Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders
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More about this item
KeywordsAsset pricing; heterogeneous agents; multiple investment scales; volatility clustering;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-17 (All new papers)
- NEP-CBA-2010-07-17 (Central Banking)
- NEP-DGE-2010-07-17 (Dynamic General Equilibrium)
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