Andreea Victoria Popescu

Tilburg University - Center for Economic Research (CentER)

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

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Scholarly Papers (1)

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Contagion and Return Predictability in Asset Markets: An Experiment With Two Lucas Trees

CentER Discussion Paper Series Nr. 2020-014
Number of pages: 54 Posted: 19 May 2020
Charles Noussair and Andreea Victoria Popescu
University of Arizona and Tilburg University - Center for Economic Research (CentER)
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Abstract:

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contagion; asset pricing; two trees model; experimental pricing; time series momentum; return predictability