The sustainability of stock price fluctuations: Explanation from a recursive dynamic model.
The sustainability of stock price fluctuations indicated by many empirical studies hardly reconciles with the existing models in standard financial theories. This paper proposes a recursive dynamic asset pricing model based on the comprehensive impact of the sentiment investor, the information trade...
Enregistré dans:
| Auteurs principaux: | , , |
|---|---|
| Format: | article |
| Langue: | EN |
| Publié: |
Public Library of Science (PLoS)
2021
|
| Sujets: | |
| Accès en ligne: | https://doaj.org/article/e3a0fbfe013c444186727c5d7d12f462 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|