Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices

S. Manzan, H. Peter Boswijk () and Cars Hommes ()

No 252, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: asset pricing; heterogeneous expectations; bubbles; mean reversion (search for similar items in EconPapers)
JEL-codes: G12 E32 D84 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cfn, nep-fin, nep-fmk and nep-rmg
Date: 2003-08-01

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