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Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle

This paper jointly estimates the relationship between stock share and expectations and risk preferences. The survey allows individual-level, quantitative estimates of risk tolerance and of the perceived mean and variance of stock returns. These estimates have economically and statistically significa...

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Detalles Bibliográficos
Publicado en:J Bus Econ Stat
Autores principales: Ameriks, John, Kézdi, Gábor, Lee, Minjoon, Shapiro, Matthew D.
Formato: Artigo
Lenguaje:Inglês
Publicado: 2019
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC7518143/
https://ncbi.nlm.nih.gov/pubmed/32982033
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/07350015.2018.1549560
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