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Household Sentiment, Intermediary Leverage, and Financial Crises

https://doi.org/10.2139/ssrn.5459395
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Numerical Methods for Stochastic Control Problems in Continuous Time
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Fiscal and Financial Crises
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Asset pricing with heterogeneous beliefs
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Hedge fund leverage
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X-CAPM: An extrapolative capital asset pricing model
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Intermediary asset pricing: New evidence from many asset classes
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Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?
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Asset Pricing with Return Extrapolation
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Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
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A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
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Noise Trader Risk in Financial Markets
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Credit Cycles
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Mutual Fund Flows and Performance in Rational Markets
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Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
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Uncertainty Shocks and Balance Sheet Recessions
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Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment
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Credit Expansion and Neglected Crash Risk*
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Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach
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Asset Prices and Portfolio Choice with Learning from Experience
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An Equilibrium Model with Restricted Stock Market Participation
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Stock Return Extrapolation, Option Prices, and Variance Risk Premium
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Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-snapshot
Market Liquidity and Funding Liquidity
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Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
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Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
inferredcites →https://doi.org/10.1111/0022-1082.00184openalex-snapshot
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
inferredcites →https://doi.org/10.1111/0022-1082.00226openalex-snapshot
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01444.xopenalex-snapshot
Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility
inferredcites →https://doi.org/10.1111/jmcb.12069openalex-snapshot
When Credit Bites Back
inferredcites →https://doi.org/10.1111/jofi.12188openalex-snapshot
Money Doctors
inferredcites →https://doi.org/10.1111/jofi.12189openalex-snapshot
Financial Intermediaries and the Cross‐Section of Asset Returns
inferredcites →https://doi.org/10.1111/jofi.12618openalex-snapshot
Belief Dispersion in the Stock Market
inferredcites →https://doi.org/10.1111/jofi.12819openalex-snapshot
Personal Experiences and Expectations about Aggregate Outcomes
inferredcites →https://doi.org/10.1111/jofi.12833openalex-snapshot
Diagnostic Expectations and Stock Returns
inferredcites →https://doi.org/10.1111/jofi.13086openalex-snapshot
Do Intermediaries Matter for Aggregate Asset Prices?
inferredcites →https://doi.org/10.1111/jofi.13105openalex-snapshot
Predictable Financial Crises
inferredcites →https://doi.org/10.1111/jofi.13431openalex-snapshot
How Credit Cycles across a Financial Crisis
inferredcites →https://doi.org/10.1137/s0036142996304796openalex-snapshot
Convergence Analysis of Pseudo-Transient Continuation
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-snapshot
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.1257/aer.103.2.732openalex-snapshot
Intermediary Asset Pricing
inferredcites →https://doi.org/10.1257/aer.104.2.379openalex-snapshot
A Macroeconomic Model with a Financial Sector
inferredcites →https://doi.org/10.1257/aer.20181219openalex-snapshot
Overreaction in Macroeconomic Expectations
inferredcites →https://doi.org/10.1287/mnsc.2013.1806openalex-snapshot
From the Horse's Mouth: Economic Conditions and Investor Expectations of Risk and Return
inferredcites →https://doi.org/10.2307/2297810openalex-snapshot
Smart Money, Noise Trading and Stock Price Behaviour
inferredcites →https://doi.org/10.3386/w16567openalex-snapshot
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
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