The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices

The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices

Bibliographic Details
Main Authors:	Heaton, John, Lucas, Deborah
Format:	Working Paper
Published:	Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/48276

Similar Items

Financial market imperfections and their asset pricing implications
by: Rayanakorn, Surapap
Published: (2012)

Evaluating the effects of incomplete markets on risk sharing nad asset pricing
by: Heaton, John, et al.
Published: (2009)

The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
by: Heaton, John, et al.
Published: (2009)

Essays in asset pricing and market imperfections
by: Qiu, Weiyang, Ph. D. Massachusetts Institute of Technology
Published: (2010)

A Study of investor behavior in purchasing financial assets
by: Ruhani Ali,, et al.
Published: (2014)

Essays on behavioral heterogeneity and asset pricing
by: Li, Changtai
Published: (2020)

Investor horizon and noise in asset prices
by: Bhushan, Ravi, et al.
Published: (2009)

Financial distress, dealers' behavior and asset pricing in the foreign exchange market
by: Fourel, Valère (Valère Renaud Ernst)
Published: (2018)

Trading behavior and asset pricing under heterogeneous expectations
by: Perpustakaan UGM, i-lib
Published: (2005)

Essays on financial market imperfections
by: Wu, Ding, Ph. D. Massachusetts Institute of Technology
Published: (2007)

An empirical investigation of asset pricing with temporally dependent preference specifications
by: Heaton, John
Published: (2009)

Econometric evaluation of asset pricing models
by: Hansen, Lars Peter., et al.
Published: (2009)

Econometric evaluation of asset pricing models
by: Hansen, Lars Peter., et al.
Published: (2009)

Heterogeneous Beliefs, Rare Disasters, and Asset Pricing
by: Chen, Hui, et al.
Published: (2011)

Investors’ reaction to stock split : an experimental asset market approach.
by: Mulia, Michiko., et al.
Published: (2013)

Investor activism and financial market structure
by: Noe, T
Published: (2002)

Asset Management and Investor Protection
by: Franks, J, et al.
Published: (2002)

Investors' heterogeneity, prices, and volume around the ex-dividend day
by: Michaely, Roni., et al.
Published: (2009)

Digital asset pricing in the textbook market
by: Molina, Katherine (Katherine V.)
Published: (2011)

Some important characteristics of asset bubbles and financial crises
by: Yip, Paul Sau Leung
Published: (2021)

Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)

The impact of market imperfections on stock prices : an empirical analysis of AH price premium in China
by: Hu, Xinmai, et al.
Published: (2020)

System dynamics, market microstructure and asset pricing
by: Leika, Mindaugas
Published: (2013)

Asset pricing anomalies in Indonesian capital market
by: , Hanafi Mantiq
Published: (2003)

Financial Intermediary Development, Output And Export Under Credit Market Imperfections
by: Tang, Kin Boon
Published: (2007)

Fee complexity and investor mistakes in retail financial markets
by: Kahraman, B
Published: (2020)

Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition
by: Wang, Jiang, et al.
Published: (2014)

Land banking as an asset class for retail investors.
by: Foo, Leon Cher Xiang., et al.
Published: (2008)

Estimating heterogeneous agents behavior in a two-market financial system
by: Chen, Zhenxi, et al.
Published: (2020)

Data-snooping biases in tests of financial asset pricing models
Published: (2003)

Life cycle investment behavior, demographics and asset prices
by: Bergantino, Steven M. (Steven Michael), 1967-
Published: (2005)

Imperfect information, shock heterogeneity, and inflation dynamics
by: Zanetti, F, et al.
Published: (2019)

The information content of asset prices and emerging market crises
by: Aguiar, Mark.
Published: (2024)

Foreign investors' trade behaviors in Indonesia stock market
by: , PERDANA, Yulian, et al.
Published: (2008)

China's financial markets: the risks and opportunities of stranded assets
by: Caldecott, B, et al.
Published: (2014)

Imperfect Competition and the Labour Market.
by: Nickell, S
Published: (1988)

Capital market imperfections and investment
by: Bettoni, A, et al.
Published: (2000)

PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL DENGAN KEYAKINAN HETEROGEN
by: , ATHIKAH DIAN A, et al.
Published: (2013)

Asset management--service quality : the institutional investor perspective
by: Olson, Kristin Erin
Published: (2012)

Stranded assets and subcritical coal: The risk to companies and investors
by: Caldecott, B, et al.
Published: (2015)