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~institution:"C.E.P.R. Discussion Papers"
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Livingston survey
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aggregation of beliefs
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equity premium
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equity premium puzzle
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C.E.P.R. Discussion Papers
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C-CAPM Without Ex Post Data
Söderlind, Paul
-
C.E.P.R. Discussion Papers
-
2005
(
Livingston
survey
) shows much lower expected excess returns than ex post data. At the same time, option data (CBOE's VIX …
Persistent link: https://www.econbiz.de/10005504791
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2
Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
Giordani, Paolo
;
Söderlind, Paul
-
C.E.P.R. Discussion Papers
-
2003
Abel (2002) shows that pessimism and doubt in the subjective distribution of the growth rate of consumption reduce the risk-free rate puzzle and the equity premium puzzle. We quantify the amount of pessimism and doubt in survey data on US consumption and income. Individual forecasters are, in...
Persistent link: https://www.econbiz.de/10005504545
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