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Asset Pricing : Herding vs. Individual Social Interaction

König, Frederik - 2010

The existence of influence among participants on financial markets is affirmed by the theory of behavioural finance …

Persistent link: https://www.econbiz.de/10013137950

Asset Pricing in the Presence of Social Interaction

König, Frederik - 2010

What is the mechanism that determines market prices of financial assets? The literature of modern finance theory … equity puzzle in this paper. The upcoming literature of behavioural finance theory loosens the restrictive assumptions of … modern finance theory in favour of the acceptance of an investor's irrationality. Many efforts have been undertaken so far to …

Persistent link: https://www.econbiz.de/10013147794

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

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

Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics

Ghonghadze, Jaba - 2013

Persistent link: https://www.econbiz.de/10009706287

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...