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Social interactions and asset pricing bubbles
Steiger, Sören; Pelster, Matthias - In: Journal of economic behavior & organization : JEBO 179 (2020), pp. 503-522
Persistent link: https://www.econbiz.de/10012486889
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The ex ante likelihood of bubbles
Chinco, Alex - In: Management science : journal of the Institute for … 69 (2023) 2, pp. 1222-1244
Persistent link: https://www.econbiz.de/10014295478
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To what extent do network effects moderate the relationship between social media propagated news and investors' perceptions?
Khan Feroz, Noushad; Hassan, Gazi M.; Cameron, Michael - In: Research in economics : an international review of economics 76 (2022) 3, pp. 170-188
Persistent link: https://www.econbiz.de/10014230131
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True Fundamentals Hypothesis : Detecting Bias in the Stock Market
Sano, Kazuo - 2019
The fundamental indicators of stocks include information as well as the effects of noise and bias on the stock prices …; however, identifying the effects of noise and bias is generally difficult. In this article, I present the true fundamentals … hypothesis based on rational expectations and detect bias components from the actual fundamental indicators by using a log …
Persistent link: https://www.econbiz.de/10012904105
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On the forecastability of financial markets
Zwergel, Bernhard - 2009
Persistent link: https://www.econbiz.de/10009126199
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Biased information weight processing in stock markets
Mohrschladt, Hannes; Langer, Thomas - In: Journal of empirical finance 57 (2020), pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
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Investors' overconfidence in the stock market
Ganesh, Rajasekharan; Thiyagarajan, S.; Vasudevan, Gopala; … - In: Copernican Journal of Finance & Accounting : CJF&A 11 (2022) 4, pp. 107-123
Persistent link: https://www.econbiz.de/10014328667
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas (contributor) - 2008
High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...
Persistent link: https://www.econbiz.de/10003715066
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Local interaction, incomplete information and properties of asset prices
Hule, Richard; Lawrenz, Jochen - In: Complexity and artificial markets, (pp. 91-105). 2008
Persistent link: https://www.econbiz.de/10003763024
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Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas - In: Handbook of financial markets : dynamics and evolution, (pp. 161-215). 2009
Persistent link: https://www.econbiz.de/10003820630