Production-Based Asset Pricing and the Link Between Stock...

Production-Based Asset Pricing and the Link Between Stock Returns andEconomic Fluctuations

John H. Cochrane

The Journal of Finance, Vol. 46, No. 1. (Mar., 1991), pp. 209-237.

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http://links.jstor.org/sici?sici=0022-1082%28199103%2946%3A1%3C209%3APAPATL%3E2.0.CO%3B2-7

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Production-Based Asset Pricing and the Link Between Stock Returns and EconomicFluctuationsJohn H. CochraneThe Journal of Finance, Vol. 46, No. 1. (Mar., 1991), pp. 209-237.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199103%2946%3A1%3C209%3APAPATL%3E2.0.CO%3B2-7

This article references the following linked citations. If you are trying to access articles from anoff-campus location, you may be required to first logon via your library web site to access JSTOR. Pleasevisit your library's website or contact a librarian to learn about options for remote access to JSTOR.

[Footnotes]

1 Permanent and Temporary Components of Stock PricesEugene F. Fama; Kenneth R. FrenchThe Journal of Political Economy, Vol. 96, No. 2. (Apr., 1988), pp. 246-273.Stable URL:

http://links.jstor.org/sici?sici=0022-3808%28198804%2996%3A2%3C246%3APATCOS%3E2.0.CO%3B2-B

1 Stock Market Prices do not Follow Random Walks: Evidence from a Simple SpecificationTestAndrew W. Lo; A. Craig MacKinlayThe Review of Financial Studies, Vol. 1, No. 1. (Spring, 1988), pp. 41-66.Stable URL:

http://links.jstor.org/sici?sici=0893-9454%28198821%291%3A1%3C41%3ASMPDNF%3E2.0.CO%3B2-U

1 The Term Structure as a Predictor of Real Economic ActivityArturo Estrella; Gikas A. HardouvelisThe Journal of Finance, Vol. 46, No. 2. (Jun., 1991), pp. 555-576.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199106%2946%3A2%3C555%3ATTSAAP%3E2.0.CO%3B2-0

http://www.jstor.org

LINKED CITATIONS- Page 1 of 6 -

NOTE: The reference numbering from the original has been maintained in this citation list.

1 The Stock Market and InvestmentRobert J. BarroThe Review of Financial Studies, Vol. 3, No. 1, National Bureau of Economic Research Conference:Stock Market Volatility and the Crash, Dorado Beach, March 16-18, 1989. (1990), pp. 115-131.Stable URL:

http://links.jstor.org/sici?sici=0893-9454%281990%293%3A1%3C115%3ATSMAI%3E2.0.CO%3B2-P

1 Stock Returns, Real Activity, Inflation, and MoneyEugene F. FamaThe American Economic Review, Vol. 71, No. 4. (Sep., 1981), pp. 545-565.Stable URL:

http://links.jstor.org/sici?sici=0002-8282%28198109%2971%3A4%3C545%3ASRRAIA%3E2.0.CO%3B2-D

1 Stock Returns, Expected Returns, and Real ActivityEugene F. FamaThe Journal of Finance, Vol. 45, No. 4. (Sep., 1990), pp. 1089-1108.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199009%2945%3A4%3C1089%3ASRERAR%3E2.0.CO%3B2-1

4 The Present Value of Profits and Cyclical Movements in InvestmentAndrew B. Abel; Olivier J. BlanchardEconometrica, Vol. 54, No. 2. (Mar., 1986), pp. 249-273.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28198603%2954%3A2%3C249%3ATPVOPA%3E2.0.CO%3B2-1

4 Investment, Adjustment Costs, and UncertaintyRoger CraineInternational Economic Review, Vol. 16, No. 3. (Oct., 1975), pp. 648-661.Stable URL:

http://links.jstor.org/sici?sici=0020-6598%28197510%2916%3A3%3C648%3AIACAU%3E2.0.CO%3B2-K

4 The Dynamic Demand for Capital and LaborMatthew D. ShapiroThe Quarterly Journal of Economics, Vol. 101, No. 3. (Aug., 1986), pp. 513-542.Stable URL:

http://links.jstor.org/sici?sici=0033-5533%28198608%29101%3A3%3C513%3ATDDFCA%3E2.0.CO%3B2-C

5 The Role of Conditioning Information in Deducing Testable Restrictions Implied by DynamicAsset Pricing ModelsLars Peter Hansen; Scott F. RichardEconometrica, Vol. 55, No. 3. (May, 1987), pp. 587-613.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28198705%2955%3A3%3C587%3ATROCII%3E2.0.CO%3B2-Y

6 Predicting Stock Returns in an Efficient MarketRonald J. Balvers; Thomas F. Cosimano; Bill McDonaldThe Journal of Finance, Vol. 45, No. 4. (Sep., 1990), pp. 1109-1128.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199009%2945%3A4%3C1109%3APSRIAE%3E2.0.CO%3B2-3

6 Asset Prices in an Exchange EconomyRobert E. Lucas, Jr.Econometrica, Vol. 46, No. 6. (Nov., 1978), pp. 1429-1445.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28197811%2946%3A6%3C1429%3AAPIAEE%3E2.0.CO%3B2-I

References

The Present Value of Profits and Cyclical Movements in InvestmentAndrew B. Abel; Olivier J. BlanchardEconometrica, Vol. 54, No. 2. (Mar., 1986), pp. 249-273.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28198603%2954%3A2%3C249%3ATPVOPA%3E2.0.CO%3B2-1

Predicting Stock Returns in an Efficient MarketRonald J. Balvers; Thomas F. Cosimano; Bill McDonaldThe Journal of Finance, Vol. 45, No. 4. (Sep., 1990), pp. 1109-1128.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199009%2945%3A4%3C1109%3APSRIAE%3E2.0.CO%3B2-3

The Stock Market and InvestmentRobert J. BarroThe Review of Financial Studies, Vol. 3, No. 1, National Bureau of Economic Research Conference:Stock Market Volatility and the Crash, Dorado Beach, March 16-18, 1989. (1990), pp. 115-131.Stable URL:

http://links.jstor.org/sici?sici=0893-9454%281990%293%3A1%3C115%3ATSMAI%3E2.0.CO%3B2-P

The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-RationalAlternativesJohn H. CochraneThe American Economic Review, Vol. 79, No. 3. (Jun., 1989), pp. 319-337.Stable URL:

http://links.jstor.org/sici?sici=0002-8282%28198906%2979%3A3%3C319%3ATSOTOT%3E2.0.CO%3B2-P

Investment, Adjustment Costs, and UncertaintyRoger CraineInternational Economic Review, Vol. 16, No. 3. (Oct., 1975), pp. 648-661.Stable URL:

http://links.jstor.org/sici?sici=0020-6598%28197510%2916%3A3%3C648%3AIACAU%3E2.0.CO%3B2-K

The Term Structure as a Predictor of Real Economic ActivityArturo Estrella; Gikas A. HardouvelisThe Journal of Finance, Vol. 46, No. 2. (Jun., 1991), pp. 555-576.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199106%2946%3A2%3C555%3ATTSAAP%3E2.0.CO%3B2-0

Stock Returns, Real Activity, Inflation, and MoneyEugene F. FamaThe American Economic Review, Vol. 71, No. 4. (Sep., 1981), pp. 545-565.Stable URL:

http://links.jstor.org/sici?sici=0002-8282%28198109%2971%3A4%3C545%3ASRRAIA%3E2.0.CO%3B2-D

Stock Returns, Expected Returns, and Real ActivityEugene F. FamaThe Journal of Finance, Vol. 45, No. 4. (Sep., 1990), pp. 1089-1108.Stable URL:

http://links.jstor.org/sici?sici=0022-1082%28199009%2945%3A4%3C1089%3ASRERAR%3E2.0.CO%3B2-1

Permanent and Temporary Components of Stock PricesEugene F. Fama; Kenneth R. FrenchThe Journal of Political Economy, Vol. 96, No. 2. (Apr., 1988), pp. 246-273.Stable URL:

http://links.jstor.org/sici?sici=0022-3808%28198804%2996%3A2%3C246%3APATCOS%3E2.0.CO%3B2-B

The Role of Conditioning Information in Deducing Testable Restrictions Implied by DynamicAsset Pricing ModelsLars Peter Hansen; Scott F. RichardEconometrica, Vol. 55, No. 3. (May, 1987), pp. 587-613.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28198705%2955%3A3%3C587%3ATROCII%3E2.0.CO%3B2-Y

Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification TestAndrew W. Lo; A. Craig MacKinlayThe Review of Financial Studies, Vol. 1, No. 1. (Spring, 1988), pp. 41-66.Stable URL:

http://links.jstor.org/sici?sici=0893-9454%28198821%291%3A1%3C41%3ASMPDNF%3E2.0.CO%3B2-U

Asset Prices in an Exchange EconomyRobert E. Lucas, Jr.Econometrica, Vol. 46, No. 6. (Nov., 1978), pp. 1429-1445.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28197811%2946%3A6%3C1429%3AAPIAEE%3E2.0.CO%3B2-I

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation ConsistentCovariance MatrixWhitney K. Newey; Kenneth D. WestEconometrica, Vol. 55, No. 3. (May, 1987), pp. 703-708.Stable URL:

http://links.jstor.org/sici?sici=0012-9682%28198705%2955%3A3%3C703%3AASPSHA%3E2.0.CO%3B2-F

Two Models of Measurements and the Investment AcceleratorThomas J. SargentThe Journal of Political Economy, Vol. 97, No. 2. (Apr., 1989), pp. 251-287.Stable URL:

http://links.jstor.org/sici?sici=0022-3808%28198904%2997%3A2%3C251%3ATMOMAT%3E2.0.CO%3B2-T

The Dynamic Demand for Capital and LaborMatthew D. ShapiroThe Quarterly Journal of Economics, Vol. 101, No. 3. (Aug., 1986), pp. 513-542.Stable URL:

http://links.jstor.org/sici?sici=0033-5533%28198608%29101%3A3%3C513%3ATDDFCA%3E2.0.CO%3B2-C

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