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Subjective Cash Flow and Discount Rate Expectations
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Cited by:
- Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024. "What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark," Journal of Finance, American Finance Association, vol. 79(4), pages 2603-2665, August.
- Cassella, Stefano & Chen, Te-Feng & Gulen, Huseyin & Liu, Yan, 2025. "Extracting extrapolative beliefs from market prices: An augmented present-value approach," Journal of Financial Economics, Elsevier, vol. 164(C).
- Antonio Gil de Rubio Cruz & Steven A. Sharpe, 2024. "Predicting Analysts’ S&P 500 Earnings Forecast Errors and Stock Market Returns using Macroeconomic Data and Nowcasts," Finance and Economics Discussion Series 2024-049, Board of Governors of the Federal Reserve System (U.S.).
- Thummim Cho & Christopher Polk, 2024.
"Putting the Price in Asset Pricing,"
Journal of Finance, American Finance Association, vol. 79(6), pages 3943-3984, December.
- Cho, Thummim & Polk, Christopher, 2024. "Putting the price in asset pricing," LSE Research Online Documents on Economics 120805, London School of Economics and Political Science, LSE Library.
- Robert A. Connolly & Chris Stivers & Licheng Sun, 2022. "Stock returns and inflation shocks in weaker economic times," Financial Management, Financial Management Association International, vol. 51(3), pages 827-867, September.
- Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2022.
"Overreaction and Diagnostic Expectations in Macroeconomics,"
Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 223-244, Summer.
- Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2022. "Overreaction and Diagnostic Expectations in Macroeconomics," NBER Working Papers 30356, National Bureau of Economic Research, Inc.
- Pflueger, Carolin, 2025. "Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds," Journal of Financial Economics, Elsevier, vol. 167(C).
- Can Gao & Ian W. R. Martin, 2021.
"Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment,"
Journal of Finance, American Finance Association, vol. 76(6), pages 3211-3254, December.
- Martin, Ian & Gao, Can, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
- Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series 312, Leibniz Institute for Financial Research SAFE.
- Gao, Can & Martin, Ian, 2021. "Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment," LSE Research Online Documents on Economics 108598, London School of Economics and Political Science, LSE Library.
- Roberto Gómez‐Cram, 2022. "Late to Recessions: Stocks and the Business Cycle," Journal of Finance, American Finance Association, vol. 77(2), pages 923-966, April.
- Leland E. Farmer & Lawrence Schmidt & Allan Timmermann, 2023.
"Pockets of Predictability,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1279-1341, June.
- Timmermann, Allan & Farmer, Leland E. & Schmidt, Lawrence, 2018. "Pockets of Predictability," CEPR Discussion Papers 12885, C.E.P.R. Discussion Papers.
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal & Michael Weber, 2024.
"Inflation and Trading,"
CESifo Working Paper Series
11580, CESifo.
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," SAFE Working Paper Series 419, Leibniz Institute for Financial Research SAFE.
- Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Inflation and trading," CFS Working Paper Series 727, Center for Financial Studies (CFS).
- Philip Schnorpfeil & Michael Weber & Andreas Hackethal, 2024. "Inflation and Trading," NBER Working Papers 32470, National Bureau of Economic Research, Inc.
- John R. Graham, 2022. "Presidential Address: Corporate Finance and Reality," Journal of Finance, American Finance Association, vol. 77(4), pages 1975-2049, August.
- Matteo Benetton & Giovanni Compiani, 2024. "Investors’ Beliefs and Cryptocurrency Prices," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(2), pages 197-236.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew OBrien & Andrei Shleifer, 2024.
"Long-Term Expectations and Aggregate Fluctuations,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 38(1), pages 311-347.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew OBrien & Andrei Shleifer, 2023. "Long-Term Expectations and Aggregate Fluctuations," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 311-347, National Bureau of Economic Research, Inc.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew O'Brien & Andrei Shleifer, 2023. "Long Term Expectations and Aggregate Fluctuations," NBER Working Papers 31578, National Bureau of Economic Research, Inc.
- Jin, Lawrence J. & Sui, Pengfei, 2022. "Asset pricing with return extrapolation," Journal of Financial Economics, Elsevier, vol. 145(2), pages 273-295.
- Kerry Xiao & Amy Zang, 2025. "Vague Knowledge: Evidence from Analyst Reports," Papers 2505.12269, arXiv.org, revised May 2025.
- He, Wei & Su, Zhiwei & Yu, Jianfeng, 2024. "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financial Economics, Elsevier, vol. 162(C).
- Stefano Cassella & Benjamin Golez & Huseyin Gulen & Peter Kelly & Stefano Giglio, 2023.
"Horizon Bias and the Term Structure of Equity Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 36(3), pages 1253-1288.
- Cassella, Stefano & Golez, Benjamin & Gulen, H. & Kelly, Peter, 2023. "Horizon bias and the term structure of equity returns," Other publications TiSEM 2e72bbd4-bdc8-434c-a55c-e, Tilburg University, School of Economics and Management.
- Delao, Ricardo & Han, Xiao & Myers, Sean, 2025. "The return of return dominance: Decomposing the cross-section of prices," Journal of Financial Economics, Elsevier, vol. 169(C).
- Wang, Hailong & Hu, Duni, 2022. "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Lof, Matthijs & Nyberg, Henri, 2024. "Discount rates and cash flows: A local projection approach," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Constantin Charles & Cary D. Frydman & Mete Kilic, 2022. "Insensitive Investors," CESifo Working Paper Series 10067, CESifo.
- Bro, Jeppe & Eriksen, Jonas N., 2025. "Subjective expectations and house prices," Journal of Banking & Finance, Elsevier, vol. 172(C).
- Magnus Dahlquist & Markus Ibert, 2024. "Equity Return Expectations and Portfolios: Evidence from Large Asset Managers," The Review of Financial Studies, Society for Financial Studies, vol. 37(6), pages 1887-1928.
- Ye Li & Chen Wang, 2023. "Valuation Duration of the Stock Market," Papers 2310.07110, arXiv.org.
- Niu, Zibo & Demirer, Riza & Suleman, Muhammad Tahir & Zhang, Hongwei & Zhu, Xuehong, 2024. "Do industries predict stock market volatility? Evidence from machine learning models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
- Li, Kai & Liu, Jun, 2023. "Extrapolative asset pricing," Journal of Economic Theory, Elsevier, vol. 210(C).
- Kroencke, Tim A., 2022. "Recessions and the stock market," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 61-77.