Two trees with heterogeneous beliefs : spillover effect of disagreement
Bing Han, Lei Lu, and Yi Zhou
| Year of publication: |
2019
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|---|---|
| Authors: | Han, Bing ; Lu, Lei ; Zhou, Yi |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 4, p. 1791-1819
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| Subject: | heterogeneous beliefs | disagreements | spillover effect | peer effect | expected return | volatility | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Theorie | Theory | Soziale Gruppe | Social group | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018001266 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139954