Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-à-vis a random walk process for evolution of information
Year of publication: |
2022
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Authors: | Obrimah, Oghenovo Adewale ; Wong, Wing Keung |
Subject: | Connectedness | general equilibrium | lotteries | mechanism design | rational expectations | stock prices | Börsenkurs | Share price | Theorie | Theory | Random Walk | Random walk | Kapitaleinkommen | Capital income | Rationale Erwartung | Rational expectations | Allgemeines Gleichgewicht | General equilibrium | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1142/S2010495222500105 [DOI] |
Classification: | G17 - Financial Forecasting ; D53 - Financial Markets ; C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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