grant

Asset pricing with social interactions, adaptive learning, and differences in opinion [ 2013-01-01 - 2016-09-30 ]

Research Grant

[Cite as http://purl.org/au-research/grants/arc/DP130103210]

Researchers: Dr Lei Shi (Chief Investigator) ,  Xue-Zhong (Tony) He (Chief Investigator) ,  Dr Youwei Li (Partner Investigator)

Brief description Asset pricing with social interactions, adaptive learning, and differences in opinion. This project seeks to understand how social interactions and adaptive learning of investors affect asset prices in highly competitive and adaptive financial markets. It will develop an evolutionary asset pricing theory, novel empirical hypotheses and tests of financial market characteristics and provide implications for policy and market regulation.

Funding Amount $211,000

Funding Scheme Discovery Projects

View this grant in the ARC Data Portal

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