DOCUMENT RESOURCES FOR EVERYONE
Documents tagged
Documents Stockpricevar05

What Drives Stock Prices? Identifying the Determinants of Stock Price Movements Nathan S. Balke Department of Economics, Southern Methodist University Dallas, TX 75275 and…

Documents Detecting Asset Price Bubbles

Fulcrum Research Notes – January 2014 Detecting bubbles in asset prices Ziad Daoud* Juan Antolin-Diaz** This note describes recent advances in econometric methodology which…

Documents X-CAPM: An extrapolative capital asset pricing model Barberis et al. (JFE forthcoming) Roy.

Slide 1 X-CAPM: An extrapolative capital asset pricing model Barberis et al. (JFE forthcoming) Roy Slide 2 Motivation Greenwood and Shleifer (2014): investors hold extrapolative…

Documents Figure 2: US Real Returns S&P500 (Monthly, Feb 1915 – April 2004)

Slide 1 Figure 2: US Real Returns S&P500 (Monthly, Feb 1915 – April 2004) Slide 2 Figure 1: US Real Stock Index S&P500 (Jan 1915 – April 2004) Slide 3 Figure…