Similar Search Results

Characterizing investor expectations for assets with varying risk

Gaus, Eric; Sinha, Arunima - In: Research in international business and finance 39 (2017), pp. 990-999

Persistent link: https://www.econbiz.de/10011912425

What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?

Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96

Persistent link: https://www.econbiz.de/10011962585

A risk-neutral equilibrium leading to uncertain volatility pricing

Muhle-Karbe, Johannes; Nutz, Marcel - In: Finance and stochastics 22 (2018) 2, pp. 281-295

Persistent link: https://www.econbiz.de/10011945712

Conventional views and asset prices : what to expect after times of extreme opinions?

Aromí, J. Daniel - In: Journal of applied economics 20 (2017) 1, pp. 49-73

Persistent link: https://www.econbiz.de/10011924254

Momentum and reversal in financial markets with persistent heterogeneity

Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele - 2018

This paper investigates whether short-term momentum and long-term reversal may emerge from the wealth reallocation process taking place in speculative markets. We assume that there are two classes of investors who trade long-lived assets by holding constantly rebalanced portfolios based on their...

Persistent link: https://www.econbiz.de/10011790528

Heterogeneous beliefs and tests of present value models

Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - In: The review of economic studies 81 (2014) 3, pp. 1137-1163

Persistent link: https://www.econbiz.de/10010485954

Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model

He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987

Persistent link: https://www.econbiz.de/10009573416

Heterogeneous beliefs in asset pricing : when investors' estimates of asset volatility disagree

Lin, Chien-chih; Lin, Feng-teng - In: Asia-Pacific journal of financial studies 39 (2010) 6, pp. 720-735

Persistent link: https://www.econbiz.de/10009231507

Diverse beliefs and time variability of risk premia

Kurz, Mordecai; Motolese, Maurizio - In: Economic theory : official journal of the Society for … 47 (2011) 2/3, pp. 293-335

Persistent link: https://www.econbiz.de/10009126592

Welfare effects of short-sale constraints under heterogeneous beliefs

Nakata, Hiroyuki - In: Economic theory : official journal of the Society for … 53 (2013) 2, pp. 283-314

Persistent link: https://www.econbiz.de/10009752720