1. Investing in crises. (2021). Laeven, Luc ; Baron, Matthew ; Usenko, Yevhenii ; Penasse, Julien.
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2. Calm before the storm: an early warning approach before and during the COVID-19 crisis. (2020). Volkov, Vladimir ; Islam, Raisul.
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3. Confidence and the Propagation of Demand Shocks. (2020). Angeletos, George-Marios ; Lian, Chen.
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4. Reconsidering Returns. (2020). Solomon, David H ; Hartzmark, Samuel M.
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5. Expectations of Fundamentals and Stock Market Puzzles. (2020). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael .
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6. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
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7. Mispricing firm-level productivity. (2020). John, K C ; Eric, F Y ; Chewie, Tze Chuan.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:58:y:2020:i:c:p:139-163.

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8. Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong.
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9. Arbitrage and Beliefs. (2020). Zentefis, Alexander K ; Khorrami, Paymon.
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10. What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z.
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    RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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11. Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong.
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12. Asset Pricing with Fading Memory. (2019). Nagel, Stefan ; Xu, Zhengyang.
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13. Macroeconomics with Learning and Misspecification: A General Theory and Applications. (2019). Molavi, Pooya.
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14. Asset Pricing with Fading Memory. (2019). Nagel, Stefan ; Xu, Zhengyang.
    In: NBER Working Papers.
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15. Reflexivity in Credit Markets. (2019). Jin, Lawrence ; Hanson, Samuel ; Greenwood, Robin.
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16. Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Giglio, Stefano ; Utkus, Stephen ; Stroebel, Johannes.
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17. Asset Pricing with Fading Memory. (2019). Nagel, Stefan ; Xu, Zhengyang.
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18. Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Utkus, Stephen ; Strobel, Johannes ; Giglio, Stefano W.
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19. The dynamics of households stock market beliefs. (2019). von Gaudecker, Hans-Martin ; Wogrolly, Axel.
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20. Aggregate Expected Investment Growth and Stock Market Returns. (2018). Yu, Jianfeng ; Wang, Huijun ; Li, Jun.
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21. Subjective Cash Flows and Discount Rates. (2018). Myers, Sean ; De, Ricardo .
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22. Extrapolative Beliefs and Exchange Rate Markets. (2018). Bunsupha, Sarita.
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23. Diagnostic Bubbles. (2018). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro ; Kwon, Spencer Yongwook.
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24. X-CAPM REVISITED: THE INSTITUTIONAL EXTRAPOLATIVE CAPITAL ASSET PRICING MODEL (I-X-CAPM). (2018). Son-Turan, Semen ; Kilic, Erdem .
    In: Eurasian Journal of Business and Management.
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25. Behavioral biases in the corporate bond market. (2018). Wei, Jason .
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26. Central Bank Balance Sheet Policies Without Rational Expectations. (2018). Iovino, Luigi ; Sergeyev, Dmitriy.
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27. Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M.
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28. A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). di Matteo, Tiziana ; Buonocore, Riccardo Junior ; Verma, Anshul.
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29. Speculative Dynamics of Prices and Volume. (2017). DeFusco, Anthony ; Nathanson, Charles ; Zwick, Eric.
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30. Financial Crises and Risk Premia. (2017). Muir, Tyler.
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31. What is the Expected Return on the Market?. (2017). Martin, Ian.
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32. A Tough Act to Follow: Contrast Effects In Financial Markets. (2017). Hartzmark, Samuel M ; Shue, Kelly.
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33. Diagnostic Expectations and Stock Returns. (2017). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael .
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34. Speculative Dynamics of Prices and Volume. (2017). DeFusco, Anthony ; Zwick, Eric ; Nathanson, Charles G.
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35. Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
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36. Dual decision processes and noise trading. (2016). Cerigioni, Francesco.
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37. Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy. (2016). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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38. EconomicDynamics Interview: Johannes Stroebel on real estate dynamics. (2016). Stroebel, Johannes.
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39. Information Processing and Non-Bayesian Learning in Financial Markets. (2016). Schraeder, Stefanie .
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40. Diagnostic Expectations and Credit Cycles. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro.
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41. Excess Volatility: Beyond Discount Rates. (2016). Giglio, Stefano ; Kelly, Bryan.
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42. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John.
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43. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John.
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44. The information content of the sentiment index. (2016). Xing, Yuhang ; Zhang, Xiaoyan ; Wang, Yanchu ; Sibley, Steven E.
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45. Restoring rational choice: The challenge of consumer financial regulation. (2016). Campbell, John.
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46. The Business Cycles Implications of Fluctuating Long Run Expectations. (2016). Tortorice, Daniel.
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47. Dual Decision Processes and Noise Trading. (2016). Cerigioni, Francesco.
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48. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. (2016). Campbell, John.
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49. Nonlinear Expectation Formation in the U.S. Stock Market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Rulke, Jan-Christoph .
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50. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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51. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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52. Expectation Formation. (2015). Zafar, Basit ; Kuchler, Theresa.
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53. An Extrapolative Model of House Price Dynamics. (2015). Nathanson, Charles ; Glaeser, Edward.
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54. An Extrapolative Model of House Price Dynamics. (2015). Glaeser, Edward ; Nathanson, Charles G..
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55. Personal Experiences and Expectations about Aggregate Outcomes. (2015). Zafar, Basit ; Kuchler, Theresa.
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56. Asset Bubbles; Re-thinking Policy for the Age of Asset Management. (2015). Jones, Bradley.
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57. Personal experiences and expectations about aggregate outcomes. (2015). Zafar, Basit ; Kuchler, Theresa.
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58. An Extrapolative Model of House Price Dynamics. (2015). Glaeser, Edward L. ; Nathanson, Charles G..
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59. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
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60. Housing Bubbles. (2014). Glaeser, Edward ; Nathanson, Charles G..
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61. Riding the Bubble? Chasing Returns into Illiquid Assets. (2014). Yagan, Danny.
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62. Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy. (2014). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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63. Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy. (2014). Chien, YiLi ; Lustig, Hanno ; Cole, Harold L..
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65. Two centuries of trend following. (2014). Deremble, C. ; Y. Lemp'eri`ere, ; Seager, P. ; Potters, M. ; Bouchaud, J. P..
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1. Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
   In: American Economic Review.
   RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

   Full description at Econpapers || Download paper

2. Nonlinear Expectation Formation in the U.S. Stock Market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Rulke, Jan-Christoph .
   In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
   RePEc:zbw:vfsc15:113210.

   Full description at Econpapers || Download paper

3. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: Kiel Working Papers.
   RePEc:zbw:ifwkwp:1947r.

   Full description at Econpapers || Download paper

4. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:29.

   Full description at Econpapers || Download paper

5. Subjective Currency Risk Premia and Deviations from Moving Averages. (2015). Stillwagon, Josh ; Furnagiev, Steve .
   In: Working Papers.
   RePEc:tri:wpaper:1506.

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6. Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals. (2015). Stillwagon, Josh.
   In: Working Papers.
   RePEc:tri:wpaper:1501.

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7. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
   In: Working Papers.
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8. Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR. (2015). Stillwagon, Josh.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:35:y:2015:i:c:p:85-101.

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9. On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2015). Nitschka, Thomas ; Grisse, Christian.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:32:y:2015:i:c:p:153-164.

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10. International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle. (2015). Guender, Alfred.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:15/15.

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11. Stock Price Booms and Expected Capital Gains. (2015). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
    In: Working Papers.
    RePEc:bge:wpaper:757.

    Full description at Econpapers || Download paper

12. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1947.

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13. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:11.

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14. Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR. (2014). Stillwagon, Josh.
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15. Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin Marc .
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16. More on U.S. Treasury term premiums: spot and expected measures. (2014). Durham, J. Benson.
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17. Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR. (2014). Stillwagon, Josh.
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18. Adaptive learning and survey data. (2014). Markiewicz, Agnieszka ; Pick, Andreas.
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19. Stock Price Booms and Expected Capital Gains. (2014). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
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20. Stock Price Booms and Expected Capital Gains. (2014). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes .
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21. Speculation, risk premia and expectations in the yield curve. (2013). Nimark, Kristoffer ; Barillas, Francisco.
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22. Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends. (2013). Stillwagon, Josh.
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23. The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward. (2013). Stillwagon, Josh.
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24. Adaptive Learning and Survey Data. (2013). Markiewicz, Agnieszka ; Pick, Andreas.
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25. X-CAPM: An Extrapolative Capital Asset Pricing Model. (2013). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas.
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26. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
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27. Speculation, Risk Premia and Expectations in the Yield Curve. (2013). Nimark, Kristoffer ; Barillas, Francisco.
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28. Forecasting Interest Rates with Shifting Endpoints. (2012). van der Wel, Michel ; van Dijk, Dick ; Koopman, Siem Jan ; Wright, Jonathan H..
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29. Risk-premia, carry-trade dynamics, and economic value of currency speculation. (2012). Wagner, Christian.
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30. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
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31. Macroeconomics and the Term Structure. (2012). Gürkaynak, Refet ; Gurkaynak, Refet S. ; Wright, Jonathan H..
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32. Exchange rate dynamics, expectations, and monetary policy. (2011). Chen, Qianying.
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33. The Forward Discount Puzzle: Identi cation of Economic Assumptions. (2011). Velasco, Carlos ; Moon, Seongman.
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34. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Laibson, David ; Fuster, Andreas ; Hebert, Benjamin.
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35. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Fuster, Andreas ; Laibson, David ; Hebert, Benjamin.
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36. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Laibson, David ; Fuster, Andreas ; Herbert, Benjamin .
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37. Booms and Busts in Asset Prices. (2011). Marcet, Albert ; Adam, Klaus.
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38. Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
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39. Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
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40. Investor Overconfidence and the Forward Premium Puzzle. (2010). Hirshleifer, David ; han, bing ; Burnside, Craig ; Wang, Tracy Yue.
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41. Booms and Busts in Asset Prices. (2010). Marcet, Albert ; Adam, Klaus.
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42. Home Bias in Currency Forecasts. (2010). Tsang, Kwok Ping ; Tsay, Wen-Jen ; Chen, Yu-Chin .
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43. Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts. (2010). Gorodnichenko, Yuriy ; Coibion, Olivier.
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44. The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility. (2010). Burren, Daniel .
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45. Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
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46. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
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47. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
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48. Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
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49. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle. (2010). van Wincoop, Eric ; Bacchetta, Philippe.
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50. Futures Contract Rates as Monetary Policy Forecasts. (2009). Nobili, Andrea ; Ferrero, Giuseppe.
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