Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Year of publication: |
[2020]
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Authors: | Lux, Thomas |
Publisher: |
[Kiel] : Christian-Albrechts-Universität zu Kiel, Department of Economics |
Subject: | Stock market dynamics | bubbles and crashes | nonlinear dynamics | chartists and fundamentalists | model confidence set | Theorie | Theory | Spekulationsblase | Bubbles | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | Nichtlineare Dynamik | Nonlinear dynamics | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 64 Seiten) Illustrationen |
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Series: | Economics working paper. - Kiel : Univ., Dep. of Economics, ISSN 2193-2476, ZDB-ID 2111620-9. - Vol. no 2020, 03 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/217226 [Handle] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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