Search Results - subject:"Heterogeneous sentiments"

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A futures pricing model with long-term and short-term traders

Gao, Bin; Xie, Jun; Jia, Yun - In: International review of economics & finance : IREF 64 (2019), pp. 9-28

Persistent link: https://www.econbiz.de/10012322219

Investor sentiment, heterogeneous agents and asset pricing model

Li, Jinfang - In: The North American journal of economics and finance : a … 42 (2017), pp. 504-512

Persistent link: https://www.econbiz.de/10011938189

Dynamic asset pricing model with heterogeneous sentiments

Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 33 (2013), pp. 248-253

Persistent link: https://www.econbiz.de/10010192963

Dynamic asset pricing model with heterogeneous sentiments

Yang, Chunpeng; Zhang, Rengui - In: Economic Modelling 33 (2013) C, pp. 248-253

literatures. In this paper, we present a dynamic asset pricing model with heterogeneous sentiments and we find that the … sentiment investor only. Moreover, heterogeneous sentiments induce fluctuations in the wealth distribution, which increases …

Persistent link: https://www.econbiz.de/10010738027