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Our objective is to understand the trading strategy that would allow an investor to take advantage of quot;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices...
Persistent link: https://www.econbiz.de/10012783588
Our objective is to identify the trading strategy that would allow an investor to take advantage of quot;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general-equilibrium model of sentiment. In it, there are two classes of agents and stock prices are...
Persistent link: https://www.econbiz.de/10012759836
Our objective is to identify the trading strategy that would allow an investor to take advantage of "excessive" stock price volatility and "sentiment" fluctuations. We construct a general equilibrium "difference-of-opinion" model of sentiment in which there are two classes of agents, one of...
Persistent link: https://www.econbiz.de/10005296209
Persistent link: https://www.econbiz.de/10008231897
Persistent link: https://www.econbiz.de/10007861214
Our objective is to understand the trading strategy that would allow an investor to take advantage of "excessive" stock price volatility and "sentiment" fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices are excessively...
Persistent link: https://www.econbiz.de/10005710368
Our objective is to identify the trading strategy that would allow an investor to take advantage of "excessive" stock price volatility and "sentiment" fluctuations. We construct a general-equilibrium model of sentiment. In it, there are two classes of agents and stock prices are excessively...
Persistent link: https://www.econbiz.de/10005830778
Persistent link: https://www.econbiz.de/10006956903
Our objective is to understand the trading strategy that would allow an investor to take advantage of “excessive” stock price volatility and “sentiment” fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices are...
Persistent link: https://www.econbiz.de/10005222555
Our objective is to identify the trading strategy that would allow an investor to take advantage of ''excessive'' stock price volatility and “sentiment” fluctuations. We construct a general-equilibrium model of sentiment. In it, there are two classes of agents and stock prices are...
Persistent link: https://www.econbiz.de/10005666713