Rational Overconfidence and Excess Volatility in General Equilibrium

Research output: Working paper

Abstract

We study excess volatility with rational beliefs.

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title = "Rational Overconfidence and Excess Volatility in General Equilibrium",

abstract = "We study excess volatility with rational beliefs.",

keywords = "General Equilibrium, Overconfidence, General Equilibrium, Overconfidence",

author = "Nielsen, \{Carsten Krabbe\}",

year = "2004",

language = "English",

pages = "1--35",

type = "WorkingPaper",

}

TY - UNPB

T1 - Rational Overconfidence and Excess Volatility in General Equilibrium

AU - Nielsen, Carsten Krabbe

PY - 2004

Y1 - 2004

N2 - We study excess volatility with rational beliefs.

AB - We study excess volatility with rational beliefs.

KW - General Equilibrium

KW - Overconfidence

KW - General Equilibrium

KW - Overconfidence

UR - https://publicatt.unicatt.it/handle/10807/1653

M3 - Working paper

SP - 1

EP - 35

BT - Rational Overconfidence and Excess Volatility in General Equilibrium

ER -