-
1
-
-
0003519462
-
-
Cambridge, MA: MIT Press
-
Anderson, S., A. de Palma, J. Thisse, Discrete Choice Theory of Product Differentiation (Cambridge, MA: MIT Press, 1993).
-
(1993)
Discrete Choice Theory of Product Differentiation
-
-
Anderson, S.1
De Palma, A.2
Thisse, J.3
-
4
-
-
0041079674
-
-
Santa Fe Institute Working Paper
-
Arthur, Brian, John Holland, Blake LeBaron, Richard Palmer, Paul Tayler, "Artificial Economic Life: A Simple Model of a Stockmarket," Santa Fe Institute Working Paper (1993).
-
(1993)
Artificial Economic Life: A Simple Model of a Stockmarket
-
-
Arthur, B.1
Holland, J.2
LeBaron, B.3
Palmer, R.4
Tayler, P.5
-
6
-
-
34848900983
-
ARCH modelling in finance: A review of the theory and empirical evidence
-
Bollerslev, Tim, R. Chou, and K. Kroner, "ARCH Modelling in Finance: A Review of the Theory and Empirical Evidence," Journal of Econometrics 52 (1992), 559.
-
(1992)
Journal of Econometrics
, vol.52
, pp. 559
-
-
Bollerslev, T.1
Chou, R.2
Kroner, K.3
-
7
-
-
0001711056
-
ARCH models
-
Amsterdam: North Holland
-
Bollerslev, Tim, Robert Engle, and Daniel Nelson, "ARCH Models," Handbook of Econometrics, Volume IV (Amsterdam: North Holland, 1993).
-
(1993)
Handbook of Econometrics
, vol.4
-
-
Bollerslev, T.1
Engle, R.2
Nelson, D.3
-
8
-
-
0001864191
-
Pathways to randomness in the economy: Emergent nonlinearity and chaos in economics and finance
-
Jan.-June, Also Santa Fe Institute Working Paper, No. 93-02-006 and SSRI R.P. No. 410, Department of Economics, University of Wisconsin, Madison
-
Brock, William, "Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance," Estudios Economicos 8 (1) (Jan.-June, 1993) Also Santa Fe Institute Working Paper, No. 93-02-006 and SSRI R.P. No. 410, Department of Economics, University of Wisconsin, Madison (1994).
-
(1993)
Estudios Economicos
, vol.8
, Issue.1
-
-
Brock, W.1
-
9
-
-
0003605434
-
-
Department of Economics, University of Wisconsin, Madison
-
Brock, William, and Cars Hommes, "Rational Routes to Randomness: Rationality in an Unstable Market with Information Costs Implies Chaos," Department of Economics, University of Wisconsin, Madison (1994).
-
(1994)
Rational Routes to Randomness: Rationality in an Unstable Market with Information Costs Implies Chaos
-
-
Brock, W.1
Hommes, C.2
-
10
-
-
0010899130
-
-
Social Science Research Institute Working Paper, Department of Economics, The University of Wisconsin, Madison
-
Brock, William, and Blake LeBaron, "Using Structural Modeling in Building Statistical Models of Volatility and Volume of Stock Market Returns: Unabridged Version," Social Science Research Institute Working Paper, Department of Economics, The University of Wisconsin, Madison (1993).
-
(1993)
Using Structural Modeling in Building Statistical Models of Volatility and Volume of Stock Market Returns: Unabridged Version
-
-
Brock, W.1
LeBaron, B.2
-
11
-
-
0001839891
-
What moves stock prices?
-
Spring
-
Cutler, D., James Poterba, and Lawrence Summers, "What Moves Stock Prices?" Journal of Portfolio Management 15 (Spring 1989), 4-12.
-
(1989)
Journal of Portfolio Management
, vol.15
, pp. 4-12
-
-
Cutler, D.1
Poterba, J.2
Summers, L.3
-
14
-
-
84936526743
-
Noise trader risk in financial markets
-
De Long, J., Andrei Shleifer, Lawrence Summers, and Robert Waldmann, "Noise Trader Risk in Financial Markets," Journal of Political Economy 98 (4) (1990), 703-738.
-
(1990)
Journal of Political Economy
, vol.98
, Issue.4
, pp. 703-738
-
-
De Long, J.1
Shleifer, A.2
Summers, L.3
Waldmann, R.4
-
15
-
-
84960592808
-
Nonergodic economic growth
-
Durlauf, Steven,"Nonergodic Economic Growth," Review Of Economic Studies 60 (2) (1993), 349-366.
-
(1993)
Review of Economic Studies
, vol.60
, Issue.2
, pp. 349-366
-
-
Durlauf, S.1
-
16
-
-
0003703286
-
-
Redwood City, CA: Addison-Wesley
-
Friedman, Daniel, and John Rust, The Double Auction Market: Institutions, Theories, and Evidence (Redwood City, CA: Addison-Wesley, 1993).
-
(1993)
The Double Auction Market: Institutions, Theories, and Evidence
-
-
Friedman, D.1
Rust, J.2
-
17
-
-
0000700546
-
Nonlinear dynamic structures
-
July
-
Gallant, A. Ronald, Peter Rossi, and George Tauchen, "Nonlinear Dynamic Structures," Econometrica 61 (July 1993), 871-907.
-
(1993)
Econometrica
, vol.61
, pp. 871-907
-
-
Gallant, A.R.1
Rossi, P.2
Tauchen, G.3
-
19
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
June
-
Grossman, Sanford, and Joseph Stiglitz, "On the Impossibility of Informationally Efficient Markets," American Economic Review 70 (3) (June 1980), 393-408.
-
(1980)
American Economic Review
, vol.70
, Issue.3
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
20
-
-
84977720699
-
The effect of volatility changes on the level of stock prices and subsequent expected returns
-
Haugen, Robert, E. Talmor, and W. Torous, "The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns," Journal of Finance 46 (3) (1991), 985-1007.
-
(1991)
Journal of Finance
, vol.46
, Issue.3
, pp. 985-1007
-
-
Robert, E.T.1
Torous, W.2
-
21
-
-
0000088496
-
On the aggregation of information in competitive markets
-
June
-
Hellwig, Martin, "On the Aggregation of Information in Competitive Markets," Journal of Economic Theory 22 (3) (June 1980), 477-498.
-
(1980)
Journal of Economic Theory
, vol.22
, Issue.3
, pp. 477-498
-
-
Hellwig, M.1
-
22
-
-
0041079675
-
-
Kiefer, Nicholas, Z. Ye, and M. An, "A Dynamic Model of Local and Global Interactions among Economic Agents," Department of Economics, Cornell University (1993).
-
(1993)
A Dynamic Model of Local and Global Interactions among Economic Agents, Department of Economics, Cornell University
-
-
Kiefer, N.1
Ye, Z.2
An, M.3
-
24
-
-
84933495828
-
Testing financial market equilibrium under asymmetric information
-
Lang, L., Robert Litzenberger, and Vincente Madrigal, "Testing Financial Market Equilibrium Under Asymmetric Information," Journal of Political Economy 100 (2) (1992), 317-348.
-
(1992)
Journal of Political Economy
, vol.100
, Issue.2
, pp. 317-348
-
-
Lang, L.1
Litzenberger, R.2
Madrigal, V.3
-
25
-
-
0006295348
-
-
SSRI W.P. No. 9201, Department of Economics, University of Wisconsin, Madison
-
LeBaron, Blake, "Persistence of the Dow Jones Index on Rising Volume," SSRI W.P. No. 9201, Department of Economics, University of Wisconsin, Madison (1992).
-
(1992)
Persistence of the Dow Jones Index on Rising Volume
-
-
LeBaron, B.1
-
26
-
-
0001173683
-
When are contrarian profits due to stock market overreaction?
-
Lo, Andrew, and Craig MacKinlay, "When Are Contrarian Profits Due to Stock Market Overreaction?" The Review of Financial Studies 3 (2) (1991), 175-205.
-
(1991)
The Review of Financial Studies
, vol.3
, Issue.2
, pp. 175-205
-
-
Lo, A.1
MacKinlay, C.2
-
27
-
-
0041079672
-
-
Department of Economics, New York University and the University of Chicago
-
Madrigal, Vincente, and José Scheinkman, "Price Crashes, Information Aggregation, and Market Making," Department of Economics, New York University and the University of Chicago (1992).
-
(1992)
Price Crashes, Information Aggregation, and Market Making
-
-
Madrigal, V.1
Scheinkman, J.2
-
29
-
-
0000848950
-
Empirical anomalies based on unexpected earnings and the importance of risk adjustments
-
Nov.
-
Rendleman, R., C. Jones, and H. Latané, "Empirical Anomalies Based on Unexpected Earnings and the Importance of Risk Adjustments," Journal of Financial Economics (Nov. 1982).
-
(1982)
Journal of Financial Economics
-
-
Rendleman, R.1
Jones, C.2
Latané, H.3
-
31
-
-
84936185790
-
Measuring business cycle time
-
Stock, James, "Measuring Business Cycle Time," Journal of Political Economy 95 (1987), 1240-1261.
-
(1987)
Journal of Political Economy
, vol.95
, pp. 1240-1261
-
-
Stock, J.1
-
32
-
-
84950430713
-
Estimating continuous time processes subject to time deformation: An application to post war U.S. GNP
-
_, "Estimating Continuous Time Processes Subject to Time Deformation: An Application to Post War U.S. GNP," Journal of American Statistical Association 83 (1988), 77-85.
-
(1988)
Journal of American Statistical Association
, vol.83
, pp. 77-85
-
-
-
33
-
-
0039892655
-
Differences of opinion
-
Peter Newman, Murray Milgate, and J. Eatwell (eds.), London: MacMillan
-
Varian, Hal, "Differences of Opinion," in Peter Newman, Murray Milgate, and J. Eatwell (eds.), The New Palgrave Dictionary of Money and Finance (London: MacMillan, 1992).
-
(1992)
The New Palgrave Dictionary of Money and Finance
-
-
Varian, H.1
|