A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Xu Guo, Michael McAleer, Wing-Keung Wong, Lixing Zhu
| Year of publication: |
November 2017
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| Authors: | Guo, Xu ; McAleer, Michael ; Wong, Wing Keung ; Zhu, Lixing |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 346-358
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| Subject: | Bayesian model | Representative and conservative heuristics | Excess volatility | Underreaction and overreaction | Magnitude effects | Financial crises | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Finanzkrise | Financial crisis | Heuristik | Heuristics | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Schock | Shock | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011938136