Expectations of Returns and Expected Returns-Reference-Cited by-同舟云学术

Expectations of Returns and Expected Returns

Published:2014-01-11 Issue:3 Volume:27 Page:714-746
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Greenwood Robin,Shleifer Andrei

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/27/3/714/5296439/hht082.pdf

Reference63 articles.

1. Aioli M. Capistrán C. Timmermann A. Forecast combinations. In: Clements M. P. Hendry D. F. , editors. The Oxford handbook of economic forecasting. Oxford: Oxford University Press; 2011.

2. Amronin G. Sharpe S. A. Expectation of risk and return among household investors: Are their Sharpe ratios countercyclical? Management Science. Forthcoming.

3. Do macro variables, asset markets, or surveys forecast inflation better?

4. Predictability in financial markets: What do survey expectations tell us?

5. The Equity Share in New Issues and Aggregate Stock Returns

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