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Fundamental traders' "tragedy of the commons" : information costs and other determinants for the survival of experts and noise traders in financial markets
Witte, Björn-Christopher - In: Economic modelling 32 (2013), pp. 377-385
Persistent link: https://www.econbiz.de/10009762147
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Sentiment asset pricing model with consumption
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 30 (2013), pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
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Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence; Lau, Chi Keung; Chan, Kwok Ho - In: Economic modelling 38 (2014), pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
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Higher order expectations in sentiment asset pricing model
Yang, Chunpeng; Cai, Chuangqun - In: Economic modelling 39 (2014), pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
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Special issue: Taipei International Conference on Modelling Monetary and Financial sectors
Lin, Jin-lung (contributor) - 2005
Persistent link: https://www.econbiz.de/10002636660
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Further tests of asset pricing models : liquidity risk matters
Ma, Xiuli; Zhang, Xindong; Liu, Weimin - In: Economic modelling 95 (2021), pp. 255-273
Persistent link: https://www.econbiz.de/10012695989
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Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
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Generalized asset pricing : Expected Downside Risk-based equilibrium modeling
Ormos, Mihály; Timotity, Dusán - In: Economic modelling 52 (2016), pp. 967-980
Persistent link: https://www.econbiz.de/10011643117
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna; Wójtowicz, Tomasz; Zaremba, Adam - In: Economic modelling 124 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463293