首页/数据集/Replication Data for: Which Subjective Expectations Explain Asset Prices?

Replication Data for: Which Subjective Expectations Explain Asset Prices?

NIAID Data Ecosystem2026-05-01 收录

资产定价模型

主观预期检验

数据链接：

https://doi.org/10.7910/DVN/PJRTEQ 数据链接链接失效反馈

官方服务：

资源简介：

Matlab code to replicate the paper "Which Subjective Expectations Explain Asset Prices?

应用场景：

创建时间：

2023-12-08

相关数据集

Speculative Betas

资产定价模型

行为金融学

We provide a model for why high beta assets are more prone to speculative overpricing than low beta ones. When investors disagree about the common factor of cash-flows, high beta assets are more sensi

NBER2012-11-01 更新270

An Equilibrium Asset Pricing Model with Labor Market Search

劳动力市场摩擦

资产定价模型

Search frictions in the labor market help explain the equity premium in the financial market. We embed the Diamond-Mortensen-Pissarides search framework into a dynamic stochastic general equilibrium m

NBER2012-01-01 更新90

Optimal Endowment Destruction under Campbell-Cochrane Habit Formation

资产定价模型

习惯形成效用

Campbell and Cochrane (1999) formulate a model that successfully explains a wide variety of asset pricing puzzles, by augmenting the standard power utility function with a time-varying subsistence lev

NBER2009-03-01 更新60

Eli Lilly & Co. (NYSE:LLY) | 자본 자산 가격 책정 모델 (CAPM)

资产定价模型

股票市场分析

자본 자산 가격 책정 모델(CAPM)을 사용한 Eli Lilly & Co. 의 보통주 추정치에 대한 예상 수익률.

kr.stock-analysis-on.net140

Variable selection in linear regressions with possibly all strongly correlated covariates

高维变量选择

资产定价模型

Penalized regression methods, particularly LASSO, require the irrepresentable condition for variable selection consistency. This condition places an upper bound on the magnitudes of correlation betwee

DataCite Commons2025-02-02 更新70