A jump model for fads in asset prices under asymmetric information
Year of publication: |
2014
|
---|---|
Authors: | Buckley, Winston ; Long, Hongwei ; Perera, Sandun |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 236.2014, 1, p. 200-208
|
Publisher: |
Elsevier |
Subject: | Asset pricing | Asymmetric information | Fads | Instantaneous centralized moments of return | Lévy jump markets | Logarithmic utilities |
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