Behavioural heterogeneity in ASX 200
This dissertation works on dynamic asset pricing with heterogeneous agents. The heterogeneous agent model assumes that public information is available to all investors and agents. However, the agents or the investors form different beliefs and different trading strategies based on the same informati...
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| Format: | Others |
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Auckland University of Technology,
2009-11-05T02:52:40Z.
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| Online Access: | Get fulltext |