Heterogeneous beliefs, monetary policy, and stock price volatility
Author:
Funder
The Japan Society for the Promotion of Science
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-020-00379-9.pdf
Reference49 articles.
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4. Adam, K., Marcet, A., Beutel, J.: Stock price booms and expected capital gains. Am Econ Rev 107(8), 2352–2408 (2017)
5. Bansal, R., Yaron, A.: Risks for the long run: a potential resolution of asset pricing puzzles. J Finance 59(4), 1481–1509 (2004)
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1. Foreign ownership, heterogeneous beliefs, and stock market volatility;Finance Research Letters;2023-07
2. Financial fraud identification considering investor heterogeneous beliefs: Evidence from Chinese listed companies;Procedia Computer Science;2022
3. The sustainability of stock price fluctuations: Explanation from a recursive dynamic model;PLOS ONE;2021-08-17
4. Heterogeneous beliefs, monetary policy, and stock price volatility;Annals of Finance;2020-11-09
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