Belief biases and volatility of assets

Based on an overlapping generation model, this paper introduces the noise traders with belief biases and rational traders. With an equilibrium analysis, this paper examines the volatility of risky asset. The results show that the belief biases, the probability of economy state, and the domain capabi...

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Main Authors: Lei-Sun, Wen-Zou, Hui
Format: Conference Proceeding
Language:English
Subjects:
Economic models
Equilibrium analysis
Volatility
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Wen-Zou, Hui
description Based on an overlapping generation model, this paper introduces the noise traders with belief biases and rational traders. With an equilibrium analysis, this paper examines the volatility of risky asset. The results show that the belief biases, the probability of economy state, and the domain capability are all the factors that have effects on the volatility of the market.
doi_str_mv 10.1063/1.4897768
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source American Institute of Physics:Jisc Collections:Transitional Journals Agreement 2021-23 (Reading list)
subjects Economic models
Equilibrium analysis
Volatility
title Belief biases and volatility of assets
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