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Sticking to Their Guns: Short-Horizon Exchange Rate Expectations
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Empirical exchange rate models of the seventies
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Currency momentum strategies
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Dynamics of subjective risk premia
inferredcites →https://doi.org/10.1016/j.jimonfin.2008.09.001openalex-snapshot
Predictability in financial markets: What do survey expectations tell us?
inferredcites →https://doi.org/10.1016/j.jinteco.2003.11.002openalex-snapshot
Exchange rate puzzles and distorted beliefs
inferredcites →https://doi.org/10.1016/j.jinteco.2023.103715openalex-snapshot
Forecasting the U.S. Dollar in the 21st Century
inferredcites →https://doi.org/10.1080/07350015.1995.10524599openalex-snapshot
Comparing Predictive Accuracy
inferredcites →https://doi.org/10.1093/qje/qjad024openalex-snapshot
A Quantity-Driven Theory of Term Premia and Exchange Rates
inferredcites →https://doi.org/10.1093/qje/qjae032openalex-snapshot
Overinference from Weak Signals and Underinference from Strong Signals
inferredcites →https://doi.org/10.1093/rfs/hhab135openalex-snapshot
Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity
inferredcites →https://doi.org/10.1093/rfs/hhae008openalex-snapshot
Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-snapshot
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-snapshot
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
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/10.1111/0022-1082.00347openalex-snapshot
Consumption, Aggregate Wealth, and Expected Stock Returns
inferredcites →https://doi.org/10.1111/jofi.12833openalex-snapshot
Diagnostic Expectations and Stock Returns
inferredcites →https://doi.org/10.1111/jofi.13016openalex-snapshot
Subjective Cash Flow and Discount Rate Expectations
inferredcites →https://doi.org/10.1111/jofi.13504openalex-snapshot
Long‐Horizon Exchange Rate Expectations
inferredcites →https://doi.org/10.1162/rest_a_01343openalex-snapshot
Imperfect Exchange Rate Expectations
inferredcites →https://doi.org/10.2307/2937838openalex-snapshot
Forward Discount Bias: Is it an Exchange Risk Premium?
inferredcites →https://doi.org/10.3386/w11077openalex-snapshot
Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era
inferredcites →https://doi.org/10.3386/w27308openalex-snapshot
Imperfect Macroeconomic Expectations: Evidence and Theory
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