A model of financial market dynamics with heterogeneous beliefs and state dependent confidence
Year of publication: |
2008
|
---|---|
Authors: | Chiarella, Carl ; Dieci, Roberto ; Gardini, Laura ; Sbragia, Lucia |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 32.2008, 1/2, p. 55-72
|
Subject: | CAPM | Erwartungsbildung | Expectation formation |
-
How does information quality affect stock returns?
Veronesi, Pietro, (2000)
-
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian, (2001)
-
Expected return, realized return, and asset pricing tests
Elton, Edwin J., (1999)
- More ...
-
A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
Chiarella, Carl, (2008)
-
A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence
Chiarella, Carl, (2008)
-
PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS
Chiarella, Carl, (2002)
- More ...