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Stock prices, expected returns, and inflation

Sharpe, Steven A. - 1999

Persistent link: https://www.econbiz.de/10001355006

Nonlinear expectation formation in the U.S. stock market : empirical evidence from the Livingston survey

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...

Persistent link: https://www.econbiz.de/10011452463

Common stock returns, expected inflation, and the rational expectations hypothesis

Loo, Jean C. H. - In: The journal of financial research 11 (1988) 2, pp. 165-171

Persistent link: https://www.econbiz.de/10003619512

Impact of the confirmation bias on returns, expectations and hedging of optimistic and pessimistic traders before and during COVID-19 pandemic

Trichilli, Yousra; Gaadane, Sahbi; Abbes, Mouna Boujelbène - In: EuroMed journal of business 19 (2024) 2, pp. 338-365

Persistent link: https://www.econbiz.de/10014557611

Has the correlation of inflation and stock prices changed in the United States over the last two centuries?

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011747216

Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes

Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807

Persistent link: https://www.econbiz.de/10011815423

Price dividend models, expectations formation, and monetary policy

Valckx, Nico (contributor) - 2003

Persistent link: https://www.econbiz.de/10001756374

The spurious relation between inflation uncertainty and stock returns : evidence from the US

Azar, Samih Antoine - In: Review of economics & finance (2013) 4, pp. 99-109

Persistent link: https://www.econbiz.de/10010225909

Price dividend models, expectations formation, and monetary policy

Valckx, Nico - 2003

Persistent link: https://www.econbiz.de/10013430520

Exposure to the COVID-19 stock market crash and its effect on household expectations

Hanspal, Tobin; Weber, Annika; Wohlfart, Johannes - 2020

, desired working hours, and household debt, but have only small effects on expected spending. We provide correlational and … household exposure to stock market crashes for expectation formation. …

Persistent link: https://www.econbiz.de/10012223788

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