Stock Price Booms and Expected Capital Gains? (Barcelona GSE WP 2015)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Klaus Adam, Albert Marcet, Johannes Beutel Stock Price Booms and Expected Capital Gains? Barcelona GSE WP 2015 - - G12, D84 Stock price volatility, Learning, Survey expectations, Internal rationality

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - US stock price data from, The Global Financial Database, http://www.globalfinancialdata.com Q1:1946-Q1:2012, nominal stock price series, SP 500 Composite Price Index, nominal variables deflated using, USA BLS Consumer Price Index, (Global Fin code CPUSAMí), UBS survey is, UBS Index of Investor Optimism, available (against a fee) at http://www.ropercenter.uconn.edu/ data_access/data/datasets/ubs_investor.html quantitative question on stock market expectations has been surveyed over the period Q2:1998-Q4:2007, PD ratio for, Dow Jones, available at http://www.djaverages.com/, CFO survey collected by Duke University and CFO magazine and collects responses from US based CFOs over Q3:2000-Q4:2012 with on average 390 responses per quarter, available at http://www.cfosurvey.org/, inflation expectations data, The Survey of Professional Forecasters (SPF), available from, Federal Reserve Bank of Philadelphia, http://www.phil.frb.org/research-and-data/real-time-center/survey-of-professional-forecasters/, Michigan Survey of Consumers, collected by Thomson Reuters/University of Michigan, http://www.sca.isr.umich.edu/ USA -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: - IDEAS: p/bge/wpaper/757.html EconPapers: RePEc:bge:wpaper:757


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