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type:"article"
~subject:"CAPM"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject_exact:"Behavioral finance"
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CAPM
Anlageverhalten
75
Behavioural finance
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Theorie
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48
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30
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30
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20
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Li, Youwei
3
Dindo, Pietro
2
He, Xue-zhong
2
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Journal of economic dynamics & control
Journal of financial economics
25
Journal of banking & finance
22
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
15
The review of financial studies
15
Finance research letters
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Economic modelling
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
11
International review of economics & finance : IREF
10
Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied economics
9
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
9
Journal of economic behavior & organization : JEBO
8
The journal of finance : the journal of the American Finance Association
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of financial and quantitative analysis : JFQA
6
Journal of monetary economics
6
Research in international business and finance
6
Review of finance : journal of the European Finance Association
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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International journal of economics and financial issues : IJEFI
5
Investment management and financial innovations
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Journal of international financial markets, institutions & money
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Asia-Pacific journal of financial studies
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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Experimental economics : a journal of the Economic Science Association
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1
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
2
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
3
Asset prices and wealth dynamics in a financial market with random demand shocks
Dindo, Pietro
;
Staccioli, Jacopo
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 187-210
Persistent link: https://www.econbiz.de/10012004924
Saved in:
4
Booms, busts and behavioural heterogeneity in stock prices
Hommes, Cars H.
;
Veld, Daan in 't
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 101-124
Persistent link: https://www.econbiz.de/10011817632
Saved in:
5
Equilibrium asset pricing with Epstein-Zin and loss-averse investors
Guo, Jing
;
He, Xue Dong
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 86-108
Persistent link: https://www.econbiz.de/10011817209
Saved in:
6
Learning from experience in the stock market
Nakov, Anton
;
Nuño, Galo
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
Saved in:
7
Evolution and market behavior with endogenous investment rules
Bottazzi, Giulio
;
Dindo, Pietro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 121-146
Persistent link: https://www.econbiz.de/10010485827
Saved in:
8
Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Chauveau, Thierry
;
Subbotin, Alexander
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10009738270
Saved in:
9
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
10
Asset prices, traders' behavior and market design
Anufriev, Mikhail
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
Saved in:
11
Behavioral heterogeneity in stock prices
Boswijk, Herman Peter
;
Hommes, Cars H.
;
Manzan, Sebastiano
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1938-1970
Persistent link: https://www.econbiz.de/10003487859
Saved in:
12
Power-law behaviour, heterogeneity, and trend chasing
He, Xue-zhong
;
Li, Youwei
- In:
Journal of economic dynamics & control
31
(
2007
)
10
,
pp. 3396-3426
Persistent link: https://www.econbiz.de/10003569409
Saved in:
13
The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 887-905
Persistent link: https://www.econbiz.de/10003421631
Saved in:
14
Heterogeneous beliefs and asset pricing in discrete time : an analysis of pessimism and doubt
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of economic dynamics & control
30
(
2006
)
7
,
pp. 1233-1260
Persistent link: https://www.econbiz.de/10003336480
Saved in:
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