Fundamentalists, chartists and asset pricing anomalies
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Publication:4619488
DOI10.1080/14697688.2014.972434zbMath1406.91152OpenAlexW2158136030MaRDI QIDQ4619488
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2014.972434
asset pricingbounded rationalityvolatility clusteringexcess volatilityheterogeneous agent modelreturn correlation
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