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• W2353462736 abstract "We develop two new methods for calibrating subjective expectations regarding the return generating process (RGP) of financial assets without resorting to noisy realized returns. Using finance professionals’ expectations of average and extreme returns, volatilities, and probabilities of stocks beating bonds, we investigate what these expectations imply of other key aspects of the RGP, namely stock-bond correlation, stock mean-reversion, and tails of the return distribution. We find a high degree of confidence in stocks beating bonds, with moderate returns and volatility, and no extreme returns. For most subjects these expectations imply implausible RGP’s given established empirical facts, or else, a miracle." @default.
• W2353462736 created "2016-06-24" @default.
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• W2353462736 date "2016-01-01" @default.
• W2353462736 modified "2023-10-03" @default.
• W2353462736 title "Expecting a Stock Market Miracle" @default.
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• W2353462736 doi "https://doi.org/10.2139/ssrn.2757631" @default.
• W2353462736 hasPublicationYear "2016" @default.
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