Asset pricing with social interactions, adaptive learning, and differences in opinion

具有社交互动、适应性学习和意见差异的资产定价

• 批准号: DP130103210
• 负责人: Prof Xuezhong (Tony) He
• 金额: $ 14.98万
• 依托单位: University of Technology Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2013
• 资助国家: 澳大利亚
• 起止时间: 2013-01-01 至 2016-09-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP130103210
• 关键词: Asset; pricing; social; interactions; adaptive

This project seeks to understand how social interactions and adaptive learning of investors affect asset prices in highly competitive and adaptive financial markets. It will develop an evolutionary asset pricing theory, novel empirical hypotheses and tests of financial market characteristics and provide implications for policy and market regulation.

该项目旨在了解在高度竞争和适应性金融市场中，投资者的社会互动和适应性学习如何影响资产价格。它将发展一个渐进的资产定价理论，新的实证假设和金融市场特征的测试，并提供政策和市场监管的影响。