Heterogeneous beliefs, trading volume, and seemingly emotional stock market behavior

DOI10.1016/S1007-0214(07)70052-4MaRDI QIDQ3610467zbMATH OpenOpenAlexFDO

Authors Zhanhui Chen, Xin Yang

Publication date 6 March 2009

Published in Tsinghua Science and Technology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1007-0214(07)70052-4

zbMATH Keywords

heterogeneous beliefrational expectation equilibriumtrading volume

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

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Cited in

(6)

• The impact of momentum trading on the market price and trades
• Beyond the efficient markets hypothesis: towards a new paradigm
• Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume
• A research on market manipulation and stock price volatility based on heterogeneous beliefs
• Emotional state and market behavior
• Study on transformation between momentum and contrarian effect based on fractal market theory

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