//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Papers"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial markets"
~person:"Yang, Chunpeng"
~subject:"Anlageverhalten"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Anlageverhalten
Behavioural finance
11
Investor sentiment
9
CAPM
8
Portfolio selection
8
Portfolio-Management
8
Behavioral finance
7
Theorie
7
Theory
7
Börsenkurs
4
Financial economics
4
Kapitalmarkttheorie
4
Share price
4
Asset pricing model
3
Erwartungsbildung
3
Expectation formation
3
Capital income
2
Financial anomalies
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Sentiment asset pricing model
2
Aktienmarkt
1
Begrenzte Rationalität
1
Bounded rationality
1
Crowdedness
1
Deviations of asset prices from fundamentals
1
Dynamic asset pricing
1
Dynamic asset pricing model
1
Dynamic pricing equilibrium
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emotion
1
Heterogeneous sentiments
1
Higher order expectations
1
Higher-order expectations
1
Inertial thinking
1
Investment portfolio
1
Market efficiency
1
Maverick risk
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Yang, Chunpeng
Massa, Massimo
4
Zhang, Rengui
4
Jacobs, Heiko
3
Xu, Liao
3
Zhu, Ning N.
3
Barber, Brad M.
2
Blocher, Jesse
2
Cai, Chuangqun
2
Chakravarty, Sugato
2
Han, Liyan
2
Li, Jinfang
2
Lo, Andrew W.
2
Müller, Sebastian
2
Odean, Terrance
2
Ormos, Mihály
2
Palan, Stefan
2
Stöckl, Thomas
2
Weber, Martin
2
Yin, Libo
2
Zhang, Yongjie
2
Zhou, Liyun
2
Zhu, Dongming
2
Ackert, Lucy F.
1
Agarwal, Sumit
1
Ainsworth, Andrew
1
Alexander, Carol
1
Alexander, Gordon J.
1
An, Yunbi
1
Anand, Amber
1
Aouadi, Amal
1
Arouri, Mohamed
1
Arumugam, Devika
1
Ashour, Samar
1
Aytaç, Beysül
1
Bahaji, Hamza
1
Baker, Malcolm
1
Balashov, Vadim S.
1
Balli, Faruk
1
Balli, Hatice Ozer
1
more ...
less ...
Published in...
All
CREATES Research Papers
Economic modelling
Journal of financial markets
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
Emerging markets, finance and trade : EMFT
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Quantitative financial risk management
1
Review of derivatives research
1
Romanian journal of economic forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sentiment approach to underestimation and overestimation pricing model
Yang, Chunpeng
;
Zhou, Liyun
- In:
Economic modelling
51
(
2015
),
pp. 280-288
Persistent link: https://www.econbiz.de/10011476009
Saved in:
2
Dynamic sentiment asset pricing model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
37
(
2014
),
pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
Saved in:
3
Higher order expectations in sentiment asset pricing model
Yang, Chunpeng
;
Cai, Chuangqun
- In:
Economic modelling
39
(
2014
),
pp. 95-100
Persistent link: https://www.econbiz.de/10010419984
Saved in:
4
Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals
Zhou, Liyun
;
Yang, Chunpeng
- In:
Economic modelling
79
(
2019
),
pp. 130-140
Persistent link: https://www.econbiz.de/10012199089
Saved in:
5
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun
;
Yang, Chunpeng
- In:
Economic modelling
35
(
2013
),
pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Saved in:
6
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
7
Sentiment asset pricing model with consumption
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
30
(
2013
),
pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
Saved in:
8
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
Saved in:
9
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng
;
Yan, Wei
;
Zhang, Rengui
- In:
Economic modelling
35
(
2013
),
pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
Saved in:
10
Two-period trading sentiment asset pricing model with information
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
36
(
2014
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010411267
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->