Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists
Year of publication: |
2013-12-30
|
---|---|
Authors: | Leal, Sandrine Jacob |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 33.2013, 4, p. 3102-3116
|
Publisher: |
AccessEcon |
Subject: | asset pricing | momentum effect | return correlation | heterogeneous agent model | bounded rationality | computer-based simulations |
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