05-052/1 - Behavioral Heterogeneity in Stock Prices

• Authors
  Peter Boswijk, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Cars H. Hommes, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Sebastiano Manzan, Faculty of Economics and Econometrics, Universiteit van Amsterdam
• Publication date
  May 30, 2005

• Keywords
  behavioral finance; heterogeneous expectations; evolutionary switching; mean reversion; asset bubbles
• JEL
  G1; G12; D84