My Account Log in

1 option

Crash Beliefs From Investor Surveys / William N. Goetzmann, Dasol Kim, Robert J. Shiller.

NBER Working papers Available online

View online
Format:
Book
Author/Creator:
Goetzmann, William N.
Contributor:
National Bureau of Economic Research.
Kim, Dasol.
Shiller, Robert J.
Series:
Working Paper Series (National Bureau of Economic Research) no. w22143.
NBER working paper series no. w22143
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2016.
Summary:
Historical data suggest that the base rate for a severe, single-day stock market crash is relatively low. Surveys of individual and institutional investors, conducted regularly over a 26-year period in the United States, show that they assess the probability to be much higher. We examine factors influencing investor responses and test the role of media influence, finding evidence consistent with an availability bias. Adverse market events made salient by financial press are associated with higher subjective crash probabilities. Exogenous shocks related to earthquakes are also associated with higher probabilities. Finally, subjective crash probabilities are negatively associated with mutual fund flows.
Notes:
Print version record
April 2016.

The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.

Find

Home Release notes

My Account

Shelf Request an item Bookmarks Fines and fees Settings

Guides

Using the Find catalog Using Articles+ Using your account