Extrapolative asset pricing
Year of publication: |
2023
|
---|---|
Authors: | Li, Kai ; Liu, Jun |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 210.2023, p. 1-47
|
Subject: | Return extrapolation | Fundamental extrapolation | Asset pricing puzzles | Momentum | Sentiment | CAPM | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Spekulationsblase | Bubbles | Volatilität | Volatility |
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