A decision-theoretic model of asset-price underreaction and overreaction to dividend news
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Publication:470680
DOI10.1007/S10436-012-0208-ZzbMATH Open1298.91091OpenAlexW2056958385MaRDI QIDQ470680FDOQ470680
Authors: Alexander Ludwig, Alexander Zimper 
Publication date: 12 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: http://www.up.ac.za/media/shared/61/WP/wp296.zp39567.pdf
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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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