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Do survey expectations of stock returns reflect risk adjustments? / by Klaus Adam, Dmitry Matveev and Stefan Nagel.: FB3-5/2019-11E-PDF

"Motivated by the observation that survey expectations of stock returns are inconsistent with rational return expectations under real-world probabilities, we investigate whether alternative expectations hypotheses entertained in the literature on asset pricing are consistent with the survey evidence"--Abstract, page ii.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.869606&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleDo survey expectations of stock returns reflect risk adjustments? / by Klaus Adam, Dmitry Matveev and Stefan Nagel.
Series title
  • Bank of Canada staff working paper, 1701-9397 ; 2019-11
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • "March 2019."
  • Includes bibliographical references (pages 27-29).
  • Includes abstract in French.
Publishing information
  • Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2019.
  • ©2019
Author / Contributor
  • Adam, Klaus, 1971- author.
  • Matveev, Dmitry, author.
  • Nagel, Stefan, 1973- author.
Description1 online resource (ii, 35 pages) : colour illustrations.
Catalogue number
  • FB3-5/2019-11E-PDF
Subject terms
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