Beliefs aggregation and return predictability
Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Kyle, Albert S. ; Obižaeva, Anna ; Wang, Yajun |
| Subject: | Prognoseverfahren | Forecasting model | Aggregation | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Erwartungsbildung | Expectation formation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jofi.13195 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014311365