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A rational foundation for trend-chasing and contrarian trades with implications for momentum anomalies

Kedar-Levy, Haim - In: The quarterly journal of finance 3 (2013) 1, pp. 13500031-135000321

Persistent link: https://www.econbiz.de/10010198273

Can baby-boomers' retirement increase stock prices?

Kedar-Levy, Haim - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 284-299

Persistent link: https://www.econbiz.de/10003334673

Price discovery in the small and in the large : momentum and reversal, bubbles, and crashes

Kedar-Levy, Haim - In: Journal of financial markets 48 (2020), pp. 1-21

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Factors affecting the impact of investors' horizon on asset allocation decisions : an experiemtnal exploration

Amar, Moty; Kroll, Yoram - In: Behavioral finance : where do investors' biases come from?, (pp. 345-367). 2016

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Are individual or institutional investors the agents of bubbles?

Choe, Chong-mu; Kedar-Levy, Haim; Sehyun, Sean - In: Journal of international money and finance 59 (2015), pp. 1-22

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Liquidity might come at cost : the role of heterogeneous preferences

Hauser, Shmuel; Kedar-Levy, Haim - In: Journal of financial markets 39 (2018), pp. 1-23

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Price Discovery in the Small and in the Large : Momentum and Reversal, Bubbles and Crashes

Kedar-Levy, Haim - 2019

A discrete-time dynamic asset-pricing model specifies the economic rationale for a rich array of price dynamics. Two boundedly-rational investors with different risk preferences trade periodically, where excess supply is cleared by a tâtonnement. Cast at the core of asset-pricing modelling,...

Persistent link: https://www.econbiz.de/10012906025