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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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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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Bubbles for Fama
Greenwood, Robin; Shleifer, Andrei; You, Yang - In: Journal of financial economics 131 (2019) 1, pp. 20-43
Persistent link: https://www.econbiz.de/10012130811
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Over-reaction in macroeconomic expectations
Bordalo, Pedro; Gennaioli, Nicola; Ma, Yueran; … - 2018
Persistent link: https://www.econbiz.de/10011914241
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Over-reaction in Macroeconomic Expectations
Bordalo, Pedro - 2018
We study the rationality of individual and consensus professional forecasts of macroeconomic and financial variables using the methodology of Coibion and Gorodnichenko (2015), which examines predictability of forecast errors from forecast revisions. We report two key findings: forecasters...
Persistent link: https://www.econbiz.de/10012480587
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Predictable Financial Crises
Greenwood, Robin - 2020
Using historical data on post-war financial crises around the world, we show that crises are substantially predictable …
Persistent link: https://www.econbiz.de/10012481591
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Over-Reaction in Macroeconomic Expectations
Bordalo, Pedro - 2018
We study the rationality of individual and consensus professional forecasts of macroeconomic and financial variables using the methodology of Coibion and Gorodnichenko (2015), which examines predictability of forecast errors from forecast revisions. We report two key findings: forecasters...
Persistent link: https://www.econbiz.de/10012912181
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Overreaction in macroeconomic expectations
Bordalo, Pedro; Gennaioli, Nicola; Ma, Yueran; … - In: The American economic review 110 (2020) 9, pp. 2748-2782
Persistent link: https://www.econbiz.de/10012430908
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Predictable financial crises
Greenwood, Robin; Hanson, Samuel G.; Shleifer, Andrei; … - 2020
Persistent link: https://www.econbiz.de/10012244305
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Predictable Financial Crises
Greenwood, Robin M.; Hanson, Samuel Gregory; Shleifer, … - 2022
Using historical data on post-war financial crises around the world, we show that crises are substantially predictable …
Persistent link: https://www.econbiz.de/10013294960