Gipsy Lane
Oxford, Oxon OX3 0BP
United Kingdom
Oxford Brookes University
Overconfidence, Factors, Public Signals, Short-term Return Reversals, Overconfidence
Smoothing, Time-varying model, Fundamentals
Overconfidence; Public Signals; Households; House Prices; Bayesian Updating
Illiquidity costs, Residential properties, Flight to Quality
Large deviation theory, Mortgage loans, Optimal portfolio, Regional allocation