Equilibrium stock return dynamics under alternative rules of learning about hidden states

Journal of Economic Dynamics and Control

Volumn 28, Issue 10, 2004, Pages 1925-1954

  Brandt, Michael W ^a   Zeng, Qi ^b   Zhang, Lu ^c  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSITY OF MELBOURNE   (Australia)

^c UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Behavioral biases; Time varying moments or returns

Indexed keywords

EID: 2542418982     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2003.09.003     Document Type: Article

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