Rational Overconfidence and Excess Volatility in General Equilibrium

Risultato della ricerca: Working paper

Abstract

We study excess volatility with rational beliefs.

@techreport{4134fcb32f074b5b8595729240f382a9,

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",

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 - http://hdl.handle.net/10807/1653

M3 - Working paper

BT - Rational Overconfidence and Excess Volatility in General Equilibrium

ER -