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Residual risk, trading costs, and commodity futures risk premia

Hirshleifer, David - In: The review of financial studies 1 (1988) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10001106131

Risk, equilibrium and futures markets

Hirshleifer, David - 1985

Persistent link: https://www.econbiz.de/10000885878

Asset pricing in production economies with extrapolative expectations

Hirshleifer, David; Li, Jun; Yu, Jianfeng - In: Journal of monetary economics 76 (2015), pp. 87-106

Persistent link: https://www.econbiz.de/10011569782

War Discourse and Disaster Premia : 160 Years of Evidence from Stock and Bond Markets

Hirshleifer, David; Mai, Dat; Pukthuanthong, Kuntara - National Bureau of Economic Research - 2023

Using a semi-supervised topic model on 7,000,000 New York Times articles spanning 160 years, we test whether topics of media discourse predict future stock and bond market returns to test rational and behavioral hypotheses about market valuation of disaster risk. Focusing on media discourse...

Persistent link: https://www.econbiz.de/10014287305