The sustainability of stock price fluctuations: Explanation from a recursive dynamic model
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DOI: 10.1371/journal.pone.0255081
Abstract: The sustainability of stock price fluctuations indicated by many empirical studies hardly reconciles with the existing models in standard financial theories. This paper proposes a recursive dynamic asset pricing model based on the comprehensive impact… read more here.
Keywords: price; price fluctuations; sustainability stock; stock price ... See more keywords