Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
Year of publication: |
2002-04-01
|
---|---|
Authors: | Watanabe, Masahiro |
Institutions: | School of Management, Yale University |
Subject: | overlapping generations | noisy rational expectations equilibrium | excessive volatility | comovement | trend-following behavior | contrarians |
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