Behavioral heterogeneity and financial crisis: the role of sentiment

DOI10.1016/J.PHYSA.2022.127767OpenAlexW4283073301MaRDI QIDQ2162939

Changtai Li, Sook-Rei Tan, Nick Ho, Wai-Mun Chia

Publication date: 9 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127767

zbMATH Keywords

financial crisisheterogeneous beliefsinvestor sentimentexcess volatility

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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