Asset pricing under endogenous expectations in an artificial stock market
W. Brian Arthur ..
| Year of publication: |
1997
|
|---|---|
| Authors: | Arthur, W. Brian ; Holland, John H. ; LeBaron, Blake Dean ; Palmer, Richard ; Tayler, Paul |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 26.1997, 2, p. 297-329
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| Subject: | CAPM | Effizienzmarkthypothese | Efficient market hypothesis | Erwartungsbildung | Expectation formation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001337748