A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Year of publication: |
2010
|
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Authors: | Lam, Kin ; Liu, Taisheng ; Wong, Wing Keung |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 203.2010, 1 (16.5.), p. 166-175
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Subject: | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
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