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The sustainability of stock price fluctuations: Explanation from a recursive dynamic model
The sustainability of stock price fluctuations indicated by many empirical studies hardly reconciles with the existing models in standard financial theories. This paper proposes a recursive dynamic asset pricing model based on the comprehensive impact of the sentiment investor, the information trade...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8370623/ https://www.ncbi.nlm.nih.gov/pubmed/34403423 http://dx.doi.org/10.1371/journal.pone.0255081 |