Asset price bubbles from heterogeneous beliefs about mean reversion rates
Work
Year: 2010
Type: article
Source: Finance and Stochastics
Authors Xi Chen, Robert V. Kohn
Institution New York University
Cites: 19
Cited by: 15
Related to: 10
FWCI: 0.818
Citation percentile (by year/subfield): 88.09
Subfield: Finance
Domain: Social Sciences
Open Access status: closed