Discussion paper DP10336 Origins of Stock Market Fluctuations Martin Lettau Sydney Ludvigson Dan Greenwald 11 Jan 2015 Financial Economics International Macroeconomics G10 G12 G17
VoxEU Column Ownership structure and stock returns during financial crises Andrew Ellul Mariassunta Giannetti Cristina Cella 8 Jan 2011 Financial Markets Global crisis
Discussion paper DP5176 The 'News' View of Economic Fluctuations: Evidence from Aggregate Japanese Data and Sectoral US Data Franck Portier Paul Beaudry 23 Aug 2005 Financial Economics International Macroeconomics E3
Discussion paper DP1746 The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets Gikas Hardouvelis Andreas Pericli Panayiotis Theodossiou 30 Nov 1997 Financial Economics G18
Discussion paper DP1261 Stock Market Efficiency and Economic Efficiency: Is There a Connection? Malcolm Davidson Gary B Gorton 30 Nov 1995 Financial Economics G14
Discussion paper DP319 Commodity Prices, Financial Markets and World Income: A Structural Rational Expectations Model David Vines Prathap Ramanujam 1 Jun 1989 International Macroeconomics International Trade and Regional Economics E G Z
Discussion paper DP144 Market Size, the Informational Content of Stock Prices and Risk: A Multiasset Model and some Evidence Marco Pagano 1 Dec 1986 Applied Macroeconomics International Macroeconomics B E G
Discussion paper DP146 Endogenous Market Thinness and Stock Price Volatility Marco Pagano 1 Dec 1986 Applied Macroeconomics International Macroeconomics D B E G