A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Xu Guo (College of Economics and Management, Nanjing University of Aeronautics and Astronautics), Michael McAleer (Department of Quantitative Finance, National Tsing Hua University, Taiwan, Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Tinbergen Institute, The Netherlands, Department of Quantitative Economics, Complutense University of Madrid, Spain), Wing-Keung Wong (Department of Economics, Hong Kong Baptist University, Hong Kong), Lixing Zhu (Department of Mathematics, Hong Kong Baptist University, Hong Kong)
Year of publication: |
January 2016
|
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Authors: | Guo, Xu ; McAleer, Michael ; Wong, Wing Keung ; Zhu, Lixing |
Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
Subject: | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Börsenkurs | Share price | Schock | Shock | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Heuristik | Heuristics |
Saved in:
freely available
Extent: | 1 Online-Ressource (circa 26 Seiten) |
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Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. EI2016-01 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:1765/79730 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432790
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