Temporary price trends in the stock market with rational agents
Year of publication: |
2018
|
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Authors: | Ichkitidze, Yuri |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 68.2018, p. 103-117
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Subject: | Asset pricing | Disequilibrium | Financial fragility | Regime switching | Return predictability | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | CAPM | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics |
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