Demography and the Long-Run Predictability of the Stock Market

By J. Geanakoplos, M. Magill, Martine Quinzii. 2004

229 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8ad6918a09204bfdadd14281b1cb24383b498bb1

Citations in the corpus

• Some Evidence on Secular Drivers of US Safe Real Rates (2017, unknown): “Geanakoplos et al. (2004) argue that changes in what they call the middle to young ratio will be positively correlated with r; we conclude from their study that the change in the fraction middle aged will also be positively correlated with r. •Transitory decreases in government saving–i.e.,…”
• The Impact of Population Aging on Financial Markets (2004, unknown): “such models , in chronological order , are Yoo ( 1994a ) , Brooks ( 2002 ) , and Geanakoplos , Magill , and Quinzii ( 2004 ) .”
• Displacement Risk and Asset Returns (2012, unknown): “…Lucas, Toby Moskowitz, Marcus Opp, Tano Santos, Nick Souleles, Chris Telmer, Moto Yogo, and seminar participants at the Atlanta Fed, Australian National University, Bond University, Boston University, Chicago Booth, Frontiers of Finance 2008, Georgetown University, Georgia State University,…”