Struggling to Understand the Stock Market

By R. Hall. 2001

147 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bbb68bfb3e25c1fa49fe3105121ce1012a3b9acb

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Citations in the corpus

House prices, fundamentals and bubbles (2006, unknown): “1 A complementary approach to a rational bubble explanation is provided in Hall (2001) who suggests that US stock prices from 1947 to 2000 are consistent with fundamentals.”
Output and expected returns (2006, background): “In addition, Hall (2001) pursues the idea that movements in intangibles are essential for understanding the behavior of the stock market during the 1990s; investments 3 in intangibles, however, are deducted from earnings thus creating a wedge between share prices and earnings.”
Voluntary disclosure of intellectual capital in New Zealand annual reports and the “hidden value” (2008, background): “Many authors (Sveiby, 1998; Booth, 1998; Edvinsson, 2000; Hall, 2001; Brennan, 2001; Fincham and Roslender, 2003) allude to the difference between the market value of equity of a firm (the number of shares multiplied by the share price) and the book value of the equity of the firm, and argue that th”
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2004, methodology): “As in Hall (1988), the IES is typically measured by the slope coefficient from regressing date t + 1 consumption growth rate on the date t risk-free rate.”
Intangible Capital and Growth in Advanced Economies: Measurement Methods and Comparative Results (2012, unknown): “The studies by Hall (2000, 2001a, 2001b) and McGrattan and Prescott (2000, 2005), for example, employ strategies that exploit valuations and incomes.”
Interpretable Asset Markets (2005, unknown): “The work of Barsky and DeLong (1993), Bansal and Yaron (2000), and Hall (2001) highlight the importance of fluctuating expected economic growth in interpreting asset valuations.”
Intangible Assets: Computers and Organizational Capital (2002, background): “Chan, Lakonishok, and Sougiannis (1999); R. Hall (2001b). assets.5 Whereas early applications of computers were primarily directed at factor substitution (particularly of low-skill clerical workers), modern uses of computers have both enabled and necessitated substantial organizational redesign and…”
Valuation Ratios and the Long-Run Stock Market Outlook: An Update (2001, unknown): “See also Hall (2001).”