumption?. (2001). Maki, Dean M. ; Dynan, Karen E..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-23.

    Full description at Econpapers || Download paper

  5. The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk. (2001). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: European Economic Review.
    RePEc:eee:eecrev:v:45:y:2001:i:7:p:1311-1339.

    Full description at Econpapers || Download paper

  6. The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk. (2000). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8040.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abel, A., and Bernanke, B., 1998, Macroeconomics, third edition, New York: Addison Wesley.
    Paper not yet in RePEc: Add citation now
  2. Abel, A., and Eberly, J., 1994, A Unified Model of Investment under Uncertainty, American Economic Review, 84(5), pp. 1369-84.

  3. Barberis, N., 1999, Investing for the Long Run when Returns are Predictable, Journal of Finance, forthcoming.
    Paper not yet in RePEc: Add citation now
  4. Bodie, Z., Merton, R., and Samuelson, W., 1992, Labor Supply Flexibility and Portfolio Choice in a Life Cycle Model, Journal of Economic Dynamics and Control 16, pp. 427-449.

  5. Brandt, M., 1999, Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach, Journal of Finance, LIV(5), October, pp. 1609-1645.

  6. Brav, A., and Geczy, C., 1996, An Empirical Resurrection of the Simple Consumption CAPM with Power Utility, University of Chicago working paper, January.
    Paper not yet in RePEc: Add citation now
  7. Carroll, C., Dynan K., and Krane, S., 1996, Balance Sheets and Precautionary Saving, Federal Reserve Board of Governors working paper, January.
    Paper not yet in RePEc: Add citation now
  8. Constantinides, G., and Duffie, D., 1996, Asset Pricing with Heterogeneous Consumers, Journal of Political Economy, 104(2), pp. 219-240.

  9. Davis, M., and Norman, A., 1990, Portfolio Selection with Transactions Costs, Mathematics of Operations Research, 15(4), pp. 676-713.
    Paper not yet in RePEc: Add citation now
  10. Dynarski, S., and Gruber, J., 1997, Can families smooth variable earnings'DONE' Brookings Papers on Economic Activity, 1, pp. 229-303.

  11. Eberly, J., 1994, Adjustment of Consumers Durables Stocks: Evidence from Automobile Purchases, Journal of Political Economy, 102 (3), pp. 403-436.

  12. Edelen, R., and Warner, J., 1999, Why are Mutual Fund Flow and Market Returns Related'DONE' Evidence from High Frequency Data, University of Pennsylvania working paper, February.
    Paper not yet in RePEc: Add citation now
  13. Friend, I., and Adams, G., 1964, The Predictive Ability of Consumer Attitudes, Stock Prices, and Non-Attitudinal Variables, Journal of the American Statistical Association, 59, December, pp. 987-1005.
    Paper not yet in RePEc: Add citation now
  14. Gakidis, H., 1998, Stocks for the Old'DONE' Earnings Uncertainty and Life-Cycle Portfolio Choice, M.I.T. working paper, June.
    Paper not yet in RePEc: Add citation now
  15. Haliassos, M., and Bertaut, C., 1995, Why Do So Few Hold Stocks'DONE' The Economic Journal, 105, pp. 1110-1129, September.

  16. Heaton, J., and Lucas, D., 1996, Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing, Journal of Political Economy, 104(3), pp. 443-487.

  17. Heaton, J., and Lucas, D., 1997, Portfolio Choice and Asset Prices; The Importance of Entrepreneurial Risk, Northwestern University working paper, August; forthcoming, Journal of Finance.

  18. Kimball, M., 1993, Standard Risk Aversion, Econometrica, 61(3), May, pp. 589-611.

  19. Koo, H., 1995, Consumption and Portfolio Selection with Labor Income I: Evaluation of Human Capital, Washington University working paper.
    Paper not yet in RePEc: Add citation now
  20. Lam, P., 1991, Permanent Income, Liquidity, and Adjustments of Automobile Stocks: Evidence from Panel Data, Quarterly Journal of Economics, February, pp. 203-230.

  21. Ludvigson, S., 1996, Consumer Sentiment and Household Expenditure: Reevaluating the Forecasting Equations, Federal Reserve Bank of New York working paper, November.

  22. Lynch, A., and Balduzzi, P., 1999, Predictability and Transactions Costs: The Impact on Rebalancing Rules and Behavior, New York University working paper, October; forthcoming, Journal of Finance.

  23. Maddala, G, 1983, Limited-Dependent and Qualitative Variables in Economics, Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  24. Mankiw, N., and Zeldes, S., 1991, The Consumption of Stockholders and Nonstockholders, Journal of Financial Economics, 29, pp. 97-112.

  25. Mayers, D., 1972, Non-marketable Assets and Capital Market Equilibrium under Uncertainty, in: Jensen, M., ed., Studies in the Theory of Capital Markets, Praeger: New York, pp. 223-248.
    Paper not yet in RePEc: Add citation now
  26. Merton, R., 1971, Optimum Consumption and Portfolio Rules in a Continuous-Time Model, Journal of Economic Theory, 3, pp. 373-413.

  27. Souleles, N., 1999, Consumer Sentiment: Its Rationality and Usefulness in Forecasting Expenditure -- Evidence from the Michigan Micro Data, University of Pennsylvania working paper, March.

  28. Souleles, S., 1999a, The Response of Household Consumption to Income Tax Refunds, American Economic Review, 89(4), September.

  29. Storesletten, K., Telmer, C., and Yaron, A., 1997, Consumption and Risk Sharing over the Life Cycle, University of Pennsylvania working paper, July.

  30. Viceira, L., 1990, Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income, Harvard University working paper, October.

  31. Vissing-Jorgensen, A., 1999, Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures, University of Chicago working paper, February.
    Paper not yet in RePEc: Add citation now
  32. Warther, V., 1995, Aggregate Mutual Fund Flows and Security Returns, Journal of Financial Economics, 39, pp. 209-235.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Impact of terrorism on investment decisions of farmers: evidence from the Punjab insurgency. (2011). Singh, Prakarsh.
    In: MPRA Paper.
    RePEc:pra:mprapa:33328.

    Full description at Econpapers || Download paper

  2. Current Account Imbalances: can Structural Reforms Help to Reduce Them?. (2011). Koske, Isabell ; Kerdrain, Clovis ; Wanner, Isabelle.
    In: OECD Journal: Economic Studies.
    RePEc:oec:ecokac:5kg5825lkmvl.

    Full description at Econpapers || Download paper

  3. On the Sensitivity of Firms Investment to Cash Flow and Uncertainty. (2008). Talavera, Oleksandr ; Caglayan, Mustafa ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:638.

    Full description at Econpapers || Download paper

  4. Endogenous Selection Or Treatment Model Estimation. (2007). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:462.

    Full description at Econpapers || Download paper

  5. Trade Deficits in the Baltic States: How Long Will the Party Last?. (2006). Bems, Rudolfs ; Hartelius, Kristian Jonsson.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:9:y:2006:i:1:p:179-209.

    Full description at Econpapers || Download paper

  6. Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms. (2006). Suzuki, Kazuyuki ; Honda, Yuzo .
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:0624.

    Full description at Econpapers || Download paper

  7. The Equity Premium Implied by Production. (2006). Jermann, Urban.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12487.

    Full description at Econpapers || Download paper

  8. Uncertainty and Investment Dynamics. (2006). van Reenen, John ; bloom, nicholas ; Bond, Stephen .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12383.

    Full description at Econpapers || Download paper

  9. Investment, Consumption and Hedging under Incomplete Markets. (2006). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - Macroeconomics Working Papers Series.
    RePEc:bos:macppr:wp2005-011.

    Full description at Econpapers || Download paper

  10. Limited Attention, Interaction and the Growth of a Firm. (2005). Takii, Katsuya.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0506005.

    Full description at Econpapers || Download paper

  11. Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment. (2005). Kredler, Matthias.
    In: Econometrics.
    RePEc:wpa:wuwpem:0509003.

    Full description at Econpapers || Download paper

  12. Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data. (2005). Urga, Giovanni ; TEMPLE, PAUL ; Driver, Ciaran.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0405.

    Full description at Econpapers || Download paper

  13. The Optimality of a Control Band Policy. (2005). Plehn-Dujowich, Jose M..
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:4:p:877-901.

    Full description at Econpapers || Download paper

  14. Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology. (2005). Routledge, Bryan ; Casassus, Jaime ; Collin-Dufresne, Pierre.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11864.

    Full description at Econpapers || Download paper

  15. A bottleneck capital model of development. (2005). Rappaport, Jordan.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-10.

    Full description at Econpapers || Download paper

  16. Gestation lags and the relationship between investment and Q in regressions. (2005). Millar, Jonathan N..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-28.

    Full description at Econpapers || Download paper

  17. Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective. (2005). Funke, Michael ; Chen, Yu-Fu.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1563.

    Full description at Econpapers || Download paper

  18. Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections. (2004). Bayer, Christian.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0411018.

    Full description at Econpapers || Download paper

  19. Interrelationships Between Labor and Capital Adjustment Decisions. (2004). Narazani, Edlira.
    In: Labor and Demography.
    RePEc:wpa:wuwpla:0412003.

    Full description at Econpapers || Download paper

  20. Cyclical Uncertainty And Physical Investment Decisions. (2004). Funke, Michael ; Chen, Yu-Fu.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:89.

    Full description at Econpapers || Download paper

  21. UK investment and the return to equity: Q redux. (2004). Price, Simon.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:87.

    Full description at Econpapers || Download paper

  22. Option value, policy uncertainty, and the foreign direct investment decision. (2004). Funke, Michael ; Chen, Yu-Fu.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:14.

    Full description at Econpapers || Download paper

  23. Employment Changes, the Structure of Adjustment Costs, and Plant Size. (2003). Schiantarelli, Fabio ; Salvanes, Kjell G ; Nilsen, Øivind.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp920.

    Full description at Econpapers || Download paper

  24. Trade Deficits in the Baltic States: How Long Will the Party Last?. (2003). Bems, Rudolfs ; Jonsson, Kristian .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0543.

    Full description at Econpapers || Download paper

  25. Non-convexities in the Adjustment of Different Capital Inputs: A Firm-level Investigation. (2003). Galeotti, Marzio ; del boca, alessandra ; Rota, Paola.
    In: Working Papers.
    RePEc:fem:femwpa:2003.35.

    Full description at Econpapers || Download paper

  26. Employment Changes, the Structure of Adjustment Costs, and Plant Size. (2003). Schiantarelli, Fabio ; Salvanes, Kjell G ; Nilsen, Øivind ; Nicoletti, Giuseppe.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:586.

    Full description at Econpapers || Download paper

  27. Occupational Choice and the Private Equity Premium Puzzle. (2002). Hintermaier, Thomas ; STEINBERGER, Thomas .
    In: Economics Series.
    RePEc:ihs:ihsesp:122.

    Full description at Econpapers || Download paper

  28. Investment Decisions under Real Exchange Rate Uncertainty. (2001). Erdal, Bahar.
    In: Central Bank Review.
    RePEc:tcb:cebare:v:1:y:2001:i:1:p:25-47.

    Full description at Econpapers || Download paper

  29. 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

  30. Does the Nominal Exchange Rate Regime Matter for Investment?. (2001). Funke, Michael ; Boehm, Hjalmar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_578.

    Full description at Econpapers || Download paper

  31. Financing Investment. (2001). Gomes, João.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:5:p:1263-1285.

    Full description at Econpapers || Download paper

  32. The effects on growth of commodity price uncertainty and shocks. (2000). Dehn, Jan .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2455.

    Full description at Econpapers || Download paper

  33. Exhuming Q: Market Power vs. Capital Market Imperfections. (2000). Ejarque, João ; Cooper, Russell.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0528.

    Full description at Econpapers || Download paper

  34. Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany. (2000). Siegfried, Nikolaus A ; Funke, Michael ; Boehm, Hjalmar.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0112.

    Full description at Econpapers || Download paper

  35. Investment, Reprocurement and Franchise Contract Length in the British Railway Industry. (2000). Newbery, David M ; Affuso, Luisa .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2619.

    Full description at Econpapers || Download paper

  36. Employment Changes, the Structure of Adjustment Costs, and Firms Size. (2000). Schiantarelli, Fabio ; Salvanes, Kjell G ; Nilsen, Øivind.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:a1-4.

    Full description at Econpapers || Download paper

  37. Optimal Investment Strategies under Demand and Tax Policy Uncertainty. (2000). Funke, Michael ; Boehm, Hjalmar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_311.

    Full description at Econpapers || Download paper

  38. Zeroes and Lumps in Investment: Empirical Evidence on Irreversibilities and Non-Convexities. (2000). Schiantarelli, Fabio ; Nilsen, Øivind.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:337.

    Full description at Econpapers || Download paper

  39. The Role of a Variable Input in the Relationship between Investment and Uncertainty. (2000). Shin, Kwanho ; Lee, Jaewoo.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:3:p:667-680.

    Full description at Econpapers || Download paper

  40. Household Securities Purchases, Transactions Costs, and Hedging Motives. (1999). Souleles, Nicholas.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:24-99.

    Full description at Econpapers || Download paper

  41. Machine Replacement and the Business Cycle: Lumps and Bumps. (1999). Haltiwanger, John ; Cooper, Russell ; Power, Laura .
    In: American Economic Review.
    RePEc:aea:aecrev:v:89:y:1999:i:4:p:921-946.

    Full description at Econpapers || Download paper

  42. Technology Locks, Creative Destruction, and Non-Convergence in Productivity Levels. (1998). Dwyer, Douglas.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:1:y:1998:i:2:p:430-473.

    Full description at Econpapers || Download paper

  43. Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6775.

    Full description at Econpapers || Download paper

  44. Investment, Fundamentals and Finance. (1998). Gilchrist, Simon ; Himmelberg, Charles .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6652.

    Full description at Econpapers || Download paper

  45. Estimating Adjustment Costs with Data on Heterogeneous Capital Goods. (1997). Goolsbee, Austan ; Gross, David B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6342.

    Full description at Econpapers || Download paper

  46. Entry, Exit, Embodied Technology, and Business Cycles. (1997). Campbell, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5955.

    Full description at Econpapers || Download paper

  47. Measuring and analyzing aggregate fluctuations: the importance of building from microeconomic evidence - commentary. (1997). Campbell, Jeffrey.
    In: Review.
    RePEc:fip:fedlrv:y:1997:i:may:p:83-86.

    Full description at Econpapers || Download paper

  48. Threshold effects in non-dynamic panels: Estimation, testing and inference. (1997). Hansen, Bruce.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:365.

    Full description at Econpapers || Download paper

  49. Irreversible Investment, Financing Choice and Asymmetric Corporate Taxes. (1996). Faig, Miquel ; Shum, Pauline.
    In: Working Papers.
    RePEc:tor:tecipa:faig-96-01.

    Full description at Econpapers || Download paper

  50. Options, the Value of Capital, and Investment. (1995). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5227.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-25 09:18:35 || 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.