Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Overview

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Keyphrases

Volatility Keyphrases

Pure Exchange Econo... Keyphrases

Asset Prices Keyphrases

Heterogeneous Belie... Keyphrases

Asset Volatility Keyphrases

Stock Prices Keyphrases

Trading Volume Keyphrases

Leverage Effect Keyphrases

Subjective Discount... Keyphrases

Exchange Economy Keyphrases

Closed-form Represe... Keyphrases

Price-volume Keyphrases

Dividend Process Keyphrases

INIS

volatility INIS

discount rate INIS

Economics, Econometrics and Finance

Price Economics, Econometrics a...

Beliefs Economics, Econometrics a...

Volatility Economics, Econometrics a...

Barter Economy Economics, Econometrics a...

Investors Economics, Econometrics a...

Stock Price Economics, Econometrics a...

Leverage Economics, Econometrics a...

Trading Volume Economics, Econometrics a...

Dividend Economics, Econometrics a...

Discount Rate Economics, Econometrics a...

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