Conditions for bubbles to arise under heterogeneous beliefs
Year of publication: |
2022
|
---|---|
Authors: | Lee, Seunghyun ; Park, Hyungbin |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 3, p. 409-421
|
Subject: | Asset pricing | CIR model | Dividend model | Heterogeneous belief | Price bubble | Theorie | Theory | Spekulationsblase | Bubbles | CAPM | Dividende | Dividend | Rationale Erwartung | Rational expectations | Börsenkurs | Share price | Erwartungsbildung | Expectation formation |
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