Extrapolation and bubbles

2018/05/04 by Nicholas Barberis, Robin Greenwood, Lawrence Jin +2 · 4 citations
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Complex Systems and Time Series Analysis #Market Dynamics and Volatility

paper · pdf · doi:10.1016/j.jfineco.2018.04.007

Citations

• X-CAPM: An extrapolative capital asset pricing model

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