Disagreement in economic forecasts and equity returns : risk or mispricing?
Turan G. Bali, Stephen J. Brown and Yi Tang
| Year of publication: |
2023
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|---|---|
| Authors: | Bali, Turan G. ; Brown, Stephen J. ; Tang, Yi |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 13.2023, 3, p. 309-341
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| Subject: | Cross-section of stock returns | Disagreement risk | Dispersion in economic forecasts | Mispricing | Return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Wirtschaftsprognose | Economic forecast | Risiko | Risk | Börsenkurs | Share price | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-05-2022-0075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014362710