The behavior of individual and aggregate stock prices

DOI10.1007/s11579-011-0037-2zbMath1255.91455OpenAlexW3123199966MaRDI QIDQ1932545

Hongjun Yan

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-011-0037-2

zbMATH Keywords

learninginformation qualityearnings surprise

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Economics of information (91B44) Rationality and learning in game theory (91A26)

Cites Work

• Unnamed Item
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• The Role of Learning in Dynamic Portfolio Decisions *
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning

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