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What can rational investors do about excessive volatility and sentiment fluctuations?

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What can rational investors do about excessive volatility and sentiment fluctuations?

Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005

Our objective is to understand the trading strategy that would allow an investor to take advantage of quot;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices...