Asset pricing with distorted beliefs : are equity returns too good to be true?
By: Cecchetti, Stephen G.
Contributor(s): Lam, Pok-sang | Mark, Nelson C.
Material type: BookPublisher: Cambridge, Mass. : National Bureau of Economic Research, 1998Description: 23.Call No.: HF5681 .A8 C422A Subject(s): ASSETS (ACCOUNTING) -- PRICES -- FORECASTING -- UNITED STATES -- ECONOMETRIC MODELS | RATE OF RETURN -- UNITED STATES -- FORECASTING -- ECONOMETRIC MODELS | RATIONAL EXPECTATIONS (ECONOMIC THEORY) -- UNITED STATES -- ECONOMETRIC MODELS | ECONOMICS -- RESEARCHNo physical items for this record
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HF5681 .A8 A482A Asset pricing when risk sharing is limited by default | HF5681 .A8 B442C Conditioning information and variance bounds on pricing kernels | HF5681 .A8 B728A Asset pricing with heterogeneous consumers and limited participation : empirical evidence | HF5681 .A8 C422A Asset pricing with distorted beliefs : are equity returns too good to be true? | HF5681 .A8 H645L LAPM : a liquidity-based asset pricing model | HF5681 .A8 H663U A unified theory of underreaction, momentum trading and overreaction in asset markets | HF5681 .A8 R477A Approximate equilibrium asset prices |
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