Does belief heterogeneity explain asset prices : the case of the longshot bias
Year of publication: |
January 2015
|
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Authors: | Gandhi, Amit ; Serrano-Padial, Ricardo |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 82.2015, 1, p. 156-186
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Subject: | Heterogeneity | Prospect theory | Favourite-longshot | Rational expectations | Demand estimation | Random utility | Noise traders | Risk preferences | Rationale Erwartung | Prospect Theory | CAPM | Risikopräferenz | Risk attitude | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Noise Trading | Noise trading | Systematischer Fehler | Bias | Risikoprämie | Risk premium | Nachfrage | Demand |
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