A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Year of publication: |
January 2016
|
---|---|
Authors: | Guo, Xu ; McAleer, Michael ; Wong, Wing Keung ; Zhu, Lixing |
Publisher: |
[Rotterdam] : [Econometric Institute, Erasmus School of Economics] |
Subject: | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Börsenkurs | Share price | Schock | Shock | Finanzkrise | Financial crisis | Bayes-Statistik | Bayesian inference | Heuristik | Heuristics |
Extent: | 1 Online-Ressource (circa 26 Seiten) |
---|---|
Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. EI2016-01 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:1765/79730 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Guo, Xu, (2016)
-
Guo, Xu, (2017)
-
Guo, Xu, (2015)
- More ...
-
Guo, Xu, (2016)
-
Guo, Xu, (2017)
-
A general optimal investment model in the presence of background risk
Alghalith, Moawia, (2016)
- More ...