Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bruno Biais & Peter Bossaerts & Chester Spatt, 2010.
"Equilibrium Asset Pricing and Portfolio Choice Under Asymmetric Information,"
Review of Financial Studies,
Society for Financial Studies, vol. 23(4), pages 1503-1543, April.
- Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009. "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," IDEI Working Papers 474, Institut d'Économie Industrielle (IDEI), Toulouse.
- Biais, Bruno & Bossaerts, Peter & Spatt, Chester, 2009. "Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information," TSE Working Papers 09-018, Toulouse School of Economics (TSE).
More about this item
Keywordsexcessive volatility and comovement; trend-chasing; momentum and contrarian behavior; overlapping generations; noisy rational expectations;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ysm:somwrk:ysm267. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/smyalus.html .
We have no references for this item. You can help adding them by using this form .