Effects of market liquidity on price dynamics in a heterogeneous belief model
Year of publication: |
2023
|
---|---|
Authors: | Zhou, Yongguang ; Wang, Yiming ; Gao, Zhennan |
Subject: | adaptive belief system | asset pricing | heterogeneous beliefs | liquidity | Market liquidity | price deviation | Liquidität | Liquidity | CAPM | Marktliquidität | Börsenkurs | Share price | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Kapitalmarkttheorie | Financial economics | Handelsvolumen der Börse | Trading volume |
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