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~person:"Drew, Michael E."
~person:"He, Xue-zhong"
~person:"Polk, Christopher"
~subject:"Expectation formation"
~subject:"Risk"
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Expectation formation
Risk
CAPM
96
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44
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26
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21
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Drew, Michael E.
He, Xue-zhong
Polk, Christopher
Chiarella, Carl
16
Harvey, Campbell R.
16
Lettau, Martin
15
Bali, Turan G.
14
Hommes, Cars H.
14
Zaremba, Adam
14
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13
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12
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12
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11
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11
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11
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10
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10
Bekaert, Geert
9
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9
Giovannini, Alberto
9
Jagannathan, Ravi
9
Prokopczuk, Marcel
9
Zhou, Guofu
9
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8
Chabi-Yo, Fousseni
8
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8
Demirer, Rıza
8
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8
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8
Nuño, Galo
8
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8
Aslanidis, Nektarios
7
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7
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7
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7
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7
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7
Guo, Hui
7
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7
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7
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7
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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Journal of economic behavior & organization : JEBO
2
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1
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1
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1
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1
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Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
1
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
21
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1
A forecast evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
Saved in:
2
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
3
Risk factors in Australian bond returns
Bianchi, Robert
;
Drew, Michael E.
;
Roca, Eduardo
; …
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
2
,
pp. 351-372
Persistent link: https://www.econbiz.de/10011756380
Saved in:
4
Prediction market prices under risk aversion and heterogeneous beliefs
He, Xue-zhong
;
Treich, Nicolas
- In:
Journal of mathematical economics
70
(
2017
),
pp. 105-114
Persistent link: https://www.econbiz.de/10011828937
Saved in:
5
Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2010
Persistent link: https://www.econbiz.de/10008663100
Saved in:
6
An intertemporal
CAPM
with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
7
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
8
A framework for
CAPM
with heterogenous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2009
Persistent link: https://www.econbiz.de/10008662365
Saved in:
9
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
10
Time-varying beta: a boundedly rational equilibrium approach
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Journal of evolutionary economics : JEE
23
(
2013
)
3
,
pp. 609-639
Persistent link: https://www.econbiz.de/10009773913
Saved in:
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