A rational finance explanation of the stock predictability puzzle
Abootaleb Shirvani, Svetlozar T. Rachev, Frank J. Fabozzi
| Year of publication: |
2024
|
|---|---|
| Authors: | Shirvani, Abootaleb ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 42.2024, 3, p. 316-327
|
| Subject: | behavioral finance | option pricing | predictability of stock returns | rational dynamic stock pricing theory | Stratonovich integral | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | CAPM | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1210 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015149348