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~isPartOf:"CREATES Research Papers"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Yuan, Yu"
~subject:"Expectation formation"
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An agent-based stochastic vola...
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Expectation formation
Anlageverhalten
5
Behavioural finance
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Share price
3
Anomalies
2
Investor sentiment
2
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Erwartungsbildung
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Financial investment
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Forecasting model
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Globalisierung
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Globalization
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Individual investor
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Kapitalanlage
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Portfolio selection
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Return predictability
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Securities trading
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Sentiment
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Spurious regressors
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Theorie
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Theory
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Yuan, Yu
Merkle, Christoph
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Andreou, Panayiotis C.
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Journal of financial economics
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The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
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