Essays about: "Simon Ingo Koch"
Found 1 essay containing the words Simon Ingo Koch.
-
1. Growth Expectations, Dispersion of Beliefs and the Cross-Section of Stock Returns
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The present study investigates whether the mean and the standard deviation of real GDP growth forecasts from the ECB Survey of Professional Forecasters (SPF) can help to explain the cross-sectional variation of expected returns in the German stock market. The expected real GDP growth from the SPF can be interpreted as a proxy for expected business conditions, whereas the cross-sectional dispersion of these expectations may serve as a proxy for macroeconomic uncertainty. READ MORE
Result pages:
1