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DP16290 In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis 智库出版物
2021
作者:  Xavier Gabaix;  Ralph Koijen
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Asset market fluctuations  Flows  Excess volatility  Behavioral finance  Behavioral macroeconomics  
DP13857 Sentiment and Speculation in a Market with Heterogeneous Beliefs 智库出版物
2019
作者:  Ian Martin
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Heterogeneous beliefs  Excess volatility  Sentiment  Speculation  Target prices  
DP9946 Buying First or Selling First in Housing Markets 智库出版物
2014
作者:  Espen R. Moen;  Plamen T. Nenov
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Excess volatility  Housing market  Order of transactions  Search frictions  Self-fulfilling fluctuations  
DP9897 Asset Prices in a Lifecycle Economy 智库出版物
2014
作者:  Roger Farmer
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Asset prices  Equity premium puzzle  Excess volatility puzzle  
DP9283 The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World 智库出版物
2013
作者:  Roger Farmer;  Carine Nourry;  Alain Venditti
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset pricing  Efficient markets  Excess volatility  
DP6435 Is Distance Dying at Last? Falling Home Bias in Fixed Effects Models of Patent Citations 智库出版物
2007
作者:  John Van Reenen;  Rachel Griffith
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Bayesian behaviour  Excess volatility  Financial-market equilibrium  Risk premia  
DP5930 Rewriting History 智库出版物
2006
作者:  Alexander Ljungqvist;  Felicia Marston
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Equity premium  Uncertainty  Stochastic risk aversion  Time variation in risk and return  Excess volatility  External habit  Term structure  
DP5924 Active Labour Market Policy in East Germany: Waiting for the Economy to Take Off 智库出版物
2006
作者:  Michael Lechner;  Conny Wunsch
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Equity premium  Excess volatility  Stock-bond return correlation  Return predictability  Countercyclical risk aversion  Habit persistence  
DP1426 Was Prometheus Unbound by Chance? Risk, Diversification and Growth 智库出版物
1996
作者:  Daron Acemoğlu;  Fabrizio Zilibotti
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Arbitrage  Bank subsidiary  Closed-end fund  Common factor  Excess volatility  Fund discount  Fund premium  Market friction  Mean reversion  Measurement error  
DP1336 The Unit Root Hypothesis in Long-term Output: Evidence from Two Structural Breaks for 16 Countries 智库出版物
1996
作者:  Dan Ben-David;  David Papell;  Robin L Lumsdaine
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Excess volatility  Labour contracts  risk premium