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Asset pricing in a monetary economy with heterogeneous beliefs
Croitoru, Benjamin; Lu, Lei - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2203-2219
Persistent link: https://www.econbiz.de/10011372432
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Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
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Impact of heterogeneous beliefs and short sale constraints on security issuance decisions
Wang, Yahua; Xu, Feng; Hu, Angang - In: Economic modelling 30 (2013), pp. 539-545
Persistent link: https://www.econbiz.de/10009708852
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Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
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Where are the sources of stock market mispricing and excess volatility?
Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
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Initial public offerings and investor heterogeneity : evidence from Malaysia
Low, Soo Wah; Othman Yong - In: American journal of finance and accounting 3 (2013/14) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10010403323
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Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
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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
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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
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Learning from experience in the stock market
Nakov, Anton; Nuño, Galo - In: Journal of economic dynamics & control 52 (2015), pp. 224-239
Persistent link: https://www.econbiz.de/10011474196