异质信念与金融异象研究最新进展

陈国进 and 王景

No 2013-10-14, Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Abstract: 投资者异质信念和卖空限制前提下资产定价和金融异象的理论和实证研究大大丰富和发展了传统的金融经济理论。本文从理论和实证两个方面综合阐述了这一领域的最新研究成果。这一领域的理论研究为金融异象、资产泡沫、市场崩溃形成机制提供了全新的解释思路。虽然对异质信念的衡量存在一定困难和分歧，实证结果也不完全一致，但大多数的实证研究支持了理论观点。

Keywords: 异质信念; 卖空限制; 金融异象 (search for similar items in EconPapers)
Date: 2013-10-14
References: Add references at CitEc
Citations:

Published

Downloads: (external link)
https://econpub.xmu.edu.cn/research/repec/upload/2007919165107055475115776.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wyi:wpaper:001979

Access Statistics for this paper

More papers in Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
Bibliographic data for series maintained by WISE Technical Team ().