Details about Motohiro Yogo

Access statistics for papers by Motohiro Yogo.

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

Short-id: pyo20

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
   Also in
   Working Papers, Federal Reserve Bank of Boston (2005) 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

2003

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

2002

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

1999

6. 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. View citations
   Also in
   NBER Working Papers, National Bureau of Economic Research, Inc (1999) 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
   See Also Working Paper (2007)

2006

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

2005

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

2004

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

2002

7. 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