Asset Price Response to New Information (Record no. 50655)

000 -LEADER
fixed length control field 03221nam a22004815i 4500
001 - CONTROL NUMBER
control field 978-1-4614-9369-3
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200420211741.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 131016s2014 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781461493693
-- 978-1-4614-9369-3
082 04 - CLASSIFICATION NUMBER
Call Number 332
100 1# - AUTHOR NAME
Author Luo, Guo Ying.
245 10 - TITLE STATEMENT
Title Asset Price Response to New Information
Sub Title The Effects of Conservatism Bias and Representativeness Heuristic /
300 ## - PHYSICAL DESCRIPTION
Number of Pages VII, 70 p.
490 1# - SERIES STATEMENT
Series statement SpringerBriefs in Finance,
505 0# - FORMATTED CONTENTS NOTE
Remark 2 Chapter 1 Introduction -- Chapter 2 Conservatism bias and asset price overreaction or underreaction to new information in a competitive securities market -- Chapter 3 Conservatism bias and asset price overreaction or underreaction to new information in the presence of strategic interaction -- Chapter 4 Representativeness heuristic and asset price overreaction or underreaction to new information in a competitive securities market -- Chapter 5 Representativeness heuristic and asset price overreaction or underreaction to new information in the presence of strategic interaction -- Chapter 6 The presence of representativeness heuristic and conservatism bias in an asset market -- Chapter 7 Conclusion -- Appendix -- References.
520 ## - SUMMARY, ETC.
Summary, etc Asset Price Response to New Information examines the effect of two types of psychological biases (namely, conservatism bias and representativeness heuristic) on the asset price reaction to new information. The author constructs various models of a competitive securities market or a security market allowing for strategic interaction among traders to prove rigorously that either conservatism or representativeness is capable of generating both asset price overreaction and underreaction to new information. The results shed some new insights on the phenomena of the asset price overreaction and underreaction to new information. In the literature, very little has been published in this area of behavioral finance. This volume will appeal to graduate-level students and researchers in finance, behavioral finance, and financial engineering.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4614-9369-3
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type eBooks
264 #1 -
-- New York, NY :
-- Springer New York :
-- Imprint: Springer,
-- 2014.
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-- text
-- txt
-- rdacontent
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-- computer
-- c
-- rdamedia
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-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Finance.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economic theory.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Macroeconomics.
650 14 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Finance.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Finance, general.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Macroeconomics/Monetary Economics//Financial Economics.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economic Theory/Quantitative Economics/Mathematical Methods.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
-- 2193-1720
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-- ZDB-2-SBE

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