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How Well Do Economists Forecast Stock Market Prices? A Study of the Livingston Surveys
7 references·6 citing·43 second hop
How Well Do Economists Forecast Stock Market Prices? A Study of the Livingston Surveys (1988)How Well Do Economists Forecast Stock Mar…An Empirical Analysis of Expected Stock Price Movements (1984)An Empirical Analysis of Expe…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…Stock Market Return Expectations: Some General Properties (1980)Stock Market Return Expectati…On estimating the expected return on the market (1980)On estimating the expected re…A Study of Price Forecasts (1977)A Study of Price ForecastsOptimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…Can Stock Market Forecasters Forecast? (1933)Can Stock Market Forecasters …Time-variation in term premia: International survey-based evidence (2011)Time-variation in term premia…Does trade matter for stock market integration? (2010)Does trade matter for stock m…Is learning a dimension of risk? (2005)Is learning a dimension of ri…Re-engineering scientific credit in the era of the globalized information economy (2001)Re-engineering scientific cre…Problems in the Paternity of Econometrics: Henry Ludwell Moore (1990)Problems in the Paternity of …From Mandelbrot to Chaos in Economic Theory (1990)From Mandelbrot to Chaos in E…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Islamic Banks and Monetary Transmission Mechanism in Malaysia (2014)The Theory of Investment Value, by John Burr Williams (1939)Asset returns and inflation (1977)Stock Returns, Real Activity, Inflation, and Money (1981)The Li vingston Survey: Still Useful Aft er All These Years (1997)To Aggregate, Pool, or Neither (2001)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Further insights on the puzzle of technical analysis profitability (2000)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Evolution and the Theory of Games (1982)A Paradox of Budgets: The Postwar Stabilization of American Neoclassical Demand Theory (1998)Les représentations du monde et les pensées analogiques des économètres : un siècle de modélisation en perspective (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Industry costs of equity (1997)A Study of Economists' Consensus Forecasts (1983)Rational Expectations and Macroeconomic Forecasts (1983)Wage Indexation and the Effect of Inflation Uncertainty on Employment: An Empirical Analysis (1984)Forecasting and Planning: An Evaluation (1981)Asymmetric causality tests with an application (2011)Forecasting Stock Returns (2013)Postmodernism and the Social Theory of Value (1991)Modernist and postmodernist metaphors of the policy process: Control and stability vs. chaos and reflexive understanding (1992)Economic Dynamics (2002)
this work references cited by second hop

References

  • 1980On estimating the expected return on the market2,818 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1933Can Stock Market Forecasters Forecast?727 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1977A Study of Price Forecasts243 cited
  • 1980Stock Market Return Expectations: Some General Properties80 cited
  • 1984An Empirical Analysis of Expected Stock Price Movements78 cited

Cited by

  • 1990From Mandelbrot to Chaos in Economic Theory118 cited
  • 2010Does trade matter for stock market integration?49 cited
  • 1990Problems in the Paternity of Econometrics: Henry Ludwell Moore27 cited
  • 2005Is learning a dimension of risk?26 cited
  • 2011Time-variation in term premia: International survey-based evidence20 cited
  • 2001Re-engineering scientific credit in the era of the globalized information economy18 cited

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