Expectations and the structure of share prices

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Last edited by MARC Bot
December 8, 2022 | History

Expectations and the structure of share prices

  • 1 Want to read

This monograph investigates a number of interrelated questions about the formation of expectations and the pricing of capital assets. Central to the empirical work is a unique body of expectations data collected over the decade of the 1960s. The book first describes the data and then examines a number of questions regarding consensus, accuracy, and completeness of the forecasts as well as the underlying process that appears to generate the forecasts. The book then turns to the development of a restatement of financial-asset valuation theory and goes on to use the expectations data we have collected to test the model. We find that our data permit far more satisfactory tests of valuation models than have been possible before and that they help provide important insights into the structure of security prices. Because we believe that these data will be helpful to other researchers, we have published the data themselves in as much detail as our respondents would permit.

Publish Date
Language
English
Pages
173

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Previews available in: English

Edition Availability
Cover of: Expectations and the Structure of Share Prices
Expectations and the Structure of Share Prices
2009, University of Chicago Press
Electronic resource in English
Cover of: Expectations and the structure of share prices
Expectations and the structure of share prices
1982, University of Chicago Press
in English

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Book Details


Edition Notes

Bibliography: p. 167-169.
Includes index.

Published in
Chicago
Series
A National Bureau of Economic Research monograph

Classifications

Dewey Decimal Class
332.63/222/0724
Library of Congress
HG4636 .C7 1982, HG4915

The Physical Object

Pagination
x, 173 p. ;
Number of pages
173

ID Numbers

Open Library
OL3488706M
Internet Archive
expectationsstru00crag
ISBN 10
0226116689
LCCN
82008388
OCLC/WorldCat
8452283
Goodreads
1153998

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 8, 2022 Edited by MARC Bot import existing book
June 17, 2022 Edited by ImportBot import existing book
October 21, 2020 Edited by MARC Bot import existing book
June 30, 2019 Edited by MARC Bot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record