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Equity Markets in a Divergent Expectations World: A Bridge between Theory and Reality
Robert A. Schwartz
, Jian Hua
,
Deniz Ozenbas
, Jun Wang
Accounting and Finance
Research output
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Contribution to journal
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Article
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peer-review
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Keyphrases
Equity Markets
100%
Divergent Expectations
100%
Price Discovery
50%
First-order
25%
Dynamic Environment
25%
High-order
25%
Liquidity
25%
Market Structure
25%
Homogeneous Expectations
25%
Noisy Prices
25%
Price Volatility
25%
Price Formation
25%
Return Autocorrelation
25%
Dynamic Complexes
25%
Price Return
25%
Academic Analysis
25%
Mathematics
Equity Market
100%
Complex Dynamic
50%
Autocorrelation
50%
Computer Science
Dynamic Environment
100%
Information Set
100%
Economics, Econometrics and Finance
Price
100%
Investors
33%
Market Structure
33%
Price Volatility
33%