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Hybrid tail risk and expected stock returns : when does the tail wag the dog?

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2013

Persistent link: https://www.econbiz.de/10010191590

Hybrid tail risk and expected stock returns : when does the tail wag the dog?

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Review of asset pricing studies 4 (2014) 2, pp. 206-246

Persistent link: https://www.econbiz.de/10010476900

Self-fulfillment degree of economic expectations within an integrated space : the European Union case study

Dobrescu, Emilian M. - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 5-32

Persistent link: https://www.econbiz.de/10012424385

Measuring long-run expectations that correlate with investment decisions

Haan, Peter; Sun, Chen; Weinhardt, Felix; Weizsäcker, Georg - 2025

Different methods of eliciting long-run expectations yield data that predict economic choices differently well. We ask members of a wide population sample to make a 10-year investment decision and to forecast stock market returns in one of two formats: they either predict the average of annual...

Persistent link: https://www.econbiz.de/10015437127

Measuring long-run expectations that correlate with investment decisions

Haan, Peter; Sun, Chen; Weinhardt, Felix; Weizsäcker, Georg - 2025

Persistent link: https://www.econbiz.de/10015437172

A dynamic, stochastic, Bayesian, provincial input-output model for the South African economy

Crookes, Douglas J. - In: South African journal of economic and management sciences 27 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10015045839

The stimulative effects of anticipated government spending expansions : evidence from survey forecasts

Nam, Deokwoo; Li, Xiaole - In: Hitotsubashi journal of economics 65 (2024) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10015407402

Unrealistic expectations: the futility of precisely estimating a stock's expected return

Das, Sanjiv R.; Ostrov, Daniel - In: Journal of investment management : JOIM 22 (2024) 1, pp. 58-64

Persistent link: https://www.econbiz.de/10014546370

David, Joel M.; Simonovska, Ina - In: Journal of international economics 99 (2016), pp. 58-77

Persistent link: https://www.econbiz.de/10011655068

Cason, Timothy N. - 2019

predictors believing that the choice of actions in the 2×2 game are correlated. The extent of correlation over action profiles …

Persistent link: https://www.econbiz.de/10012890126