Narrow search
Showing 1 - 10 of 22,336
Cover Image
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726455
Cover Image
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005
;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general equilibrium model of sentiment. In it … that rational investors can do optimally to exploit, and hence, eliminate excessive volatility, except in the very long run.quot …
Persistent link: https://www.econbiz.de/10003394257
Cover Image
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard J.; Kurshev, Alexander; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003294322
Cover Image
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10003232674
Cover Image
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005
Persistent link: https://www.econbiz.de/10003364622
Cover Image
Risk perception and diversification behaviour in investment decisions
Siebenmorgen, Niklas - 2001
Persistent link: https://www.econbiz.de/10001553464
Cover Image
Explaining Momentum Strategies Using Intrinsic Price Fluctuations
Baltas, Nick - 2012
This paper focuses on cross-sectional equity momentum patterns by modeling a stock's price path as the interaction between a long-term growth component and a number of fluctuating price components that oscillate around the long-term trend at various distinct frequencies. Using this...
Persistent link: https://www.econbiz.de/10013114193
Cover Image
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Cover Image
Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man; Zheng, Xian; Wang, Hui - In: Applied economics 45 (2013) 19/21, pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
Cover Image
What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?
Dumas, Bernard - 2005
price volatility and "sentiment" fluctuations. We construct a general equilibrium model of sentiment. In it, there are two … exploit, and hence, eliminate excessive volatility, except in the very long run." …
Persistent link: https://www.econbiz.de/10012466868