Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter
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More about this item
KeywordsBehavioral finance; REH; Knightian uncertainty; survey expectations; structural change; model specification; automated model selection.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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