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Beliefs and Portfolios: Causal Evidence
16 references·3 citing·44 second hop
Beliefs and Portfolios: Causal Evidence (2022)Beliefs and Portfolios: Causal EvidenceLearning from Inflation Experiences * (2015)Learning from Inflation Exper…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Depression Babies: Do Macroec…The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Efficient tests of stock return predictability☆ (2006)Efficient tests of stock retu…Macroeconomic Expectations of Households and Professional Forecasters (2003)Macroeconomic Expectations of…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Expectations and the Cross-Section of Stock Returns (1996)Expectations and the Cross-Se…Why do so Few Hold Stocks? (1995)Why do so Few Hold Stocks?By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…The equity risk premium a solution (1988)The equity risk premium a sol…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Associative memory, beliefs and market interactions (2024)Associative memory, beliefs a…Tell Me Something I Don’t Already Know: Learning in Low and High-Inflation Settings (2023)Tell Me Something I Don’t Alr…Do You Even Crypto, Bro? Cryptocurrencies in Household Finance (2023)Do You Even Crypto, Bro? Cryp…The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Consumption of Stockholders and Non-Stockholders (1990)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Short- Term Interest Rates as Predictors of Inflation (2021)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Editor's Choice Digesting Anomalies: An Investment ApproachEfficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)Human Inference: Strategies and Shortcomings of Social Judgment. (1983)CEO Overconfidence and Corporate Investment (2005)Trusting the Stock Market (2005)Overconfidence and Early‐Life Experiences: The Effect of Managerial Traits on Corporate Financial Policies (2011)Imprinting: Toward a Multilevel Theory (2013)Culture and Institutions (2015)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Asymmetric Volatility and Risk in Equity Markets (2000)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*2,479 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
  • 2003Macroeconomic Expectations of Households and Professional Forecasters1,170 cited
  • 2015Learning from Inflation Experiences *1,121 cited
  • 1995Why do so Few Hold Stocks?1,078 cited
  • 2006Efficient tests of stock return predictability☆992 cited

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  • 1996Expectations and the Cross-Section of Stock Returns982 cited
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    • 2024Associative memory, beliefs and market interactions52 cited
    • 2023Do You Even Crypto, Bro? Cryptocurrencies in Household Finance37 cited
    • 2023Tell Me Something I Don’t Already Know: Learning in Low and High-Inflation Settings17 cited