Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Carl Chiarella; Xue-Zhong He; Remco C. J. Zwinkels
| Year of publication: |
2014
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|---|---|
| Authors: | Chiarella, Carl ; He, Xue-zhong ; Zwinkels, Remco C. J. |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 105.2014, p. 1-16
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| Subject: | Asset pricing | Agent based models | Fundamental analysis | Technical analysis | Momentum trading | Finanzanalyse | Financial analysis | CAPM | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010465070