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~institution:"EconWPA"
~institution:"School of Economics and Management, University of Aarhus"
~language:"und"
~subject:"Dynamically Effectively ComZhenjiang Qinplete Market"
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Dynamically Effectively ComZhenjiang Qinplete Market
Heterogeneous Beliefs
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Dynamic Trading
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Public Information Quality
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Asset Pricing
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Bayesian Learning
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CCAPM
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Consensus consumer
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Continuous Trading
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Cost of Capital
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Investor Welfare
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Option Market
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heterogeneous beliefs
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risk premium puzzle
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Qin, Zhenjiang
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School of Economics and Management, University of Aarhus
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1
Continuous Trading Dynamically Effectively Complete Market with
Heterogeneous
Beliefs
Qin, Zhenjiang
-
School of Economics and Management, University of Aarhus
-
2012
In a framework of
heterogeneous
beliefs
, I investigate a two-date consumption model with continuous trading over the …
Persistent link: https://www.econbiz.de/10010851297
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