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DP16029 The Distribution of Investor Beliefs, Stock Ownership and Stock Returns 智库出版物
2021
作者:  Gikas Hardouvelis;  Georgios Karalas;  Dimitri Vayanos
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Differences of opinion  Polarization  Stock ownership  Return predictability  
DP14468 The Big Bang: Stock Market Capitalization in the Long Run 智库出版物
2020
作者:  Dmitry Kuvshinov;  Kaspar Zimmermann
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Stock market capitalization  Wealth-to-income ratios  Return predictability  Equity valuations  Risk premiums  
DP9377 Forecasting Stock Returns under Economic Constraints 智库出版物
2013
作者:  Henry Allan Timmermann;  Davide Pettenuzzo
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian analysis  Economic constraints  Sharpe ratio  Stock return predictability  
DP6123 Identity, Dignity and Taboos: Beliefs as Assets 智库出版物
2007
作者:  Jean Tirole;  Roland Benabou
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Expected stock return  Predictability  Predictive regression  Predictive system  State space model  
DP5924 Active Labour Market Policy in East Germany: Waiting for the Economy to Take Off 智库出版物
2006
作者:  Michael Lechner;  Conny Wunsch
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Equity premium  Excess volatility  Stock-bond return correlation  Return predictability  Countercyclical risk aversion  Habit persistence