Bronwyn H. Hall

Robert E. Hall

English

Research Papers in Economics

A Theory of the Consumption Function.

An International Comparison of Investment Behavior As a Key to the Time Horizons of American Industry.&quot; In Capital Choices: Changing the Way America Invests in Industry, edited by

Asset Pricing Explorations for Macroeconomics.&quot;

Bounds on the Variances of Specification Errors in Models with Expectations.&quot; Unpublished paper.

Business School Press (forthcoming). 48 Brookings Papers on Economic Activity,

Capital Choices: Changing the Way America Invests in Industry. Washington: Council on Competitiveness.

Comment on 'The Financial Valuation of the Return to Capital.' &quot;

Contrarian Investment, Extrapolation, and Risk.&quot; Unpublished paper.

Corporate Capital Expenditure Decisions and the Market Value of the Firm.&quot;

Corporate Restructuring and Investment Horizons.&quot; In Capital Choices: Changing the Way America Invests

Dividend Yields and Expected Stock Returns.&quot;

Do Forecast Errors or Term Premia Really Make the Difference between Long and Short Rates?&quot;

Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?&quot;

Does the Stock Market Overreact?&quot;

Econometric Aspects of the Variance-Bounds Tests: A Survey.&quot;

Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior.&quot;

Employment Fluctuations and Wage Rigidity.&quot;

Fundamental Value and Market Value.&quot;

Fundamentals and Stock Returns in Japan.&quot;

Implications of Security Market Data for Models of Dynamic Economies.&quot;

Investment Performance of Common Stocks in Relation to their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis.&quot;

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.&quot;

Mean Reversion in Stock Prices.&quot;

Risk and Return: Consumption Beta versus Market Beta.&quot;

Shareholder Trading Practices and Corporate Investment Horizons.

Stock Market Forecastability and Volatility: A Statistical Appraisal.&quot;

Stock Prices, Earnings, and Expected Dividends.&quot;

The Cross-Section of Expected Stock Returns.&quot;

The Determinants of the Variability of Stock Market Prices.&quot; American Economic Review, Papers and

The Equity Premium: A Puzzle.&quot;

The Financial Valuation of the Return to Capital.&quot;

The Influence of Conditions in Financial Markets on the Time Horizons of Business Managers: An International Comparison.&quot;

The Manufacturing Sector Master File.&quot; Working Paper 3366.

The Nonlinear Two-Stage Least-Squares Estimator.&quot;

The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results.&quot;

The R&D Master File: Documentation.&quot; Technical Working Paper 72.

The Stock Market Value of R&D Investment During the 1980s.&quot;

The Takeover Controversy: Analysis and Evidence.&quot; In The Impact of the Hostile Takeover, edited by

Time Horizons of American Firms: New Evidence from a Survey of CEOs.&quot;

Volatility Tests and Efficient Markets: A Review Essay.&quot;

Who Does R&D and Who Patents?&quot; In R&D, Patents, and Productivity, edited by Zvi Griliches.

Yes, Virginia, There Is Hope: Tests of the Value Line Ranking Service.&quot; How to Use the Value Line Investment Survey: A Subscriber's Guide. Reprint. From a paper presented at the Center for Research on Security Prices. Chicago:

The Value and Performance of U.S. Corporations

http://www.brookings.edu/~/media/Files/Programs/ES/BPEA/1993_1_bpea_papers/1993a_bpea_hall_hall_heaton_mankiw.pdf

The Value and Performance of U.S. Corporations

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Research Papers in Economics