Do survey expectations of stock returns reflect risk adjustments?
Year of publication: |
2021
|
---|---|
Authors: | Adam, Klaus ; Matveev, Dmitry ; Nagel, Stefan |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 117.2021, p. 723-740
|
Subject: | Expectations | Asset pricing | Erwartungsbildung | Expectation formation | CAPM | Rationale Erwartung | Rational expectations | Kapitalmarktrendite | Capital market returns | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | Befragung | Interview | Risikoprämie | Risk premium |
-
Limited memory, time-varying expectations and asset pricing
Ascari, Guido, (2023)
-
Do survey expectations of stock returns reflect risk adjustments?
Adam, Klaus, (2019)
-
Asset pricing vs asset expected returning in factor-portfolio models
Favero, Carlo A., (2020)
- More ...
-
Do survey expectations of stock returns reflect risk adjustments?
Adam, Klaus, (2019)
-
Do survey expectations of stock returns reflect risk-adjustments?
Adam, Klaus, (2018)
-
Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?
Adam, Klaus, (2018)
- More ...