Work

Investor heterogeneity, asset pricing and volatility dynamics

Year: 2009

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/j.jedc.2008.12.002

Author: David Weinbaum

Institutions: Cornell University, Syracuse University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2072036066

FWCI: 6.201

Cites: 28

Cited by: 55

Related to: 10