Search Results - subject:"Expectation errors"

Firm life cycle, expectation errors and future stock returns

Konstantinidi, Theodosia - In: Journal of banking & finance 143 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013533428

Expectation errors in the foreign exchange market

Ferreira, Alex Luiz; Moore, Michael J.; Mukherjee, Satrajit - In: Journal of international money and finance 95 (2019), pp. 44-51

Persistent link: https://www.econbiz.de/10012135194

Firms' Optimism and Pessimism

Bachmann, Ruediger; Elstner, Steffen - 2013

quantitative firm-specific expectation errors. We find that depending on the details of the empirical strategy at least 6 percent …

Persistent link: https://www.econbiz.de/10010292702

Firms' Optimism and Pessimism

Bachmann, Ruediger; Elstner, Steffen - CESifo - 2013

quantitative firm-specific expectation errors. We find that depending on the details of the empirical strategy at least 6 percent …

Persistent link: https://www.econbiz.de/10010643336

Surprise, surprise - measuring firm-level investment innovations

Bachmann, Ruediger; Elstner, Steffen; Hristov, Atanas - In: Journal of economic dynamics & control 83 (2017), pp. 107-148

Persistent link: https://www.econbiz.de/10011915582

Expectation errors in credit market and business cycles

Tamegawa, Kenichi; Fukuda, Shin - In: Macroeconomic dynamics 20 (2016) 5, pp. 1359-1380

Persistent link: https://www.econbiz.de/10011623185

Firm optimism and pessimism

Bachmann, Ruediger; Elstner, Steffen - In: European economic review : EER 79 (2015), pp. 297-325

Persistent link: https://www.econbiz.de/10011523902

Dynamic modelling of agricultural policies: the role of expectation schemes

Femenia, Fabienne; Alexandre, Gohin - International Association of Agricultural Economists - IAAE - 2009

and to most expectation schemes. Endogenous market fluctuations due to expectation errors may appear following trade …

Persistent link: https://www.econbiz.de/10010913369

Surprise, Surprise - Measuring Firm-level Investment Innovations

Bachmann, Rüdiger; Elstner, Steffen; Hristov, Atanas - C.E.P.R. Discussion Papers - 2014

Firms expect certain investment expenditures. Firms realize certain investment expenditures. The difference is an investment surprise. With the help of the IFO Investment Survey for the German manufacturing sector we measure firms’ (quantitative) investment expectations and firms’...

Persistent link: https://www.econbiz.de/10011084608

Estimating Intertemporal Allocation Parameters using Simulated Expectation Errors

Browning, Martin; Alan, Sule - Department of Economics, Oxford University - 2006

heterogeneity. We present a novel structural estimation procedure that is based on simulating expectation errors; we refer to it as …

Persistent link: https://www.econbiz.de/10005047742