On the public citation graph

Street Earnings: Implications for Asset Pricing

https://doi.org/10.2139/ssrn.4892475
0 signed · 44 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 See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.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/10.1016/0304-3932(81)90040-4openalex-snapshot
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
inferredcites →https://doi.org/10.1016/0304-3932(82)90012-5openalex-snapshot
Trends and random walks in macroeconmic time series
inferredcites →https://doi.org/10.1016/j.jacceco.2018.01.003openalex-snapshot
Analysts’ GAAP earnings forecasts and their implications for accounting research
inferredcites →https://doi.org/10.1016/j.jfineco.2004.06.016openalex-snapshot
Stock returns, aggregate earnings surprises, and behavioral finance
inferredcites →https://doi.org/10.1016/j.jfineco.2007.01.002openalex-snapshot
Does firm value move too much to be justified by subsequent changes in cash flow?
inferredcites →https://doi.org/10.1016/j.jfineco.2008.04.004openalex-snapshot
On the Reversal of Return and Dividend Growth Predictability: A Tale of Two Periods
inferredcites →https://doi.org/10.1016/j.jfineco.2013.02.002openalex-snapshot
A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?
inferredcites →https://doi.org/10.1016/j.jfineco.2014.08.007openalex-snapshot
X-CAPM: An extrapolative capital asset pricing model
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.025openalex-snapshot
Core earnings: New data and evidence
inferredcites →https://doi.org/10.1016/j.jmoneco.2015.08.006openalex-snapshot
Asset Pricing in Production Economies with Extrapolative Expectations
inferredcites →https://doi.org/10.1080/07350015.1985.10509453openalex-snapshot
Trends and Cycles in Macroeconomic Time Series
inferredcites →https://doi.org/10.1086/261703openalex-snapshot
Noise Trader Risk in Financial Markets
inferredcites →https://doi.org/10.1086/663989openalex-snapshot
Natural Expectations, Macroeconomic Dynamics, and Asset Pricing
inferredcites →https://doi.org/10.1086/727713openalex-snapshot
Belief Overreaction and Stock Market Puzzles
inferredcites →https://doi.org/10.1093/qje/qjad009openalex-snapshot
Overreaction in Expectations: Evidence and Theory
inferredcites →https://doi.org/10.1093/rfs/hhad091openalex-snapshot
Noise in Expectations: Evidence from Analyst Forecasts
inferredcites →https://doi.org/10.1093/rfs/hhae008openalex-snapshot
Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
inferredcites →https://doi.org/10.1093/rfs/hhj036openalex-snapshot
Beauty Contests and Iterated Expectations in Asset Markets
inferredcites →https://doi.org/10.1093/rfs/hht005openalex-snapshot
What Drives Stock Price Movements?
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.1111/0022-1082.00065openalex-snapshot
Earnings and Expected Returns
inferredcites →https://doi.org/10.1111/1475-679x.00038openalex-snapshot
GAAP versus The Street: An Empirical Assessment of Two Alternative Definitions of Earnings
inferredcites →https://doi.org/10.1111/j.1468-2354.2011.00635.xopenalex-snapshot
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE*
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01232.xopenalex-snapshot
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
inferredcites →https://doi.org/10.1111/jofi.12833openalex-snapshot
Diagnostic Expectations and Stock Returns
inferredcites →https://doi.org/10.1111/jofi.13016openalex-snapshot
Subjective Cash Flow and Discount Rate Expectations
inferredcites →https://doi.org/10.1146/annurev-financial-102710-144905openalex-snapshot
Predictability of Returns and Cash Flows
inferredcites →https://doi.org/10.1146/annurev-financial-121415-032930openalex-snapshot
Analysts’ Forecasts and Asset Pricing: A Survey
inferredcites →https://doi.org/10.1162/qjec.121.3.823openalex-snapshot
Rare Disasters and Asset Markets in the Twentieth Century*
inferredcites →https://doi.org/10.1257/aer.20130392openalex-snapshot
Parameter Learning in General Equilibrium: The Asset Pricing Implications
inferredcites →https://doi.org/10.1257/aer.20201713openalex-snapshot
Belief Distortions and Macroeconomic Fluctuations
inferredcites →https://doi.org/10.1257/aer.20231725openalex-snapshot
Market-Wide Predictable Price Pressure
inferredcites →https://doi.org/10.1257/jep.24.4.67openalex-snapshot
Natural Expectations and Macroeconomic Fluctuations
inferredcites →https://doi.org/10.1561/104.00000005openalex-snapshot
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
inferredcites →https://doi.org/10.2307/1884166openalex-snapshot
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
inferredcites →https://doi.org/10.2307/1884282openalex-snapshot
The Cyclical Component of U. S. Economic Activity
inferredcites →https://doi.org/10.2307/2118333openalex-snapshot
Why Does the Stock Market Fluctuate?
inferredcites →https://doi.org/10.3386/w31081openalex-snapshot
Model-free and Model-based Learning as Joint Drivers of Investor Behavior
inferredcites →https://doi.org/10.3386/w32301openalex-snapshot
What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market
inferredcites →https://doi.org/10.3386/w34420openalex-snapshot
The Prestakes of Stock Market Investing
inferredcites →https://doi.org/10.3386/w34923openalex-snapshot
Why People Disagree About What Drives Stock Prices
inferredcites →https://doi.org/10.3982/ecta6814openalex-snapshot
Testing Models of Low-Frequency Variability

What points at this work

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

inferred← citeshttps://doi.org/10.17016/feds.2022.014r1openalex-snapshot
A Stock Return Decomposition Using Observables
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.