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Where are the sources of stock market mispricing and excess volatility?

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Property bubbles : a transitory phenomenon

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Herd behavior, bubbles and social interactions in financial markets

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Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program

Liu, Clark; Wang, Shujing; Wei, K. C. John - In: Journal of banking & finance 126 (2021), pp. 1-24

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Collateralization and asset price bubbles when investors disagree about risk

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Portfolio constraints, differences in beliefs and bubbles

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Bubbles in assets with finite life

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A risk-neutral equilibrium leading to uncertain volatility pricing

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Speculation-driven business cycles

Bigio, Saki; Zilberman, Eduardo - 2019

Speculation, in the spirit of Harrison and Kreps [1978], is introduced into a standard real business cycle model. Investors (speculators) hold heterogeneous beliefs about firm growth. Firm ownership, and thus, the firm's discount factor varies with waves of optimism and leverage. These waves...

Persistent link: https://www.econbiz.de/10012145301