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Forward Return Expectations

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NBER2023-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w31687
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We measure investors short- and long-term stock-return expectations using both options and survey data. These expectations at different horizons reveal what investors think their own short-term expectations will be in the future, or forward return expectations. While contemporaneous short-term
创建时间:
2023-09-01
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