Heterogenous beliefs with sentiments and asset pricing
Year of publication: |
2022
|
---|---|
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. 63.2022, p. 1-39
|
Subject: | Asset pricing | Contrarian | Extrapolator | Predictability | Risk premium | Risikoprämie | CAPM | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Erwartungsbildung | Expectation formation | Portfolio-Management | Portfolio selection |
-
Understanding momentum and reversal
Kelly, Bryan T., (2021)
-
Zhang, Shaojun, (2024)
-
House prices, expectations, and time-varying fundamentals
Gelain, Paolo, (2014)
- More ...
-
Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Wang, Hailong, (2021)
-
Disagreements with noisy signals and asset pricing
Wang, Hailong, (2020)
-
Disagreement with procyclical beliefs and asset pricing
Wang, Hailong, (2020)
- More ...