What can rational investors do about excessive volatility and sentiment fluctuations?
By: Bernard Dumas, Alexander Kurshev, Raman Uppal.
Contributors: Kurshev, Alexander.; Uppal, Raman.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11803.; Working paper series (National Bureau of Economic Research) -- working paper no. 11803.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 45
Subjects: Stocks
Notes: "November 2005."

Includes bibliographical references (p. 43-45).

Also available in PDF from the NBER world wide web site (www.nber.org).