Sharing idiosyncratic risk even though prices are "wrong"
Edward Halim, Yohanes E. Riyanto, Nilanjan Roy
| Year of publication: |
2022
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|---|---|
| Authors: | Halim, Edward ; Riyanto, Yohanes Eko ; Roy, Nilanjan |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 200.2022, p. 1-45
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| Subject: | Aggregate risk | Asset price bubbles | Consumption smoothing | Experiments | General equilibrium theory | Idiosyncratic risk | Risiko | Risk | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | CAPM | Spekulationsblase | Bubbles | Börsenkurs | Share price | Privater Konsum | Private consumption | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2021.105400 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013192731