Asset price bubbles from heterogeneous beliefs about mean reversion rates
Year of publication: |
2011
|
---|---|
Authors: | Chen, Xi ; Kohn, Robert V. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 2, p. 221-241
|
Subject: | Spekulationsblase | Bubbles | Börsenkurs | Share price | Mean Reversion | Mean reversion | CAPM | Theorie | Theory | Erwartungsbildung | Expectation formation | Schätzung | Estimation |
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