Differnces of opinion, rational arbitrage and market crashes

Differnces of opinion, rational arbitrage and market crashes

Bibliographic Details
Main Author: Hong, Harrison
Other Authors: Stein, Jeremy C.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7376
Subjects:
Stock exchanges and current events > Econometric models.
Financial crises > Econometric models.
Contagion (Social psychology) > Economic aspects > Econometric models.
Stocks > Prices > Econometric models.
Information measurement > Economic aspects > Econometric models.