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Review on efficiency and anomalies in stock markets

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reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

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A classical model of speculative asset price dynamics

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Belief dispersion and convex cost of adjustment in the stock market and in the real economy

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Using a mean changing stochastic processes exit-entry model for stock market long-short prediction

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House prices, expectations, and time-varying fundamentals

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A classical model of speculative asset price dynamics

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On the destabilizing nature of capital gains taxes

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The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China

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Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program

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