Mood fluctuations, projection bias, and volatility of equity prices

Journal of Economic Dynamics and Control

Volumn 26, Issue 5, 2002, Pages 869-887

  Mehra, Rajnish ^a,b   Sah, Raaj ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Discount factor; Equity pricing; Fluctuation; Projection bias; Volatility

Indexed keywords

EID: 0142189396     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(01)00035-5     Document Type: Article

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