Asset price dynamics with heterogeneous beliefs and local network interactions
Valentyn Panchenko; Sergiy Gerasymchuk; Oleg V. Pavlov
| Year of publication: |
2013
|
|---|---|
| Authors: | Panchenko, Valentyn ; Gerasymchuk, Sergiy ; Pavlov, Oleg V. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 37.2013, 12, p. 2623-2642
|
| Subject: | Asset pricing | Local interactions | Networks | Random graph | Small world | Heterogeneous beliefs | Price dynamics | CAPM | Theorie | Theory | Begrenzte Rationalität | Bounded rationality | Erwartungsbildung | Expectation formation | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010348113