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.
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| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Do survey expectations of stock returns reflect risk adjustments? / by Klaus Adam, Dmitry Matveev and Stefan Nagel. |
| Titre de la série | Bank of Canada staff working paper, 1701-9397 ; 2019-11 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | "March 2019." Includes bibliographical references (pages 27-29). Includes abstract in French. |
| Information sur la publication | Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2019. ©2019 |
| Auteur / Contributeur | Adam, Klaus, 1971- author. Matveev, Dmitry, author. Nagel, Stefan, 1973- author. |
| Description | 1 online resource (ii, 35 pages) : colour illustrations. |
| Numéro de catalogue |
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| Descripteurs | Stock markets |