Stocks for the long run : the definitive guide to financial market returns and long-term investment strategies

By J. Siegel. 2008

237 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Political Science and International Relations

View Paper: https://www.semanticscholar.org/paper/20df049a72ded8d5abcd14adba1a0f6c202bed8d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Mark W. Watson
2. Ulrich K. Müller
3. N. Fuchs-Schündeln
4. Dirk Krueger
5. I. Popova
6. Alexander Ludwig
7. Serena Ng
8. Jushan Bai

In Political Science and International Relations

1. N. Fuchs-Schündeln
2. Dirk Krueger
3. Mark W. Watson
4. Ulrich K. Müller

Citations in the corpus

• The Long-Term Distributional and Welfare Effects of Covid-19 School Closures (2020, background): “We normalize wages to w = 1 and set the interest rate to an annual rate of 4% based on Siegel (2002).”
• The Cross-Section of Expected Trading Activity (2007, unknown): “Siegel and Bernstein (2002) emphasize the importance of well-diversified and long-term portfolios, mentioning that “stocks are clearly the assets of choice for the investors seeking long-term growth.”
• Measuring Uncertainty about Long-Run Predictions (2016, methodology): “, Stock and Watson (2002)). Thus, in this model the data were generated as xt = tet, with et iidN (0; 1) and ln( t) = t generated as described above with small and large chosen so that the IQR for ln( T= 0) was 0:25% and 0:75%, respectively. Model 4 is designed to capture the changes in variability ”