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Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy

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  • Li, Tao

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  • Li, Tao, 2007. "Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1697-1727, May.
  • Handle: RePEc:eee:dyncon:v:31:y:2007:i:5:p:1697-1727
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