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Review Article: Perspectives on the Future of Asset Pricing
[Do survey expectations of stock returns reflect risk-adjustments?]

Author

Listed:
  • Markus Brunnermeier
  • Emmanuel Farhi
  • Ralph S J Koijen
  • Arvind Krishnamurthy
  • Sydney C Ludvigson
  • Hanno Lustig
  • Stefan Nagel
  • Monika Piazzesi

Abstract

No abstract is available for this item.

Suggested Citation

  • Markus Brunnermeier & Emmanuel Farhi & Ralph S J Koijen & Arvind Krishnamurthy & Sydney C Ludvigson & Hanno Lustig & Stefan Nagel & Monika Piazzesi, 2021. "Review Article: Perspectives on the Future of Asset Pricing [Do survey expectations of stock returns reflect risk-adjustments?]," The Review of Financial Studies, Society for Financial Studies, vol. 34(4), pages 2126-2160.
    • Handle: RePEc:oup:rfinst:v:34:y:2021:i:4:p:2126-2160.
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    File URL: http://hdl.handle.net/10.1093/rfs/hhaa129
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    Citations

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    Cited by:

    1. Mohammad (Vahid) Irani & Hugh Hoikwang Kim, 2023. "The consequences of non‐trading institutional investors," Financial Management, Financial Management Association International, vol. 52(3), pages 433-481, September.
    2. Constantin Charles & Cary D. Frydman & Mete Kilic, 2022. "Insensitive Investors," CESifo Working Paper Series 10067, CESifo.
    3. Chen, Zilin & Da, Zhi & Huang, Dashan & Wang, Liyao, 2023. "Presidential economic approval rating and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 147(1), pages 106-131.
    4. Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
    5. Leland Bybee, 2023. "Surveying Generative AI's Economic Expectations," Papers 2305.02823, arXiv.org, revised May 2023.
    6. Magnus Dahlquist & Markus Ibert, 2024. "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1887-1928.
    7. Sias, Richard & Starks, Laura T. & Turtle, H.J., 2023. "The negativity bias and perceived return distributions: Evidence from a pandemic," Journal of Financial Economics, Elsevier, vol. 147(3), pages 627-657.
    8. Luz, Valentin & Schauer, Victor & Viehweger, Martin, 2024. "Beyond preferences: Beliefs in sustainable investing," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 584-607.
    9. Dr. Romain Baeriswyl & Alex Oktay & Dr. Marc-Antoine Ramelet, 2023. "Exchange rate shocks and equity prices: the role of currency denomination," Working Papers 2023-05, Swiss National Bank.
    10. Vafai, Nima & Rakowski, David, 2024. "The sources of portfolio volatility and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 91(C).
    11. David Alaminos & Ignacio Esteban & M. Belén Salas, 2023. "Neural networks for estimating Macro Asset Pricing model in football clubs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(2), pages 57-75, April.
    12. Caferra, Rocco & Morone, Andrea & Potì, Valerio, 2022. "Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour," Economics Letters, Elsevier, vol. 218(C).
    13. Mykola Pinchuk, 2023. "Bitcoin Does Not Hedge Inflation," Papers 2301.10117, arXiv.org.
    14. Li, Lin & Liu, Kunyu & Li, Guoping, 2024. "What can analyst forecasts tell us about imperfect information?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1059-1073.
    15. Hector O. Zapata & Supratik Mukhopadhyay, 2022. "A Bibliometric Analysis of Machine Learning Econometrics in Asset Pricing," JRFM, MDPI, vol. 15(11), pages 1-17, November.

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