Equilibrium stock return dynamics under alternative rules of learning about hidden states

M.W.Michael W. Brandt, Qi Zeng and Lu Zhang ()

Journal of Economic Dynamics and Control, 2004, vol. 28, issue 10, 1925-1954

Date: 2004
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Working Paper: Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:28:y:2004:i:10:p:1925-1954

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