Fundamental factors and extrapolation in stock-market expectations : the central role of structural change
Year of publication: |
2018
|
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Authors: | Frydman, Roman ; Stillwagon, Joshua R. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 148.2018, p. 189-198
|
Subject: | Automatic model selection | Asset-market expectations | REH | Behavioral finance | Structural change | Model ambiguity | Anlageverhalten | Behavioural finance | Strukturwandel | Erwartungsbildung | Expectation formation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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