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Persistent link: https://www.econbiz.de/10003828273
Our objective is to identify the trading strategy that would allow an investor to take advantage of excessive stock price volatility and sentiment fluctuations. We construct a general-equilibrium model of sentiment. In it, there are two classes of agents and stock prices are excessively volatile...
Persistent link: https://www.econbiz.de/10003961073
Persistent link: https://www.econbiz.de/10003364622
Persistent link: https://www.econbiz.de/10003638366
Our objective is to understand the trading strategy that would allow an investor to take advantage of quot;excessivequot; stock price volatility and quot;sentimentquot; fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices...
Persistent link: https://www.econbiz.de/10003394257
Persistent link: https://www.econbiz.de/10003556246
Persistent link: https://www.econbiz.de/10003549572
Persistent link: https://www.econbiz.de/10003232674
Our objective is to identify the trading strategy that would allow an investor to take advantage of "excessive" stock price volatility and "sentiment" fluctuations. We construct a general-equilibrium model of sentiment. In it, there are two classes of agents and stock prices are excessively...
Persistent link: https://www.econbiz.de/10012465249
Our objective is to understand the trading strategy that would allow an investor to take advantage of "excessive" stock price volatility and "sentiment" fluctuations. We construct a general equilibrium model of sentiment. In it, there are two classes of agents and stock prices are excessively...
Persistent link: https://www.econbiz.de/10012466868