Dynamics and heterogeneity of subjective stock market expectations

DOI10.1016/j.jeconom.2021.09.010OpenAlexW4225981353MaRDI QIDQ2088281

Joachim Winter, Florian Heiss, Tobias Rossmann, Michael D. Hurd, Maarten van Rooij

Publication date: 21 October 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.09.010

zbMATH Keywords

expectationsfinancial crisismixture modelsstock marketssurveys

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• The precision of subjective data and the explanatory power of economic models
• Rounding Probabilistic Expectations in Surveys
• Using Expectations Data To Study Subjective Income Expectations
• Discrete Choice Methods with Simulation
• Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment
• Measuring Expectations

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