Effects of market liquidity on price dynamics in a heterogeneous belief model
Yongguang Zhou, Yiming Wang and Zhennan Gao
| Year of publication: |
2023
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|---|---|
| Authors: | Zhou, Yongguang ; Wang, Yiming ; Gao, Zhennan |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 17, p. 1972-1989
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2100872 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013555091