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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"NBER Working Paper"
~subject:"Expectation formation"
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Search: subject_exact:"Capital asset pricing model"
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Expectation formation
CAPM
782
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418
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245
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245
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176
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176
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Molavi, Pooya
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Priestley, Richard
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Stambaugh, Robert F.
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Tahbaz-Salehi, Alireza
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Vedolin, Andrea
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1
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Discussion paper / Centre for Economic Policy Research
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15
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13
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ECONIS (ZBW)
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1
Higher-order beliefs and risky asset holdings
Gorodnichenko, Yuriy
;
Yin, Xiao
-
2024
Persistent link: https://www.econbiz.de/10014565092
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2
Are long-horizon expectations (de-)stabilizing? : theory and experiments
Evans, George W.
;
Hommes, Cars H.
;
McGough, Bruce
; …
- In:
Journal of monetary economics
132
(
2022
),
pp. 44-63
Persistent link: https://www.econbiz.de/10013489665
Saved in:
3
Model complexity, expectations, and asset prices
Molavi, Pooya
;
Tahbaz-Salehi, Alireza
;
Vedolin, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012420515
Saved in:
4
The voting premium
Molavi, Pooya
;
Tahbaz-Salehi, Alireza
;
Vedolin, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012420526
Saved in:
5
Do survey expectations of stock returns reflect risk adjustments?
Adam, Klaus
;
Matveev, Dmitry
;
Nagel, Stefan
- In:
Journal of monetary economics
117
(
2021
),
pp. 723-740
Persistent link: https://www.econbiz.de/10012603211
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6
Equilibrium securitization with diverse beliefs
Ellis, Andrew
;
Piccione, Michele
;
Zhang, Shengxing
-
2021
Persistent link: https://www.econbiz.de/10012506807
Saved in:
7
Measuring market expectations
Baumeister, Christiane
-
2021
Persistent link: https://www.econbiz.de/10012613628
Saved in:
8
Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark
;
Wang, Shujing
;
Wei, K. C. John
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
Saved in:
9
Expectations and aggregate risk
Bretscher, Lorenzo
;
Malkhozov, Aytek
;
Tamoni, Andrea
- In:
Journal of monetary economics
123
(
2021
),
pp. 91-108
Persistent link: https://www.econbiz.de/10013273698
Saved in:
10
The expected return on risky assets : international long-run evidence
Kuvshinov, Dmitry
;
Zimmermann, Kaspar
-
2020
Persistent link: https://www.econbiz.de/10012504320
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