Behavioural heterogeneity and equity premium volatility in China
Zhong-Qiang Zhou, Ping Huang, Desheng Fu and Wei Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Zhou, Zhong-Qiang ; Huang, Ping ; Fu, Desheng ; Zhang, Wei |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 15, p. 1399-1404
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| Subject: | behavioural heterogeneity | Equity premium volatility | heterogeneous agents model | strategies switching | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory | China | Anlageverhalten | Behavioural finance | CAPM | Agentenbasierte Modellierung | Agent-based modeling | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1937033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412190