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~accessRights:"restricted"
~subject:"Consumer expectations"
~subject:"Erwartungsbildung"
~subject:"Heuristics"
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ECONIS (ZBW)
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Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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2
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
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3
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
4
Forecast heuristics, consumer expectations, and New-Keynesian macroeconomics : a horse race
Jang, Tae-Seok
;
Sacht, Stephen
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 493-511
Persistent link: https://www.econbiz.de/10012598457
Saved in:
5
Investor expectations, earnings management, and asset prices
Du, Kai
- In:
Journal of economic dynamics & control
105
(
2019
),
pp. 134-157
Persistent link: https://www.econbiz.de/10012131947
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6
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
7
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
-
2013
Persistent link: https://www.econbiz.de/10010206763
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