A decision-theoretic model of asset-price underreaction and overreaction to dividend news
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Publication:470680
DOI10.1007/s10436-012-0208-zzbMath1298.91091OpenAlexW2056958385MaRDI QIDQ470680
Alexander Ludwig, Alexander Zimper
Publication date: 12 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: http://www.up.ac.za/media/shared/61/WP/wp296.zp39567.pdf
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On the impact of macroeconomic news surprises on treasury-bond returns ⋮ Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes ⋮ Momentum and reversal in financial markets with persistent heterogeneity
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