Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Veronesi, Pietro
1998.
Regime Shifts and Changing Volatility in Stock Returns: A Rational Expectations Equilibrium Model.
SSRN Electronic Journal ,
Veronesi, Pietro
1999.
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model.
Review of Financial Studies,
Vol. 12,
Issue. 5,
p.
975.
Veronesi, Pietro
2000.
How Does Information Quality Affect Stock Returns?.
The Journal of Finance,
Vol. 55,
Issue. 2,
p.
807.
Lüders, Erik
and
Peisl, Bernhard
2001.
How Do Investors' Expectations Drive Asset Prices?.
Financial Review,
Vol. 36,
Issue. 4,
p.
75.
Veronesi, Pietro
2001.
Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices.
SSRN Electronic Journal ,
Cagetti, Marco
Hansen, Lars Peter
Sargent, Thomas
and
Williams, Noah
2002.
Robustness and Pricing with Uncertain Growth.
Review of Financial Studies,
Vol. 15,
Issue. 2,
p.
363.
McQueen, Grant Richard
and
Vorkink, Keith
2002.
Whence GARCH? A Preference-Based Explanation for Conditional Volatility.
SSRN Electronic Journal,
Costa, O.L.V.
and
Paiva, A.C.
2002.
Robust portfolio selection using linear-matrix inequalities.
Journal of Economic Dynamics and Control,
Vol. 26,
Issue. 6,
p.
889.
Johnson, Timothy C
2002.
Volatility, Momentum, and Time-Varying Skewness in Foreign Exchange Returns.
Journal of Business & Economic Statistics,
Vol. 20,
Issue. 3,
p.
390.
Maenhout, Pascal J.
2002.
Discussion of “Robustness and Pricing with Uncertain Growth”.
Review of Financial Studies,
Vol. 15,
Issue. 2,
p.
405.
Conrad, Jennifer
Cornell, Bradford
and
Landsman, Wayne R.
2002.
When Is Bad News Really Bad News?.
The Journal of Finance,
Vol. 57,
Issue. 6,
p.
2507.
Veronesi, Pietro
2002.
Discussion of “Sidelined Investors, Trading-Generated News, and Security Returns”.
Review of Financial Studies,
Vol. 15,
Issue. 2,
p.
649.
Feldman, David
2002.
Production and the Real Rate of Interest: A Sample Path Equilibrium.
SSRN Electronic Journal ,
Ziegler, Alexandre
2002.
State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion.
European Economic Review,
Vol. 46,
Issue. 8,
p.
1539.
Basak, Suleyman
2003.
Asset Pricing with Heterogeneous Beliefs.
SSRN Electronic Journal ,
Fuh, Cheng-Der
Hu, Inchi
and
Lin, Shih-Kuei
2003.
Empirical Performance and Asset Pricing in Hidden Markov Models.
Communications in Statistics - Theory and Methods,
Vol. 32,
Issue. 12,
p.
2477.
Pástor, Ľuboš
and
Pietro, Veronesi
2003.
Stock Valuation and Learning about Profitability.
The Journal of Finance,
Vol. 58,
Issue. 5,
p.
1749.
Honda, Toshiki
2003.
Optimal portfolio choice for unobservable and regime-switching mean returns.
Journal of Economic Dynamics and Control,
Vol. 28,
Issue. 1,
p.
45.
Veronesi, Pietro
2004.
The Peso problem hypothesis and stock market returns.
Journal of Economic Dynamics and Control,
Vol. 28,
Issue. 4,
p.
707.
Mele, Antonio
2004.
Rational Stock-Market Fluctuations.
SSRN Electronic Journal,