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Long-term expectations and aggregate fluctuations
Bordalo, Pedro; Gennaioli, Nicola; La Porta, Rafael; … - In: NBER macroeconomics annual 38 (2024), pp. 311-347
Persistent link: https://www.econbiz.de/10014633621
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Belief overreaction and stock market puzzles
Bordalo, Pedro; Gennaioli, Nicola; La Porta, Rafael; … - In: Journal of political economy 132 (2024) 5, pp. 1450-1484
Persistent link: https://www.econbiz.de/10014633508
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Expectations of returns and expected returns
Greenwood, Robin; Shleifer, Andrei - 2013
Persistent link: https://www.econbiz.de/10009710609
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Expectations of returns and expected returns
Greenwood, Robin; Shleifer, Andrei - In: The review of financial studies 27 (2014) 3, pp. 714-746
Persistent link: https://www.econbiz.de/10010357860
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Long Term Expectations and Aggregate Fluctuations
Bordalo, Pedro; Gennaioli, Nicola; La Porta, Rafael; … - National Bureau of Economic Research - 2023
In line with Keynes' intuition, volatility in the stock market and in real economic activity are linked by expectations …'s excess volatility puzzle with the business cycle …
Persistent link: https://www.econbiz.de/10014337811
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X-CAPM : an extrapolative capital asset pricing model
Barberis, Nicholas; Greenwood, Robin; Jin, Lawrence; … - In: Journal of financial economics 115 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011327273
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A model of investor sentiment
Barberis, Nicholas - In: Journal of financial economics 49 (1998) 3, pp. 307-343
Persistent link: https://www.econbiz.de/10001246744
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Belief overreaction and stock market puzzles
Bordalo, Pedro; Gennaioli, Nicola; La Porta, Rafael; … - 2023 - This version: June, 2023
Persistent link: https://www.econbiz.de/10014319171
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Overreaction and diagnostic expectations in macroeconomics
Bordalo, Pedro; Gennaioli, Nicola; Shleifer, Andrei - In: The journal of economic perspectives : a journal of the … 36 (2022) 3, pp. 223-244
Persistent link: https://www.econbiz.de/10014227451
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Expectations of Returns and Expected Returns
Greenwood, Robin M. - 2013
We analyze time-series of investor expectations of future stock market returns from six data sources between 1963 and 2011. The six measures of expectations are highly positively correlated with each other, as well as with past stock returns and with the level of the stock market. However,...
Persistent link: https://www.econbiz.de/10013088688