A classical model of speculative asset price dynamics
Year of publication: |
2023
|
---|---|
Authors: | Inoua, Sabiou M. ; Smith, Vernon L. |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 37.2023, p. 1-12
|
Subject: | Retradable assets | Speculation | Bubbles | Excess volatility | Clustered volatility | Power law of returns | Asset experiments | Classical economics | Theorie | Theory | Volatilität | Volatility | Spekulationsblase | Spekulation | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income |
-
A classical model of speculative asset price dynamics
Inoua, Sabiou M., (2021)
-
Perishable goods versus re-tradable assets : a theoretical reappraisal of a fundamental dichotomy
Inoua, Sabiou M., (2022)
-
Rational speculators, contrarians, and excess volatility
Lof, Matthijs, (2015)
- More ...
-
Classical theory of competitive market price formation
Inoua, Sabiou M., (2021)
-
A classical model of speculative asset price dynamics
Inoua, Sabiou M., (2021)
-
Perishable goods versus re-tradable assets : a theoretical reappraisal of a fundamental dichotomy
Inoua, Sabiou M., (2022)
- More ...