Asset pricing with adaptive learning

Review of Economic Dynamics

Volumn 11, Issue 3, 2008, Pages 629-651

  Carceles Poveda, Eva ^a   Giannitsarou, Chryssi ^b  

^a STONY BROOK UNIVERSITY   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Adaptive learning; Asset pricing; Excess returns; Predictability

Indexed keywords

EID: 44649161205     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2007.10.003     Document Type: Article

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