ZHANG, WEI; ZHANG, YONGJIE; XIONG, XIONG; JIN, XI - In: International Journal of Information Technology & … 05 (2006) 03, pp. 455-466
BSV (Barberis, Shleifer and Vishny [Journal of Financial Economics 49 (1998) 307–343]) model is one of the three major behavioral finance models. The existing BSV model is about how behavioral investors form beliefs, and is able to produce both overreaction and mean-reversion for a wide range...