Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Year of publication: |
2021
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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. 57.2021, p. 1-36
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Subject: | Asset pricing | Backus-Smith puzzle | Herding behavior | Heterogeneous belief | Risk premium | Theorie | Theory | CAPM | Herdenverhalten | Herding | Risikoprämie | Anlageverhalten | Behavioural finance | Erwartungsbildung | Expectation formation | Börsenkurs | Share price |
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