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542期 11月24日:Social Interaction and Financial Market Anomalies...

542期 11月24日:Social Interaction and Financial Market Anomalies(Xuezhong (Tony) He, Professor in University of Technology, Sydney)
来源:经济学院

【主讲】Xuezhong (Tony) He (Professor in University of Technology, Sydney)

【主题】Social Interaction and Financial Market Anomalies

【时间】2014年11月24日(周一) 10:00-11:30

【地点】上海财经大学经济学院楼801室

【语言】英文

【摘要】 We develop a simple asset pricing model with differences in opinion and social interaction and show that the model is able to explain many important financial market anomalies, including excess volatility, volatility clustering, bubbles, crashes, and time series momentum in short-run and reversal in long run.