Roman Frydman

New York University (NYU) - Department of Economics

19 West 4th Street

New York, NY 10012

United States

SCHOLARLY PAPERS

2

DOWNLOADS

150

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

How Market Sentiment Drives Forecasts of Stock Returns

Institute for New Economic Thinking Working Paper Series No. 115
https://doi.org/10.36687/inetwp115
Number of pages: 42 Posted: 15 May 2020 Last Revised: 14 Aug 2020
Roman Frydman, Nicholas Mangee and Josh R. Stillwagon
New York University (NYU) - Department of Economics, Armstrong Atlantic State University and Babson College - Economics Division
Downloads 114 (294,025)

Abstract:

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stock-return forecasts, fundamentals, market sentiment, structural change, model ambiguity

2.

Rethinking the Role of the Representativeness Heuristic in Macroeconomics and Finance Theory

Institute for New Economic Thinking Working Paper Series No. 142
https://doi.org/10.36687/inetwp142
Number of pages: 42 Posted: 01 Apr 2021
Roman Frydman and Morten Tabor
New York University (NYU) - Department of Economics and University of Copenhagen - Department of Economics
Downloads 36 (530,839)

Abstract:

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Uncertainty in Economic Models; Kahneman and Tversky's Experimental Findings; Behavioral Finance; Muth's Hypothesis; REH.