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Details about Motohiro Yogo

E-mail:
Homepage:http://finance.wharton.upenn.edu/~yogo
Phone:215-898-3609
Postal address:Finance Department The Wharton School 3620 Locust Walk Philadelphia, PA 19104-6367
Workplace:Finance Department, Wharton School, University of Pennsylvania, (more information at EDIRC)
Wharton School, University of Pennsylvania, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Motohiro Yogo.

Last updated 2008-02-02. Update your information in the RePEc Author Service.

Short-id: pyo20


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Working Papers

2007

  1. Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in
    Working Papers, Federal Reserve Bank of Boston (2005) Downloads View citations
    See Also Journal Article in Journal of Financial Economics (2008)
  2. Durability of Output and Expected Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2003

  1. Efficient Tests of Stock Return Predictability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002) Downloads View citations
    See Also Journal Article in Journal of Financial Economics (2006)

2002

  1. Luxury Goods and the Equity Premium
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics. Downloads
    Also in
    NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations
    See Also Journal Article in Journal of Finance (2004)
  2. Testing for Weak Instruments in Linear IV Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations

1999

  1. Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
    Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies. Downloads View citations
    Also in
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations

Journal Articles

2008

  1. Does firm value move too much to be justified by subsequent changes in cash flow
    Journal of Financial Economics, 2008, 87, (1), 200-226 Downloads
    See Also Working Paper (2007)

2006

  1. A Consumption-Based Explanation of Expected Stock Returns
    Journal of Finance, 2006, 61, (2), 539-580 Downloads View citations
  2. Efficient tests of stock return predictability
    Journal of Financial Economics, 2006, 81, (1), 27-60 Downloads View citations
    See Also Working Paper (2003)

2005

  1. Asymptotic properties of the Hahn-Hausman test for weak-instruments
    Economics Letters, 2005, 89, (3), 333-342 Downloads

2004

  1. Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
    The Review of Economics and Statistics, 2004, 86, (3), 797-810 Downloads View citations
  2. Luxury Goods and the Equity Premium
    Journal of Finance, 2004, 59, (6), 2959-3004 Downloads View citations
    See Also Working Paper (2002)

2002

  1. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
    Journal of Business & Economic Statistics, 2002, 20, (4), 518-29 View citations
 
 
Page updated 2008-08-21