Stock market overreactions to bad news in good times: a rational expectations equilibrium model

P Veronesi - The Review of Financial Studies, 1999 - academic.oup.com
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …
被引用次数：1443 相关文章
[PDF] sfu.ca

[PDF][PDF] Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - The Review of Financial Studies, 1999 - sfu.ca
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - Review of Financial Studies, 1999 - econpapers.repec.org
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - Review of Financial Studies, 1999 - ideas.repec.org
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …

Stock market overreactions to bad news in good times: a rational expectations equilibrium model

P Veronesi - Review of Financial Studies, 1999 - elibrary.ru
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …

[引用][C] Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - Review of Financial Studies, 1999 - cir.nii.ac.jp
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations
Equilibrium Model | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細 …

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - Review of Financial Studies, 1999 - JSTOR
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …

Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - Available at SSRN 179670 - papers.ssrn.com
This paper presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …
[PDF] pietroveronesi.org

[PDF][PDF] Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model

P Veronesi - The Review of Financial Studies, 1999 - pietroveronesi.org
This article presents a dynamic, rational expectations equilibrium model of asset prices
where the drift of fundamentals (dividends) shifts between two unobservable states at …

Stock market overreactions to bad news in good times: a rational expectations equilibrium model.

P Veronesi, P Veronesi - Review of Financial Studies, 1999 - search.ebscohost.com
Presents a dynamic, rational expectations equilibrium model of asset prices. Shifting of drift
of fundamental dividends between unobservable states at random times; Investors' …