Pengfei Sui

California Institute of Technology

PhD Candidate

CA

United States

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Scholarly Papers (1)

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Asset Pricing with Return Extrapolation

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Number of pages: 73 Posted: 01 Oct 2017 Last Revised: 28 Feb 2018
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and California Institute of Technology
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Citation 7

Abstract:

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Expectations, Return Extrapolation, Stock Market Movements