1. Who Likes It More?. (2025). Ferrer, Carlos Alos ; Garagnani, Michele.
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2. Price, Volatility and the Second-Order Economic Theory. (2021). Olkhov, Victor.
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3. Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor.
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4. Econophysics of Asset Price, Return and Multiple Expectations. (2020). Olkhov, Victor.
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5. Methods of Economic Theory: Variables, Transactions and Expectations as Functions of Risks. (2019). Olkhov, Victor.
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   RePEc:pra:mprapa:95628.

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6. New Essentials of Economic Theory. (2019). Olkhov, Victor.
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   RePEc:pra:mprapa:95065.

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7. New Essentials of Economic Theory I. Assumptions, Economic Space and Variables. (2019). Olkhov, Victor.
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   RePEc:pra:mprapa:94874.

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8. New Essentials of Economic Theory III. Economic Applications. (2019). Olkhov, Victor.
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   RePEc:pra:mprapa:94053.

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9. New essentials of economic theory II. Economic transactions, expectations and asset pricing. (2019). Olkhov, Victor.
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10. New Essentials of Economic Theory I. Assumptions, Economic Space and Variables. (2019). Olkhov, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:93085.

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11. Econophysics of Asset Price, Return and Multiple Expectations. (2019). Olkhov, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:91587.

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12. Financial Variables, Market Transactions, and Expectations as Functions of Risk. (2019). Olkhov, Victor.
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13. Expectations, Price Fluctuations and Lorenz Attractor. (2018). Olkhov, Victor.
    In: MPRA Paper.
    RePEc:pra:mprapa:89105.

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14. Occupations and Work Characteristics: Effects on Retirement Expectations and Timing. (2015). Hudomiet, Peter ; Willis, Robert J ; McFall, Brooke Helppie ; Sonnega, Amanda.
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15. Financial Advice and Stock Market Participation. (2014). Inderst, Roman ; Georgarakos, Dimitris.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9922.

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16. Wall Street vs. Main Street: An Evaluation of Probabilities. (2013). Rogier J. D. Potter van Loon, ; Lumsdaine, Robin L..
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17. Expectations of Returns and Expected Returns. (2013). Shleifer, Andrei ; Greenwood, Robin.
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18. What do professional forecasters stock market expectations tell us about herding, information extraction and beauty contests?. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Rangvid, Jesper.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:20:y:2013:i:c:p:109-129.

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19. The future of retirement and the pension system: How the public’s expectations vary over time and across socio-economic groups. (2012). van soest, arthur ; Bissonnette, Luc.
    In: IZA Journal of European Labor Studies.
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20. Stock Price Expectations and Stock Trading. (2012). Rohwedder, Susann ; Hurd, Michael.
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21. Household Finance. An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
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22. The Future of Retirement and the Pension System : How the Public’s Expectations Vary over Time and across Socio-Economic Groups. (2011). van soest, arthur ; van Soest, A. H. O., ; Bissonnette, L.
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23. The Future of Retirement and the Pension System : How the Public’s Expectations Vary over Time and across Socio-Economic Groups. (2011). van soest, arthur ; Bissonnette, Luc ; van Soest, A. H. O., .
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24. Financial Advice and Stock Market Participation. (2011). Inderst, Roman ; Georgarakos, Dimitris.
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25. Trust and the Choice Between Housing and Financial Assets: Evidence from Spanish Households. (2010). Poschke, Markus ; El-Attar, Mayssun.
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26. Learning and heterogeneity in GDP and inflation forecasts. (2010). Sheng, Xuguang Simon ; Lahiri, Kajal.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:2:p:265-292.

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27. Higher-order beliefs among professional stock market forecasters: some first empirical tests. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Rangvid, Jesper.
    In: ZEW Discussion Papers.
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28. Learning and heterogeneity in GDP and inflation forecasts. (2009). Sheng, Xuguang Simon ; Lahiri, Kajal.
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29. Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?. (2009). Sharpe, Steven ; Amromin, Gene.
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30. Subjective expectations in the context of HIV/AIDS in Malawi. (2009). Delavande, Adeline ; Kohler, Hans-Peter.
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31. Measuring revisions to subjective expectations. (2008). Delavande, Adeline.
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    RePEc:kap:jrisku:v:36:y:2008:i:1:p:43-82.

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32. Rethinking the measurement of household inflation expectations: preliminary findings. (2008). van der Klaauw, Wilbert ; topa, giorgio ; Potter, Simon ; de Bruin, Wandi Bruine ; Ryan, Michael B.
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33. Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?. (2008). Sharpe, Steven ; Amromin, Gene.
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    RePEc:fip:fedgfe:2008-17.

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34. Evolution of forecast disagreement in a Bayesian learning model. (2008). Sheng, Xuguang Simon ; Lahiri, Kajal.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:2:p:325-340.

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35. Asymmetries in Inflation Expectation Formation Across Demographic Groups. (2008). Santoro, Emiliano ; Pfajfar, Damjan.
    In: Cambridge Working Papers in Economics.
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36. Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment. (2007). Santoro, Emiliano ; Pfajfar, Damjan.
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37. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
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38. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
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39. Predictability in Financial Markets: What Do Survey Expectations Tell Us?. (2006). van Wincoop, Eric ; Mertens, Elmar ; Bacchetta, Philippe.
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40. Trusting the stock market. (2005). Reiter, Michael ; Haliassos, Michael.
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41. From the horses mouth: gauging conditional expected stock returns from investor surveys. (2005). Sharpe, Steven ; Amromin, Gene.
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42. Survey Expectations. (2005). Weale, Martin ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
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1. Ökonomische Grundlagen der Finanzwirtschaft. (2023). Hens, Thorsten ; Elmiger, Sabine.
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2. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
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3. Measuring the Completeness of Theories. (2019). Mullainathan, Sendhil ; Fudenberg, Drew ; Kleinberg, Jon ; Liang, Annie.
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4. Model of Bias-Driven Trend Followers and Interaction with Manipulators. (2017). Zhu, Qing ; Lai, Kin Keung ; Liu, KE ; Yen, Jerome.
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5. Time series momentum and moving average trading rules. (2017). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
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   RePEc:taf:quantf:v:17:y:2017:i:3:p:405-421.

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6. Profitability of CAPM Momentum Strategies in the US Stock Market. (2017). HE, QING ; CHONG, Terence Tai Leung ; Siu, Jonathan T ; Sang, Hugo Tak .
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7. Global Investigation of Return Autocorrelation and its Determinants. (2017). Xue, Wen-Jun ; Jain, Pawan.
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8. International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio.
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9. Extrapolative expectations and capital flows during convergence. (2017). Davenport, Margaret ; Cozzi, Guido.
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10. Conditional Retrospective Voting in Large Elections. (2017). Esponda, Ignacio ; Pouzo, Demian.
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11. A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets. (2016). villeneuve, stephane ; Pouget, Sébastien.
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12. How do Experts Forecast Sovereign Spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo ; Poplawskiribeiro, Marcos.
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13. A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets. (2016). villeneuve, stephane ; Pouget, Sébastien.
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14. How do experts forecast sovereign spreads?. (2016). Poplawski-Ribeiro, Marcos ; Claeys, Peter ; Cimadomo, Jacopo.
    In: European Economic Review.
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15. Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos.
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16. Kou Jump Diffusion Model: An Application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 Index Options. (2016). Yessimzhanova, Saira ; Abbasi, Wajih ; Hajek, Petr ; Amonov, Kholnazar ; Ismailova, Diana ; ben Khelifa, Zouhaier .
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17. Time series momentum trading strategy and autocorrelation amplification. (2015). Satchell, S ; Hong, K J.
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18. Losers Win, Winners Lose: Evidence against Market Efficiency. (2015). Smith, Zachary Alexander.
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19. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
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20. Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market. (2015). Wu, Eliza ; ter Ellen, Saskia ; He, Xuezhong (Tony) ; Chiarella, Carl.
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21. Man or machine? Rational trading without information about fundamentals. (2014). Tinn, Katrin ; Rossi, Stefano.
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22. Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks. (2014). Tortorice, Daniel.
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23. Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jae Hyung.
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24. The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets. (2013). Todea, Alexandru ; Pleoianu, Anita .
    In: Economic Modelling.
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25. Reactions of the capital markets to the shocks before and during the global crisis. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
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26. A Review of the Role of Financial Reporting in the Global Financial Crisis. (2012). Pinnuck, Matt.
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27. The importance of time series extrapolation for macroeconomic expectations. (2011). Schmidt, Ulrich ; Roos, Michael.
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28. Does investor attention influence stock market activity? The case of spin-off deals. (2011). Farina, Vincenzo ; Carretta, Alessandro ; Reale, Marco ; Graziano, Elvira Anna.
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29. The pre-FOMC announcement drift. (2011). Moench, Emanuel ; Lucca, David.
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30. Currency Momentum Strategies. (2011). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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31. Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?. (2010). Deng, Yongheng ; Zhang, Minye .
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32. Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand. (2010). Truong, Cameron.
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33. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David.
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34. The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility: The Empirical Study of Brazil. (2009). Nissanke, Machiko ; Kaltenbrunner, Annina.
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35. House Prices and Bubbles in New Zealand. (2008). Hoesli, Martin ; Fraser, Patricia ; McAlevey, Lynn.
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36. Overconfidence and Consumption over the Life Cycle. (2007). Huang, Kevin ; Caliendo, Frank.
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37. Self-referential behaviour, overreaction and conventions in financial markets. (2007). Wyart, Matthieu ; Bouchaud, Jean-Philippe.
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38. Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique. (2005). hendershott, patric ; Macgregor, Bryan D..
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39. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
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40. Detecting Regime Shifts: The Causes of Under- and Overreaction. (2005). Wu, George ; Massey, Cade.
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41. Asset Mispricing Due to Cognitive Dissonance. (2005). Drees, Burkhard ; Eckwert, Bernhard.
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42. Stock and bond market interaction: Does momentum spill over?. (2005). Gebhardt, William R. ; Hvidkjaer, Soeren ; Swaminathan, Bhaskaran.
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43. Team formation and biased self-attribution. (2005). Corgnet, Brice.
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44. Momentum profits and macroeconomic factors. (2004). Chelley-Steeley, Patricia ; Siganos, Antonios.
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45. Comovement and FTSE 100 Index Changes. (2004). Kougoulis, Periklis ; Coakley, Jerry.
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