How does changing age distribution impact stock prices? A nonparametric approach (JAE 2010)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Cheolbeom Park How does changing age distribution impact stock prices? A nonparametric approach JAE 2010 7 1155–78 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 1 - accessible on journal website 1 - accessible on journal website Ordinary least squares (OLS), Newey-West standard errors, Augmented Dickey-Fuller test (ADF), Ramsey Regression Equation Specification Error Test (RESET) - data from Japanese Statistics Bureau, US Census Bureau, Eurostat, GlobalFinancial Data, log price-dividend ratio, log price-earnings ratio, short-term real interest rate and stock return for S&P Composite index 1900-2007 (or 2006) from Robert Shiller's homepage, log price-dividend ratio for the small, medium and large-sized portfolios 1927-2007 from Kenenth French's homepage France, Germany, Japan, UK, USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1002/jae.1101 IDEAS: a/jae/japmet/v25y2010i7p1155-1178.html EconPapers: RePEc:jae:japmet:v:25:y:2010:i:7:p:1155-1178


Erratum: Erratum: How does changing age distribution impact stock prices? A nonparametric approach, Cheolbeom Park, Journal of Applied Econometrics, 26(5), 886–7, 2011. DOI: 10.1002/jae.1117

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