Dynamics and Heterogeneity of Subjective Stock Market Expectations

Authors:

Florian Heiss (University of Düsseldorf)
Michael Hurd (RAND Santa Monica)
Maarten van Rooij (De Nederlandsche Bank Amsterdam)
Tobias Rossmann (LMU Munich)
Joachim Winter (LMU Munich)

Published 2022 in:

Journal of Econometrics 231

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Dynamics and Heterogeneity of Subjective Stock Market Expectations