A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
type: Item
instance of: scholarly article
title: A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
zbMATH Open document ID: 1176.91163
author: Taisheng Liu
author: Wing-Keung Wong
author: Kin-Tak Lam
published in: European Journal of Operational Research
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5643709
zbMATH Keywords: Bayesian model
zbMATH Keywords: representative and conservative heuristics
zbMATH Keywords: underreaction
zbMATH Keywords: overreaction
zbMATH Keywords: stock price
zbMATH Keywords: stock return
MaRDI profile type: Publication
full work available at URL: j.ejor.2009.07.005
OpenAlex ID: W2048159831
cites work: Learning to be rational
cites work: Q4335866
cites work: Q5631860
cites work: Evaluation of firm's loss due to incomplete information in real investment decision
cites work: Robust estimation in capital asset pricing model
cites work: On the estimation of cost of capital and its reliability
cites work: Q5441503
DOI: 10.1016/J.EJOR.2009.07.005
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description: scientific article; zbMATH DE number 5643709