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An empirical re-evaluation of wealth effect in Japanese household behavior
Ogawa, Kazuo; Kitasaka, Shin'ichi; Yamaoka, Hiroshi; … - 1995
Persistent link: https://www.econbiz.de/10000919530
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Non-standard preferences in asset pricing and household finance
Goossens, Jorgo - 2023
Persistent link: https://www.econbiz.de/10013549809
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Comovement, Excess Volatility, and Home Production
Chang, Yongsung - 2002
Two investment anomalies in aggregate home-production models are investigated: excess volatility and comovement. Adjustment cost in capital accumulation reduces both volatility and the negative correlation in investments on capital goods in the market and at home. Investments comove to the...
Persistent link: https://www.econbiz.de/10014141009
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Asset pricing implications of a non-expected recursive utility function : a review
Cho, Jaeho - In: International review of financial analysis 3 (1994) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10001174392
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Modelling Asset Price Volatility Over Time Using LSTM
Datta, Suman - 2022
This note explores machine learning based modelling approach over classical quantitative methods with a focus on modelling realized volatility of asset price over time. Initially, a few modelling assumptions of classical quantitative finance are examined using recent market data. Daily stock...
Persistent link: https://www.econbiz.de/10014238231
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Finite horizons, infinite horizons, and stock prices
Evans, Paul D. - In: Rivista di politica economica 80 (1991) 7, pp. 169-191
Persistent link: https://www.econbiz.de/10001108314
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The social cost of near-rational investment
Hassan, Tarek A.; Mertens, Thomas M. - 2014
Persistent link: https://www.econbiz.de/10010381968
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The social cost of near-rational investment
Hassan, Tarek A.; Mertens, Thomas M. - 2016
Persistent link: https://www.econbiz.de/10011534559
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Household production and asset prices
Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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Belief Dispersion Among Household Investors and Stock Trading Volume
Li, Geng - 2011
paper focuses on how household investors' disagreements on macroeconomic variables influence market-wide trading volume. We … show that greater belief dispersion among household investors is associated with significantly higher trading volume, even … household investors who are more likely to own stocks has more pronounced effects on trading volume, suggesting a causal …
Persistent link: https://www.econbiz.de/10013118656