On the public citation graph

New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically

https://doi.org/10.2139/ssrn.2585690
0 signed · 35 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/0-387-23934-0_6openalex-extracted
Frank Knight. Intuition, Risk and Uncertainty
inferredcites →https://doi.org/10.1016/0165-1889(88)90047-4openalex-extracted
Rational-expectations econometric analysis of changes in regime
inferredcites →https://doi.org/10.1016/0165-1889(94)90049-3openalex-extracted
Present value models with feedback
inferredcites →https://doi.org/10.1016/j.jedc.2003.10.006openalex-extracted
Switching equilibria: the present value model for stock prices revisited
inferredcites →https://doi.org/10.1016/j.jinteco.2007.02.004openalex-extracted
Real-time price discovery in global stock, bond and foreign exchange markets
inferredcites →https://doi.org/10.1016/s0304-3932(98)00021-xopenalex-extracted
Intrinsic bubbles and regime-switching
inferredcites →https://doi.org/10.1017/s1365100505050042openalex-extracted
AN INTERVIEW WITH THOMAS J. SARGENT
inferredcites →https://doi.org/10.1057/9781137381736.0006openalex-extracted
A Survey of Behavioral Finance
inferredcites →https://doi.org/10.1086/296282openalex-extracted
Stock Prices and Economic News
inferredcites →https://doi.org/10.1093/rfs/5.3.683openalex-extracted
Stock Prices, News, and Business Conditions
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00662.xopenalex-extracted
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00742.xopenalex-extracted
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01232.xopenalex-extracted
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01362.xopenalex-extracted
More Than Words: Quantifying Language to Measure Firms' Fundamentals
inferredcites →https://doi.org/10.1257/aer.104.6.1486openalex-extracted
Speculative Asset Prices
inferredcites →https://doi.org/10.1287/mnsc.1070.0704openalex-extracted
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web
inferredcites →https://doi.org/10.20955/wp.2006.005openalex-extracted
Beyond the Numbers: An Analysis of Optimistic and Pessimistic Language in Earnings Press Releases
inferredcites →https://doi.org/10.2139/ssrn.1107998openalex-extracted
Costly Information Processing: Evidence from Earnings Announcements
inferredcites →https://doi.org/10.2139/ssrn.2586257openalex-extracted
Change and Rationality in Macroeconomics and Finance Theory: A New Rational Expectations Hypothesis
inferredcites →https://doi.org/10.2139/ssrn.282320openalex-extracted
Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards
inferredcites →https://doi.org/10.2139/ssrn.423982openalex-extracted
The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'
inferredcites →https://doi.org/10.2307/1882087openalex-extracted
The General Theory of Employment
inferredcites →https://doi.org/10.2307/1909635openalex-extracted
Rational Expectations and the Theory of Price Movements
inferredcites →https://doi.org/10.2307/2118333openalex-extracted
Why Does the Stock Market Fluctuate?
inferredcites →https://doi.org/10.3386/w11312openalex-extracted
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
inferredcites →https://doi.org/10.3386/w2100openalex-extracted
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
inferredcites →https://doi.org/10.3386/w3995openalex-extracted
Why Does the Stock Market Fluctuate?
inferredcites →https://doi.org/10.3905/jpm.2013.39.3.032openalex-extracted
What Moves Stock Prices: Another Look
inferredcites →https://doi.org/10.1016/0014-2921(95)00111-5openalex-snapshot
Models of Currency Crises with Self-Fulfilling Features
inferredcites →https://doi.org/10.1086/341640openalex-snapshot
Events That Shook the Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01625.xopenalex-snapshot
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
inferredcites →https://doi.org/10.2139/ssrn.2193667openalex-snapshot
Which News Moves Stock Prices? A Textual Analysis
inferredcites →https://doi.org/10.3386/w0456openalex-snapshot
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
inferredcites →https://doi.org/10.3386/w1296openalex-snapshot
Stock Prices and Economic News

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.5018/economics-ejournal.ja.2015-24openalex-snapshot
Knightian Uncertainty and Stock-Price Movements: Why the REH Present-Value Model Failed Empirically
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.