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Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?
Adam, Klaus - 2019
expectations under real-world probabilities, we investigate whether alternative expectations hypotheses entertained in the asset …
Persistent link: https://www.econbiz.de/10012892287
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Five Facts About Beliefs and Portfolios
Giglio, Stefano - 2019
We administer a newly-designed survey to a large panel of retail investors who have substantial wealth invested in financial markets. The survey elicits beliefs that are crucial for macroeconomics and finance, and matches respondents with administrative data on their portfolio composition and...
Persistent link: https://www.econbiz.de/10012866380
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Superstar Economists : Coauthorship Networks and Research Output
Hsieh, Chih-Sheng - 2019
possibly overlapping projects. We bring our model to the data by analyzing the coauthorship network of economists registered in …
Persistent link: https://www.econbiz.de/10012892043
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Alphabetized Co-Authorship in Economics Reconsidered
Wohlrabe, Klaus; Bornmann, Lutz - 2021
In this article, we revisit the analysis of Laband and Tollison (2006) who documented that articles with two authors in alphabetical order are cited much more often than non-alphabetized papers with two authors in the American Economic Review and the American Journal of Agricultural Economics....
Persistent link: https://www.econbiz.de/10013216255
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Classifying Top Economists Using Archetypoid Analysis
Gralka, Sabine; Wohlrabe, Klaus - 2021
Updating the study by Seiler and Wohlrabe (2013) we use archetypoid analysis to classify top economists. The approach … from 776 top economists we identify four archetypoids. These types represent solid, low, top and diligent performer. Each …
Persistent link: https://www.econbiz.de/10013217550
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What's Worth Knowing? Economists' Opinions About Economics
Falk, Armin; Andre, Peter - 2021
We document economists’ opinions about what is worth knowing and ask (i) which research objectives economic research … economic researchers who publish in English. We report three main findings. First, economists’ opinions are vastly … economics as a field does not appreciate and work on what economists collectively prefer …
Persistent link: https://www.econbiz.de/10013219066
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Persistence in the Market Risk Premium : Evidence Across Countries
Caporale, Guglielmo Maria - 2020
This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany and Japan, and for robustness purposes considers...
Persistent link: https://www.econbiz.de/10012836946
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The Global Financial Cycle and Capital Flow Episodes : A Wobbly Link?
Scheubel, Beatrice - 2019
We add to the literature on the influence of the global financial cycle (GFC) and gyrations in capital flows. First, we build a new measure of the GFC based on a structural factor approach, which incorporates theoretical priors in its definition. This measure can also be decomposed in a...
Persistent link: https://www.econbiz.de/10012858195
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Mis-Allocation within Firms : Internal Finance and International Trade
Doerr, Sebastian; Marin, Dalia; Suverato, Davide; … - 2021
This paper develops a novel theory of capital mis-allocation within firms that stems from managers’ empire building and informational frictions within the organization. Introducing an internal capital market into a two-factor model of multi-segment firms, we show that international competition...
Persistent link: https://www.econbiz.de/10013312862
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The Financial Channel of the Exchange Rate and Global Trade
Ma, Sai; Schmidt-Eisenlohr, Tim - 2023
This paper provides evidence that the U.S. dollar affects countries’ exports through the financial channel of the exchange rate (Bruno and Shin (2015)). Using global data on trade between countries whose currency is not the U.S. dollar, it documents a positive relationship between the dollar...
Persistent link: https://www.econbiz.de/10014347836