Predictability in financial markets: What do survey expectations tell us?
- 1 April 2009
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 28 (3) , 406-426
- https://doi.org/10.1016/j.jimonfin.2008.09.001
Abstract
No abstract availableKeywords
All Related Versions
This publication has 29 references indexed in Scilit:
- Random Walk Expectations and the Forward Discount PuzzlePublished by National Bureau of Economic Research ,2007
- Efficient tests of stock return predictability☆Journal of Financial Economics, 2006
- Bond Risk PremiaAmerican Economic Review, 2005
- Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?American Economic Review, 2000
- The forward discount anomaly and the risk premium: A survey of recent evidenceJournal of Empirical Finance, 1996
- Patterns in Exchange Rate Forecasts for Twenty-Five CurrenciesJournal of Money, Credit and Banking, 1994
- On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?The Journal of Business, 1994
- Efficient Capital Markets: IIThe Journal of Finance, 1991
- Are foreign exchange forecasts rational?: New evidence from survey dataEconomics Letters, 1986
- Forward and spot exchange ratesJournal of Monetary Economics, 1984