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: D84 E32 G12 (search for similar items in EconPapers)
Date: 2003-08-01
New Economics Papers: this item is included in nep-cfn, nep-fin, nep-fmk and nep-rmg
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