Stock and Bond Prices with Disagreement and Habit Formation Preferences
Year of publication: |
2011
|
---|---|
Authors: | Xiouros, Costas |
Other Persons: | Zapatero, Fernando (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | CAPM | Präferenztheorie | Theory of preferences | Anleihe | Bond |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1787371 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Inconsistent Bond Pricing in a Rational Mark
Chen, Hong-Yi, (2015)
-
Recovering Heterogeneous Beliefs and Preferences from Asset Prices
Ghosh, Anisha, (2020)
-
Swedish stock and bond returns, 1856 - 2012
Waldenström, Daniel, (2014)
- More ...
-
Disagreement, Information Quality and Asset Prices
Xiouros, Costas, (2019)
-
The Representative Agent of an Economy with External Habit-Formation and Heterogeneous Risk-Aversion
Xiouros, Costas, (2018)
-
The representative agent of an economy with external habit formation and heterogeneous risk aversion
Xiouros, Costas, (2010)
- More ...