Investor attention and abnormal performance of timberland investments in the United States

[1]  Zhi Da,et al.  The Sum of All FEARS: Investor Sentiment and Asset Prices , 2013 .

[2]  M. Clutter,et al.  Assessing the Inflation Hedging Ability of Timberland Assets in the United States , 2013 .

[3]  C. McKenzie,et al.  EViews 7.2 , 2012 .

[4]  G. P. Smith,et al.  Google Internet Search Activity and Volatility Prediction in the Market for Foreign Currency , 2012 .

[5]  Michael S. Drake,et al.  Investor Information Demand: Evidence from Google Searches Around Earnings Announcements , 2012 .

[6]  Giselle C. Guzman,et al.  Internet Search Behavior as an Economic Forecasting Tool: The Case of Inflation Expectations , 2011 .

[7]  D. Go,et al.  Assessing the Odds of Achieving the Mdgs , 2011 .

[8]  Torsten Schmidt,et al.  Forecasting private consumption: survey‐based indicators vs. Google trends , 2011 .

[9]  A. Ziobrowski,et al.  Lumber Futures and Timberland Investment , 2011 .

[10]  Gabriel J. Power,et al.  Bayesian State-space Estimation of Stochastic Volatility for Storable Commodities , 2011 .

[11]  H Eugene Stanley,et al.  Complex dynamics of our economic life on different scales: insights from search engine query data , 2010, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[12]  M. Clutter,et al.  Evaluating the Financial Performance of Timberland Investments in the United States , 2010, Forest Science.

[13]  Matthias Bank,et al.  Google search volume and its influence on liquidity and returns of German stocks , 2010 .

[14]  M. Clutter,et al.  Modeling and forecasting pine sawtimber stumpage prices in the US South by various time series models , 2010 .

[15]  George A. Martin The Long-Horizon Benefits of Traditional and New Real Assets in the Institutional Portfolio , 2010, The Journal of Alternative Investments.

[16]  D. Schiereck,et al.  Forestry as a sustainable asset class for turbulent times , 2010 .

[17]  Eleftherios Mylonakis,et al.  Google trends: a web-based tool for real-time surveillance of disease outbreaks. , 2009, Clinical infectious diseases : an official publication of the Infectious Diseases Society of America.

[18]  G. Kent Webb,et al.  Forecasting U.S. Home Foreclosures with an Index of Internet Keyword Searches , 2009, AMCIS.

[19]  Zhi Da,et al.  In Search of Attention , 2009 .

[20]  H. Varian,et al.  Predicting the Present with Google Trends , 2009 .

[21]  Don T. Johnson,et al.  An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors , 2009 .

[22]  Bert Scholtens,et al.  Does Money Grow on Trees?: The Diversification Properties of U.S. Timberland Investments , 2009 .

[23]  Jeremy Ginsberg,et al.  Detecting influenza epidemics using search engine query data , 2009, Nature.

[24]  G. Newell,et al.  The role of U.S. timberland in real estate portfolios , 2009 .

[25]  Yaoqi Zhang,et al.  Investments in Timberland and Softwood Timber as Parts of Portfolio Selection in the United States: A Cointegration Analysis and Capital Asset Pricing Model , 2009, Forest Science.

[26]  David M. Pennock,et al.  Using internet searches for influenza surveillance. , 2008, Clinical infectious diseases : an official publication of the Infectious Diseases Society of America.

[27]  M. Clutter,et al.  Risk and required return assessments of equity timberland investments in the United States , 2008 .

[28]  Yi Zhang,et al.  The Determinants of International Investment and Attention Allocation: Using Internet Search Query Data , 2007 .

[29]  D. Grebner,et al.  Utilization of Forest Derived Biomass for Energy Production in the U.S.A.: Status, Challenges, and Public Policies , 2007 .

[30]  Changyou Sun Variation of federal cost-share programs in the United States and the inducement effects on tree planting , 2007 .

[31]  A. Toppinen,et al.  Modelling and forecasting Finnish pine sawlog stumpage prices using alternative time-series methods , 2007 .

[32]  Brad M. Barber,et al.  All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors , 2006 .

[33]  T. Healey,et al.  Timber as an Institutional Investment , 2005 .

[34]  Ruey S. Tsay,et al.  Analysis of Financial Time Series , 2005 .

[35]  Lin Peng,et al.  Investor Attention: Overconfidence and Category Learning , 2005 .

[36]  Timothy Corriero The Unique Tax Advantages of a Timber Investment , 2005 .

[37]  Gur Huberman,et al.  Arbitrage pricing theory , 2005 .

[38]  Courtland L. Washburn,et al.  Explaining Timberland values in the United States , 2004 .

[39]  D. Hirshleifer,et al.  Limited Attention, Information Disclosure, and Financial Reporting , 2003 .

[40]  C. Sims Implications of rational inattention , 2003 .

[41]  F. Cubbage,et al.  Financial Analysis of Timber Investments , 2003 .

[42]  Daowei Zhang,et al.  Assessing the Financial Performance of Forestry‐Related Investment Vehicles: Capital Asset Pricing Model vs. Arbitrage Pricing Theory , 2001 .

[43]  Siem Jan Koopman,et al.  Time Series Analysis by State Space Methods , 2001 .

[44]  J. Caulfield A Fund-Based Timberland Investment Performance Measure and Implications for Asset Allocation , 1998 .

[45]  Alicia N. Rambaldi,et al.  Applying linear time-varying constraints to econometric models: With an application to demand systems , 1997 .

[46]  Clark S. Binkley,et al.  Institutional Ownership of US Timberland: History, Rationale, and Implications for Forest Management , 1996 .

[47]  Haiyan Song,et al.  A time varying parameter approach to the Chinese aggregate consumption function , 1996 .

[48]  Andrew C. Harvey,et al.  Forecasting, structural time series models and the Kalman filter: Selected answers to exercises , 1990 .

[49]  Richard A. Johnson,et al.  Applied Multivariate Statistical Analysis , 1983 .

[50]  Mohsin S. Khan,et al.  Large versus Small Price Changes and the Demand for Imports , 1976 .

[51]  M. C. Jensen The Performance of Mutual Funds in the Period 1945-1964 , 1967 .

[52]  J. Lintner THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS , 1965 .

[53]  W. Sharpe CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* , 1964 .