Technological Change and the Stock Market

S-Tier
Journal: American Economic Review
Year: 2003
Volume: 93
Issue: 4
Pages: 1240-1267

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Tobin's average q has usually been well above 1, but fell below 1 during 1974-1984. Our model explains this pattern and reconciles it with unchanging aggregate investment. The stock market value in the numerator of q reflects ownership of physical capital and knowledge, but the denominator measures just physical capital. Therefore, q is usually above 1. Periodic arrivals of important new technologies, such as the microprocessor in the 1970's, suddenly render old knowledge and capital obsolete, causing the stock market to drop. National accounts measures of physical capital miss this rapid obsolescence. Then q appears to drop below 1. (JEL E44, O3, O41)

Technical Details

RePEc Handle
repec:aea:aecrev:v:93:y:2003:i:4:p:1240-1267
Journal Field
General
Author Count
2
Added to Database
2026-01-25