-
1
-
-
0000160286
-
On the dynamic behaviour of prices in disequilibrium
-
Beja, A. and Goldman, M.B. (1980) On the dynamic behaviour of prices in disequilibrium, Journal of Finance, 35, 235–48.
-
(1980)
Journal of Finance
, vol.35
, pp. 235-248
-
-
Beja, A.1
Goldman, M.B.2
-
2
-
-
84936664956
-
Predictive disequilibria and the short run dynamics of asset prices
-
Bowden, R.J. (1990) Predictive disequilibria and the short run dynamics of asset prices, Australian Journal of Management, 15(1), 65–87.
-
(1990)
Australian Journal of Management
, vol.15
, Issue.1
, pp. 65-87
-
-
Bowden, R.J.1
-
3
-
-
0001288049
-
A rational route to randomness
-
Brock, W. and Hommes, C. (1997) A rational route to randomness, Econometrica, 65, 1059–95.
-
(1997)
Econometrica
, vol.65
, pp. 1059-1095
-
-
Brock, W.1
Hommes, C.2
-
4
-
-
0040734593
-
A kinetic thermodynamics approach to the psychology of fluctuations in financial markets
-
Caginalp, G. and Ermentrout, G.B. (1990) A kinetic thermodynamics approach to the psychology of fluctuations in financial markets, Applied Mathematical Letters, 3, 17–19.
-
(1990)
Applied Mathematical Letters
, vol.3
, pp. 17-19
-
-
Caginalp, G.1
Ermentrout, G.B.2
-
5
-
-
0030557191
-
Trend-based asset flow in technical analysis and securities marketing
-
Caginalp, G. and Balenovich, D. (1996) Trend-based asset flow in technical analysis and securities marketing, Psychology and Marketing, 13, 407–44.
-
(1996)
Psychology and Marketing
, vol.13
, pp. 407-444
-
-
Caginalp, G.1
Balenovich, D.2
-
6
-
-
0000007521
-
The dividend-price ratio and expectations of future dividens and discount factors
-
Campbell, J.Y. and Shiller, R.J. (1988a) The dividend-price ratio and expectations of future dividens and discount factors, Review of Financial Studies, 1, 195–228.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 195-228
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
7
-
-
84977717068
-
Stock prices, earnings, and expected dividends
-
Campbell, J.Y. and Shiller, R.J. (1988b) Stock prices, earnings, and expected dividends, Journal of Finance, 43, 661–76.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
8
-
-
0001380566
-
The dynamics of speculative behaviour
-
Chiarella, C. (1992) The dynamics of speculative behaviour, Annals of Operations Research, 37, 101–24.
-
(1992)
Annals of Operations Research
, vol.37
, pp. 101-124
-
-
Chiarella, C.1
-
9
-
-
0000809283
-
Bulls, bears and market sheep
-
Day, R. and Huang, W. (1990) Bulls, bears and market sheep, Journal of Economic Behavior and Organization, 14, 299–329.
-
(1990)
Journal of Economic Behavior and Organization
, vol.14
, pp. 299-329
-
-
Day, R.1
Huang, W.2
-
10
-
-
0003546998
-
-
Blackwell, Oxford
-
De Grauwe, P., Dewachter, H. and Embrechts, M. (1993) Exchange Rate Theory; Chaotic Models of Foreing Exchange Markets, Blackwell, Oxford.
-
(1993)
Exchange Rate Theory; Chaotic Models of Foreing Exchange Markets
-
-
De Grauwe, P.1
Dewachter, H.2
Embrechts, M.3
-
12
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, E.F. and French, K.R. (1988) Permanent and temporary components of stock prices, Journal of Political Economy, 96, 246–73.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
13
-
-
0001315552
-
Market fundamental versus price-level bubbles: The first tests
-
Flood, R.D. and Garber, P.M. (1980) Market fundamental versus price-level bubbles: the first tests, Journal of Political Economy, 8, 745–70.
-
(1980)
Journal of Political Economy
, vol.8
, pp. 745-770
-
-
Flood, R.D.1
Garber, P.M.2
-
16
-
-
0002247493
-
Multiple attractors, complex basin boundaries, and transient motion in deterministic economic systems
-
Feichtinger (ed.), Elsevier Science Publishers B.V
-
Lorenz, H.W. (1992) Multiple attractors, complex basin boundaries, and transient motion in deterministic economic systems, in Feichtinger (ed.) Dynamic Economic Models and Optimal Control, Elsevier Science Publishers B.V.
-
(1992)
Dynamic Economic Models and Optimal Control
-
-
Lorenz, H.W.1
-
17
-
-
0000015564
-
Herd, behaviour, bubbles and crashes
-
Lux, T. (1995) Herd, behaviour, bubbles and crashes, Economic Journal, 105, 881–96.
-
(1995)
Economic Journal
, vol.105
, pp. 881-896
-
-
Lux, T.1
-
19
-
-
0002158052
-
Mean reversion in stock prices: Evidence and implications
-
Poterba, J.M. and Summers, L.H. (1988) Mean reversion in stock prices: evidence and implications, Journal of Financial Economic, 22, 27–59.
-
(1988)
Journal of Financial Economic
, vol.22
, pp. 27-59
-
-
Poterba, J.M.1
Summers, L.H.2
-
21
-
-
0000893807
-
Do stock prices move too much to be justified by subsequent changes in dividends?
-
Shiller, R. (1981) do stock prices move too much to be justified by subsequent changes in dividends? American Economic Review, 71, 421–36.
-
(1981)
American Economic Review
, vol.71
, pp. 421-436
-
-
Shiller, R.1
-
22
-
-
0010875815
-
Conditions for unique solutions in stochastic macroeconomic models with rational expectations
-
Taylor, J. (1977) Conditions for unique solutions in stochastic macroeconomic models with rational expectations, Econometrica, 45, 1377–85.
-
(1977)
Econometrica
, vol.45
, pp. 1377-1385
-
-
Taylor, J.1
-
24
-
-
21344484980
-
How learning in financial markets generates excess volatility and predictability in stock prices
-
Timmermann, A. (1993) How learning in financial markets generates excess volatility and predictability in stock prices, Quarterly Journal of Economics, 108, 1135–45.
-
(1993)
Quarterly Journal of Economics
, vol.108
, pp. 1135-1145
-
-
Timmermann, A.1
-
25
-
-
0001575872
-
Asset bubbles and overlapping generations
-
Tirole, J. (1985) Asset bubbles and overlapping generations, Econometrica, 53, 1499–528.
-
(1985)
Econometrica
, vol.53
, pp. 1499-1528
-
-
Tirole, J.1
-
26
-
-
0002627594
-
On the unstable behaviour of stock exchanges
-
Zeeman, E.C. (1974) On the unstable behaviour of stock exchanges, Journal of Mathematical Economics, 1, 39–49.
-
(1974)
Journal of Mathematical Economics
, vol.1
, pp. 39-49
-
-
Zeeman, E.C.1
|