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Le modèle d'évaluation des actions confronté aux anticipations des agents informés

Author

Listed:
  • Georges Prat

    (IEAE - Institut d'Economie Appliquée et d'Econométrie - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

En exploitant les enquêtes d'opinion révélant les anticipations boursières et l'état de confiance économique, cet article montre que la prise en compte des variables d'opinion permettent de valider le modèle standard d'évaluation des actions

Suggested Citation

  • Georges Prat, 1996. "Le modèle d'évaluation des actions confronté aux anticipations des agents informés," Post-Print halshs-00173042, HAL.
    • Handle: RePEc:hal:journl:halshs-00173042
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    References listed on IDEAS

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    13. Georges Prat, 1994. "La formation des anticipations boursières," Économie et Prévision, Programme National Persée, vol. 112(1), pages 101-125.
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    Cited by:

    1. Alain Abou & Georges Prat, 1986. "Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level," Post-Print halshs-00172883, HAL.

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