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How Efficient Markets Undervalue Stocks: CAPM and ECMH Under Conditions of Uncertainty and Disagreement

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Author Info
Stout, L.A.
Abstract

This paper presents a simple heterogenous expectations pricing model premised on investor disagreement, risk aversion, and short sales restrictions.

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Publisher Info
Paper provided by Georgetown University Law Center in its series Papers with number 97-2.

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Length: 37 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:fth:geolaw:97-2

Contact details of provider:
Postal: Georgetown University Law Center, 600 New Jersey Avenue NW, Washington, DC. 20001. Maintainer-Name: Thomas Krichel

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Related research
Keywords: ASSET PRICING CAPITAL MARKET RISK

Find related papers by JEL classification:
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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This page was last updated on 2008-7-2.

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