Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Yudong Wang, Xundi Diao, Zhiyuan Pan, Chongfeng Wu
| Year of publication: |
2019
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|---|---|
| Authors: | Wang, Yudong ; Diao, Xundi ; Pan, Zhiyuan ; Wu, Chongfeng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 55.2019, p. 127-141
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| Subject: | Belief dispersion | Portfolio allocation | Predictive regression | Trading terminals | Volatility forecasting | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Erwartungsbildung | Expectation formation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.03.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169519