A decision-theoretic model of asset-price underreaction and overreaction to dividend news
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- scientific article; zbMATH DE number 3654070 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
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Cited in
(9)- Heterogeneous overreaction in expectation formation: evidence and theory
- Asymmetric price reactions to dividend announcements: always irrational?
- On the impact of macroeconomic news surprises on treasury-bond returns
- Asset price response to new information. The effects of conservatism bias and representativeness heuristic
- News reaction in financial markets within a behavioral finance model with heterogeneous agents
- Momentum and reversal in financial markets with persistent heterogeneity
- Overreaction diamonds: precursors and aftershocks for significant price changes
- Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
- Asset price-GDP cross feedback. The role of dividend policies in a dynamic setting
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