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Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices

Author

Listed:
  • S. Manzan
  • P. Boswijk
  • C.H. Hommes

Abstract

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Suggested Citation

  • S. Manzan & P. Boswijk & C.H. Hommes, 2003. "Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices," Computing in Economics and Finance 2003 252, Society for Computational Economics.
    • Handle: RePEc:sce:scecf3:252
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    More about this item

    Keywords

    asset pricing; heterogeneous expectations; bubbles; mean reversion;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations

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