Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model

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Bibliographic Details
Main Authors:	Kurth, Jutta G., Majewski, Adam A., Bouchaud, Jean-Philippe
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure General Economics Economics Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.07820