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Expectations and Asset Prices with Heterogeneous Households

Author

Listed:
  • Monika Piazzesi
  • Martin Schneider

    (Economics New York University)

Abstract

This paper uses a temporary equilibrium framework to evaluate the impact of expectations on asset valuation. The model determines asset prices as a function of asset supply as well as the distribution of household endowments and expectations, which is matched to survey data.

Suggested Citation

  • Monika Piazzesi & Martin Schneider, 2006. "Expectations and Asset Prices with Heterogeneous Households," 2006 Meeting Papers 828, Society for Economic Dynamics.
    • Handle: RePEc:red:sed006:828
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    Cited by:

    1. Horváth, Ferenc, 2017. "Essays on robust asset pricing," Other publications TiSEM e54d7b33-1f27-4b0e-9f84-f, Tilburg University, School of Economics and Management.

    More about this item

    Keywords

    asset pricing;

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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