1. Asset prices under heterogeneous beliefs: implications for the equity premium;B Andrew;Rodney L. White Center for Financial Research Philadelphia,1989
2. Expectations Data in Asset Pricing
3. Do survey expectations of stock returns reflect risk adjustments;Klaus Adam;Journal of Monetary Economics,2021
4. Risk preferences and the macroeconomic announcement premium;Hengjie Ai;Econometrica,2018
5. The cross section of the monetary policy announcement premium;Hengjie Ai;Journal of Financial Economics,2022