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  • 29 Aug 2013
  • Working Paper Summaries

X-CAPM: An Extrapolative Capital Asset Pricing Model

Keywords: by Nicholas Barberis, Robin Greenwood, Lawrence Jin & Andrei Shleifer
  • 02 Mar 2016
  • Working Paper Summaries

Extrapolation and Bubbles

Keywords: by Nicholas Barberis, Robin Greenwood, Lawrence Jin, and Andrei Shleifer
  • 08 Sep 2016
  • Working Paper Summaries

A Model of Credit Market Sentiment

Keywords: by Robin Greenwood, Samuel G. Hanson, and Lawrence J. Jin; Financial Services
  • 07 Jun 2019
  • Working Paper Summaries

Reflexivity in Credit Markets

Keywords: by Robin Greenwood, Samuel G. Hanson, and Lawrence J. Jin
  • 20 Jun 2017
  • First Look

First Look at New Research and Ideas, June 20

background stories of organizations, Win-Win Corporations is an inspiring read into what makes companies great. Publisher's link: https://www.hbs.edu/faculty/Pages/item.aspx?num=52757 forthcoming Journal of Financial Economics Extrapolation and Bubbles By: View Details
Keywords: Sean Silverthorne
  • January 2015
  • Article

X-CAPM: An Extrapolative Capital Asset Pricing Model

By: Nicholas Barberis, Robin Greenwood, Lawrence Jin and Andrei Shleifer
Survey evidence suggests that many investors form beliefs about future stock market returns by extrapolating past returns. Such beliefs are hard to reconcile with existing models of the aggregate stock market. We study a consumption-based asset pricing model in which... View Details
Keywords: Capital Asset Pricing; Returns; Investing; Asset Pricing; Investment Return
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  • August 2018
  • Article

Extrapolation and Bubbles

By: Nicholas Barberis, Robin Greenwood, Lawrence Jin and Andrei Shleifer
We present an extrapolative model of bubbles. In the model, many investors form their demand for a risky asset by weighing two signals: an average of the asset’s past price changes and the asset’s degree of overvaluation. The two signals are in conflict, and investors... View Details
Keywords: Bubble; Extrapolation; Volume; Price Bubble; Mathematical Methods
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  • 01 Mar 2016
  • First Look

March 1, 2016

small enough to avoid extortion. Download working paper: https://www.hbs.edu/faculty/Pages/item.aspx?num=50675 Extrapolation and Bubbles By: Barberis, Nicholas, Robin Greenwood,... View Details
Keywords: Sean Silverthorne
  • Forthcoming
  • Article

Reflexivity in Credit Markets

By: Robin Greenwood, Samuel G. Hanson and Lawrence J. Jin
Reflexivity is the idea that investors' biased beliefs affect market outcomes and that market outcomes in turn affect investors’ future biases. We develop a dynamic behavioral model of the credit cycle featuring this two-way feedback loop. Investors form beliefs about... View Details
Keywords: Reflexivity; Attitudes; Financial Markets; Forecasting and Prediction; Investment; Credit
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  • 27 Aug 2013
  • First Look

First Look: August 27

organizational adoption of practice variants that differ in their degree of customization.   Working Papers X-CAPM: An Extrapolative Capital Asset Pricing Model By: Barberis, Nicholas, Robin View Details
Keywords: Sean Silverthorne
  • 29 Apr 2014
  • First Look

First Look: April 29

  Publications August 2013 Journal of Financial Economics X-CAPM: An Extrapolative Capital Asset Pricing Model By: Barberis, Nicholas, Robin Greenwood, View Details
Keywords: Sean Silverthorne

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