Asset price anomalies under bounded rationality

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DOI10.1023/B:CSEM.0000022832.25569.3ezbMath1068.91027OpenAlexW2031846289MaRDI QIDQ1827433

Roberto Renò, Roberto Monte, Emilio Basrucci

Publication date: 6 August 2004

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:csem.0000022832.25569.3e

zbMATH Keywords

diffusion processes bounded rationality dividends asset prices returns correlation

Mathematics Subject Classification ID

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Informational differences and learning in an asset market with boundedly rational agents ⋮ Fundamentalists, chartists and asset pricing anomalies

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