A pseudo-Bayesian model for stock returns in financial crises
Year of publication: |
December 2011
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Authors: | Fung, Eric S. ; Lam, Kin ; Siu, Tak Kuen ; Wong, Wing Keung |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 4.2012, 1, p. 43-73
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Subject: | Bayesian model | Representative and conservative heuristics | Underreaction | Overreaction | Stock price | Stock return | financial crisis | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Theorie | Theory | Bayes-Statistik | Bayesian inference |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm4010043 [DOI] hdl:10419/178529 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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