Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning
Published Online:1 Jul 2007https://doi.org/10.1287/mnsc.1060.0622
Supplemental Material
mnsc.1060.0622-sm-ec.pdf (89 KB)
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Volume 53, Issue 7
July 2007
Pages iv-1198
Article Information
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- Received:August 31, 2004
- Published Online:July 01, 2007
Copyright © 2007, INFORMS
Cite as
Scott C. Linn, Nicholas S. P. Tay, (2007) Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning. Management Science 53(7):1165-1180.
https://doi.org/10.1287/mnsc.1060.0622
Keywords
