A general equilibrium model of investor sentiment

DOI10.1016/j.econlet.2022.110749zbMath1498.91242OpenAlexW4286435196MaRDI QIDQ2083544

Daniele Giachini, Giulio Bottazzi

Publication date: 11 October 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110749

zbMATH Keywords

Bayesian learningcontinuationmomentummodel misspecificationreversalbiased learning

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cites Work

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• Momentum and reversal in financial markets with persistent heterogeneity
• Improved second-order bounds for prediction with expert advice
• Efficient markets and Bayes' rule
• Non-Bayesian Learning
• Prediction, Learning, and Games

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