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Speculating on Higher-Order Beliefs

https://doi.org/10.2139/ssrn.4728936
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Manias, Panics and Crashes
inferredcites →https://doi.org/10.1016/b978-0-12-822927-9.00024-0openalex-extracted
Expectations data in asset pricing
inferredcites →https://doi.org/10.1016/j.jebo.2014.04.001openalex-extracted
Second-order beliefs and the individual investor
inferredcites →https://doi.org/10.1016/j.jet.2012.01.020openalex-extracted
Forecasting the forecasts of others: Implications for asset pricing
inferredcites →https://doi.org/10.1016/j.jet.2014.12.008openalex-extracted
Investment horizons and asset prices under asymmetric information
inferredcites →https://doi.org/10.1016/j.jfineco.2014.08.007openalex-extracted
X-CAPM: An extrapolative capital asset pricing model
inferredcites →https://doi.org/10.1016/j.jfineco.2018.04.007openalex-extracted
Extrapolation and bubbles
inferredcites →https://doi.org/10.1016/j.jfineco.2023.103713openalex-extracted
Dynamics of subjective risk premia
inferredcites →https://doi.org/10.1016/j.jimonfin.2008.09.001openalex-extracted
Predictability in financial markets: What do survey expectations tell us?
inferredcites →https://doi.org/10.1016/s0304-405x(02)00226-xopenalex-extracted
Securities lending, shorting, and pricing
inferredcites →https://doi.org/10.1016/s0304-405x(02)00227-1openalex-extracted
Synchronization risk and delayed arbitrage
inferredcites →https://doi.org/10.1017/cbo9780511759628.013openalex-extracted
Asset prices in a time-series model with disparately informed, competitive traders
inferredcites →https://doi.org/10.1037/a0029177openalex-extracted
DRIFT: An analysis of outcome framing in intertemporal choice.
inferredcites →https://doi.org/10.1086/250059openalex-extracted
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1086/262005openalex-extracted
Differential Interpretation of Public Signals and Trade in Speculative Markets
inferredcites →https://doi.org/10.1086/378531openalex-extracted
Overconfidence and Speculative Bubbles
inferredcites →https://doi.org/10.1086/727713openalex-extracted
Belief Overreaction and Stock Market Puzzles
inferredcites →https://doi.org/10.1086/ma.18.3585252openalex-extracted
Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions
inferredcites →https://doi.org/10.1093/acprof:osobl/9780199844333.003.0010openalex-extracted
Overconfidence and Speculative Bubbles
inferredcites →https://doi.org/10.1093/qje/qjab005openalex-extracted
Do You Know that I Know that You Know…? Higher-Order Beliefs in Survey Data
inferredcites →https://doi.org/10.1093/restud/rdae059openalex-extracted
Expectations and Learning from Prices
inferredcites →https://doi.org/10.1093/restud/rdt051openalex-extracted
Heterogeneous Beliefs and Tests of Present Value Models
inferredcites →https://doi.org/10.1093/rfs/11.2.419openalex-extracted
Stock Price Volatility in a Multiple Security Overlapping Generations Model
inferredcites →https://doi.org/10.1093/rfs/5.3.473openalex-extracted
Differences of Opinion Make a Horse Race
inferredcites →https://doi.org/10.1093/rfs/hhab086openalex-extracted
Asset Pricing with Fading Memory
inferredcites →https://doi.org/10.1093/rfs/hhad042openalex-extracted
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
inferredcites →https://doi.org/10.1093/rfs/hhag053openalex-extracted
Partial Equilibrium Thinking, Extrapolation, and Bubbles
inferredcites →https://doi.org/10.1093/rfs/hhj036openalex-extracted
Beauty Contests and Iterated Expectations in Asset Markets
inferredcites →https://doi.org/10.1093/rfs/hhp014openalex-extracted
Price Drift as an Outcome of Differences in Higher-Order Beliefs
inferredcites →https://doi.org/10.1093/rfs/hhr050openalex-extracted
Learning from Prices and the Dispersion in Beliefs
inferredcites →https://doi.org/10.1093/rfs/hht005openalex-extracted
What Drives Stock Price Movements?
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-extracted
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hht133openalex-extracted
Bond Supply and Excess Bond Returns
inferredcites →https://doi.org/10.1111/0022-1082.00078openalex-extracted
Volume, Volatility, Price, and Profit When All Traders Are Above Average
inferredcites →https://doi.org/10.1111/1468-0262.00393openalex-extracted
Bubbles and Crashes
inferredcites →https://doi.org/10.1111/j.1538-4616.2008.00139.xopenalex-extracted
Higher Order Expectations in Asset Pricing
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb03695.xopenalex-extracted
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-extracted
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00690.xopenalex-extracted
Hedge Funds and the Technology Bubble
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01570.xopenalex-extracted
Disagreement and Learning: Dynamic Patterns of Trade
inferredcites →https://doi.org/10.1111/jofi.12018openalex-extracted
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
inferredcites →https://doi.org/10.1111/jofi.12279openalex-extracted
The Beauty Contest and Short‐Term Trading
inferredcites →https://doi.org/10.1111/jofi.12729openalex-extracted
Financial Markets Where Traders Neglect the Informational Content of Prices
inferredcites →https://doi.org/10.1111/jofi.13016openalex-extracted
Subjective Cash Flow and Discount Rate Expectations
inferredcites →https://doi.org/10.1111/jofi.13198openalex-extracted
Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price
inferredcites →https://doi.org/10.1111/jofi.13311openalex-extracted
Choosing to Disagree: Endogenous Dismissiveness and Overconfidence in Financial Markets
inferredcites →https://doi.org/10.1111/jofi.13377openalex-extracted
Business News and Business Cycles
inferredcites →https://doi.org/10.1177/0956797609356420openalex-extracted
1995 Feels So Close Yet So Far
inferredcites →https://doi.org/10.1207/s15327760jpfm0101_05openalex-extracted
Measuring Bubble Expectations and Investor Confidence
inferredcites →https://doi.org/10.1214/aos/1176343654openalex-extracted
Agreeing to Disagree
inferredcites →https://doi.org/10.1257/0002828043052268openalex-extracted
Riding the South Sea Bubble
inferredcites →https://doi.org/10.1257/aer.20140205openalex-extracted
Stock Price Booms and Expected Capital Gains
inferredcites →https://doi.org/10.1257/aer.20200243openalex-extracted
Five Facts about Beliefs and Portfolios
inferredcites →https://doi.org/10.1257/aer.20200505openalex-extracted
Sentiment and Speculation in a Market with Heterogeneous Beliefs
inferredcites →https://doi.org/10.1257/aer.96.3.552openalex-extracted
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
inferredcites →https://doi.org/10.1257/aer.98.2.64openalex-extracted
Variable Rare Disasters: A Tractable Theory of Ten Puzzles in Macro-Finance
inferredcites →https://doi.org/10.1257/jel.51.1.5openalex-extracted
Structural Models of Nonequilibrium Strategic Thinking: Theory, Evidence, and Applications
inferredcites →https://doi.org/10.1257/jep.29.4.61openalex-extracted
Overconfident Investors, Predictable Returns, and Excessive Trading
inferredcites →https://doi.org/10.1287/mnsc.2013.1806openalex-extracted
From the Horse's Mouth: Economic Conditions and Investor Expectations of Risk and Return
inferredcites →https://doi.org/10.2139/ssrn.1572738openalex-extracted
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
inferredcites →https://doi.org/10.2139/ssrn.2184842openalex-extracted
Investment Horizons and Asset Prices Under Asymmetric Information
inferredcites →https://doi.org/10.2139/ssrn.2721140openalex-extracted
Overconfident Investors, Predictable Returns, and Excessive Trading
inferredcites →https://doi.org/10.2139/ssrn.3615480openalex-extracted
Belief Overreaction and Stock Market Puzzles
inferredcites →https://doi.org/10.2139/ssrn.4087948openalex-extracted
Dynamics of Subjective Risk Premia
inferredcites →https://doi.org/10.2139/ssrn.417421openalex-extracted
Perspectives on Behavioral Finance: Does 'Irrationality' Disappear with Wealth? Evidence from Expectations and Actions
inferredcites →https://doi.org/10.2139/ssrn.4608813openalex-extracted
Mental Models of the Stock Market
inferredcites →https://doi.org/10.2139/ssrn.4780506openalex-extracted
Eliciting Expectations
inferredcites →https://doi.org/10.2307/1884166openalex-extracted
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
inferredcites →https://doi.org/10.2307/2328662openalex-extracted
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.2307/j.ctv14jx6smopenalex-extracted
Time Series Analysis
inferredcites →https://doi.org/10.2469/dig.v35.n2.1672openalex-extracted
Hedge Funds and the Technology Bubble
inferredcites →https://doi.org/10.3386/w18686openalex-extracted
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.3386/w26773openalex-extracted
Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price
inferredcites →https://doi.org/10.3386/w4995openalex-extracted
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
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