Dynamic effects of social influence on asset prices
Jia-Ping Huang, Yang Zhang, Juanxi Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Huang, Jiaping ; Zhang, Yang ; Wang, Juanxi |
| Subject: | Agent-based model | Asset pricing dynamics | Heterogeneous expectation | Mean-field approximation | Social influence | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | CAPM | Erwartungsbildung | Expectation formation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-023-00382-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014323491