What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Nicolae Gârleanu, Stavros Panageas
| Year of publication: |
2021
|
|---|---|
| Authors: | Garleanu, Nicolae ; Panageas, Stauros |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 1, p. 54-73
|
| Subject: | Asset pricing | Equity premium puzzle | Excess volatility puzzle | Inequality | Self-fulfilling expectations | Sunspot equilibria | Erwartungsbildung | Expectation formation | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Sunspots | Rationale Erwartung | Rational expectations | Volatilität | Volatility | Equity-Premium-Puzzle | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188569