Disagreement with procyclical beliefs and asset pricing
Year of publication: |
2020
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Authors: | Wang, Hailong ; Hu, Duni |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-33
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Subject: | Disagreement | Asset pricing | Kalman filter | Malliavin derivative | Procyclical beliefs | Theorie | Theory | CAPM | Erwartungsbildung | Expectation formation | Konjunktur | Business cycle | Zustandsraummodell | State space model | Finanzmarkt | Financial market | Derivat | Derivative | Börsenkurs | Share price | Rationale Erwartung | Rational expectations |
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