Asset Price Response to New Information The Effects of Conservatism Bias and Representativeness Heuristic /
Asset Price Response to New Information examines the effect of two types of psychological biases (namely, conservatism bias and representativeness heuristic) on the asset price reaction to new information. The author constructs various models of a competitive securities market or a security market a...
Κύριος συγγραφέας: | Luo, Guo Ying (Συγγραφέας) |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer New York : Imprint: Springer,
2014.
|
Σειρά: | SpringerBriefs in Finance,
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Παρόμοια τεκμήρια
-
Dynamic Asset Allocation with Forwards and Futures
ανά: Lioui, Abraham, κ.ά.
Έκδοση: (2005) -
Asset Prices, Booms and Recessions Financial Economics from a Dynamic Perspective /
ανά: Semmler, Willi
Έκδοση: (2011) -
Pricing of Derivatives on Mean-Reverting Assets
ανά: Lutz, Björn
Έκδοση: (2010) -
Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
ανά: Repplinger, Detlef
Έκδοση: (2008) -
Option Pricing in Fractional Brownian Markets
ανά: Rostek, Stefan
Έκδοση: (2009)