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异质信念与金融异象研究最新进展
id: 1979
Date: 20131014
status: published
Times:
Author
陈国进, 王景
Content
投资者异质信念和卖空限制前提下资产定价和金融异象的理论和实证研究大大丰富和发展了传统的金融经济理论。本文从理论和实证两个方面综合阐述了这一领域的最新研究成果。这一领域的理论研究为金融异象、资产泡沫、市场崩溃形成机制提供了全新的解释思路。虽然对异质信念的衡量存在一定困难和分歧，实证结果也不完全一致，但大多数的实证研究支持了理论观点。
JEL-Codes
Keywords
异质信念 卖空限制 金融异象
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