Matches in SemOpenAlex for { <https://semopenalex.org/work/W2023781116> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W2023781116 endingPage "27" @default.
- W2023781116 startingPage "1" @default.
- W2023781116 abstract "This paper presents a simple rational expectations model of intertemporal asset pricing relating instability of stock return characteristics to heterogeneity in investor preferences. Heterogeneity is likely to generate declining aggregate relative risk aversion. This leads to variability in expected asset returns, volatility, and autocorrelation. The stronger this variability is, the more heterogeneous preferences are, implying more instability of financial markets. Stock market crashes may be observed if relative risk aversion differs strongly across investors." @default.
- W2023781116 created "2016-06-24" @default.
- W2023781116 creator A5030172165 @default.
- W2023781116 creator A5078402441 @default.
- W2023781116 date "2010-06-23" @default.
- W2023781116 modified "2023-09-25" @default.
- W2023781116 title "Instability of Financial Markets and Preference Heterogeneity" @default.
- W2023781116 cites W1574786337 @default.
- W2023781116 cites W1979641910 @default.
- W2023781116 cites W2055475402 @default.
- W2023781116 cites W2077791698 @default.
- W2023781116 cites W2101266017 @default.
- W2023781116 cites W2110521063 @default.
- W2023781116 cites W2122854670 @default.
- W2023781116 cites W2132130057 @default.
- W2023781116 cites W2132807882 @default.
- W2023781116 cites W2151418896 @default.
- W2023781116 cites W2166406699 @default.
- W2023781116 cites W2914489443 @default.
- W2023781116 cites W3022492005 @default.
- W2023781116 cites W3122467650 @default.
- W2023781116 cites W3123118133 @default.
- W2023781116 cites W3123291754 @default.
- W2023781116 cites W3123296684 @default.
- W2023781116 cites W3124155838 @default.
- W2023781116 cites W3124285986 @default.
- W2023781116 cites W3124597381 @default.
- W2023781116 cites W3125208590 @default.
- W2023781116 cites W3126059480 @default.
- W2023781116 doi "https://doi.org/10.1155/2010/791025" @default.
- W2023781116 hasPublicationYear "2010" @default.
- W2023781116 type Work @default.
- W2023781116 sameAs 2023781116 @default.
- W2023781116 citedByCount "2" @default.
- W2023781116 countsByYear W20237811162016 @default.
- W2023781116 countsByYear W20237811162021 @default.
- W2023781116 crossrefType "journal-article" @default.
- W2023781116 hasAuthorship W2023781116A5030172165 @default.
- W2023781116 hasAuthorship W2023781116A5078402441 @default.
- W2023781116 hasBestOaLocation W20237811161 @default.
- W2023781116 hasConcept C10138342 @default.
- W2023781116 hasConcept C106159729 @default.
- W2023781116 hasConcept C127413603 @default.
- W2023781116 hasConcept C149782125 @default.
- W2023781116 hasConcept C151730666 @default.
- W2023781116 hasConcept C162324750 @default.
- W2023781116 hasConcept C175444787 @default.
- W2023781116 hasConcept C181236170 @default.
- W2023781116 hasConcept C19244329 @default.
- W2023781116 hasConcept C204036174 @default.
- W2023781116 hasConcept C2780299701 @default.
- W2023781116 hasConcept C2780762169 @default.
- W2023781116 hasConcept C2781249084 @default.
- W2023781116 hasConcept C78519656 @default.
- W2023781116 hasConcept C86803240 @default.
- W2023781116 hasConcept C91602232 @default.
- W2023781116 hasConceptScore W2023781116C10138342 @default.
- W2023781116 hasConceptScore W2023781116C106159729 @default.
- W2023781116 hasConceptScore W2023781116C127413603 @default.
- W2023781116 hasConceptScore W2023781116C149782125 @default.
- W2023781116 hasConceptScore W2023781116C151730666 @default.
- W2023781116 hasConceptScore W2023781116C162324750 @default.
- W2023781116 hasConceptScore W2023781116C175444787 @default.
- W2023781116 hasConceptScore W2023781116C181236170 @default.
- W2023781116 hasConceptScore W2023781116C19244329 @default.
- W2023781116 hasConceptScore W2023781116C204036174 @default.
- W2023781116 hasConceptScore W2023781116C2780299701 @default.
- W2023781116 hasConceptScore W2023781116C2780762169 @default.
- W2023781116 hasConceptScore W2023781116C2781249084 @default.
- W2023781116 hasConceptScore W2023781116C78519656 @default.
- W2023781116 hasConceptScore W2023781116C86803240 @default.
- W2023781116 hasConceptScore W2023781116C91602232 @default.
- W2023781116 hasLocation W20237811161 @default.
- W2023781116 hasLocation W20237811162 @default.
- W2023781116 hasOpenAccess W2023781116 @default.
- W2023781116 hasPrimaryLocation W20237811161 @default.
- W2023781116 hasRelatedWork W1655310703 @default.
- W2023781116 hasRelatedWork W2042785260 @default.
- W2023781116 hasRelatedWork W2350127212 @default.
- W2023781116 hasRelatedWork W2529055134 @default.
- W2023781116 hasRelatedWork W2590774009 @default.
- W2023781116 hasRelatedWork W2727745638 @default.
- W2023781116 hasRelatedWork W2983437053 @default.
- W2023781116 hasRelatedWork W3046359139 @default.
- W2023781116 hasRelatedWork W3122890399 @default.
- W2023781116 hasRelatedWork W3154570107 @default.
- W2023781116 hasVolume "2010" @default.
- W2023781116 isParatext "false" @default.
- W2023781116 isRetracted "false" @default.
- W2023781116 magId "2023781116" @default.
- W2023781116 workType "article" @default.