-
1
-
-
84979347383
-
Judgemental extrapolation and the salience of change
-
Andreassen P.B., and Kraus S.J. Judgemental extrapolation and the salience of change. Journal of Forecasting 9 (1990) 347-372
-
(1990)
Journal of Forecasting
, vol.9
, pp. 347-372
-
-
Andreassen, P.B.1
Kraus, S.J.2
-
2
-
-
66049100177
-
A survey of behavioral finance
-
Constantinides G.M., Harris M., and Stulz R.M. (Eds), Amsterdam, North-Holland
-
Barberis N., and Thaler R. A survey of behavioral finance. In: Constantinides G.M., Harris M., and Stulz R.M. (Eds). Handbook of the Economics of Finance (2003), Amsterdam, North-Holland 1053-1123
-
(2003)
Handbook of the Economics of Finance
, pp. 1053-1123
-
-
Barberis, N.1
Thaler, R.2
-
3
-
-
38949166334
-
Speculative bubbles, crashes and rational expectations
-
Blanchard O. Speculative bubbles, crashes and rational expectations. Economic Letters 3 (1979) 387-389
-
(1979)
Economic Letters
, vol.3
, pp. 387-389
-
-
Blanchard, O.1
-
4
-
-
0001866008
-
Bubbles, rational expectations and financial markets
-
Wachtel P. (Ed), Lexington Books, Lexington
-
Blanchard O., and Watson M. Bubbles, rational expectations and financial markets. In: Wachtel P. (Ed). Crises in the Economic and Financial Structure (1982), Lexington Books, Lexington 295-316
-
(1982)
Crises in the Economic and Financial Structure
, pp. 295-316
-
-
Blanchard, O.1
Watson, M.2
-
5
-
-
0001288049
-
A rational route to randomness
-
Brock W.A., and Hommes C.H. A rational route to randomness. Econometrica 65 (1997) 1059-1095
-
(1997)
Econometrica
, vol.65
, pp. 1059-1095
-
-
Brock, W.A.1
Hommes, C.H.2
-
6
-
-
0000921080
-
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
-
Brock W.A., and Hommes C.H. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control 22 (1998) 1235-1274
-
(1998)
Journal of Economic Dynamics and Control
, vol.22
, pp. 1235-1274
-
-
Brock, W.A.1
Hommes, C.H.2
-
7
-
-
24044504223
-
Betting on trends: intuitive forecasts of financial risk and return
-
De Bondt W.F.M. Betting on trends: intuitive forecasts of financial risk and return. International Journal of Forecasting 9 (1993) 355-371
-
(1993)
International Journal of Forecasting
, vol.9
, pp. 355-371
-
-
De Bondt, W.F.M.1
-
8
-
-
84977712440
-
Positive feedback investment strategies and destabilizing rational speculation
-
De Long J.B., Shleifer A., Summers L.H., and Waldmann R.J. Positive feedback investment strategies and destabilizing rational speculation. Journal of Finance 45 (1990) 379-396
-
(1990)
Journal of Finance
, vol.45
, pp. 379-396
-
-
De Long, J.B.1
Shleifer, A.2
Summers, L.H.3
Waldmann, R.J.4
-
9
-
-
84936067423
-
The theory of rational bubbles in stock prices
-
Diba B.T., and Grossman H.I. The theory of rational bubbles in stock prices. Economic Journal 98 (1988) 746-754
-
(1988)
Economic Journal
, vol.98
, pp. 746-754
-
-
Diba, B.T.1
Grossman, H.I.2
-
11
-
-
0000945847
-
Pitfalls in testing for explosive bubbles in asset prices
-
Evans G.W. Pitfalls in testing for explosive bubbles in asset prices. American Economic Review 81 (1991) 922-930
-
(1991)
American Economic Review
, vol.81
, pp. 922-930
-
-
Evans, G.W.1
-
13
-
-
0001315552
-
Market fundamentals versus price bubbles: the first tests
-
Flood R.P., and Garber P.M. Market fundamentals versus price bubbles: the first tests. Journal of Political Economy 88 (1980) 745-770
-
(1980)
Journal of Political Economy
, vol.88
, pp. 745-770
-
-
Flood, R.P.1
Garber, P.M.2
-
14
-
-
0000131597
-
Using survey data to test standard propositions regarding exchange rate expectations
-
Frankel J.A., and Froot K.A. Using survey data to test standard propositions regarding exchange rate expectations. American Economic Review 77 (1987) 133-153
-
(1987)
American Economic Review
, vol.77
, pp. 133-153
-
-
Frankel, J.A.1
Froot, K.A.2
-
15
-
-
0002182880
-
Chartists, fundamentalists and the demand for dollars
-
Frankel J.A., and Froot K.A. Chartists, fundamentalists and the demand for dollars. Greek Economic Review 10 (1988) 49-102
-
(1988)
Greek Economic Review
, vol.10
, pp. 49-102
-
-
Frankel, J.A.1
Froot, K.A.2
-
16
-
-
0000738539
-
Intrinsic bubbles: the case of stock prices
-
Froot K.A., and Obstfeld M. Intrinsic bubbles: the case of stock prices. American Economic Review 81 (1991) 1189-1214
-
(1991)
American Economic Review
, vol.81
, pp. 1189-1214
-
-
Froot, K.A.1
Obstfeld, M.2
-
18
-
-
0036217290
-
Anchoring economic predictions in common knowledge
-
Guesnerie R. Anchoring economic predictions in common knowledge. Econometrica 70 (2002) 439-480
-
(2002)
Econometrica
, vol.70
, pp. 439-480
-
-
Guesnerie, R.1
-
19
-
-
44649150695
-
-
Heemeijer, P., Hommes, C.H., Sonnemans, J., Tuinstra, J., 2006. Price stability and volatility in markets with positive and negative expectations feedback. An experimental investigation. CeNDEF Working Paper 06-05, Universiteit van Amsterdam.
-
Heemeijer, P., Hommes, C.H., Sonnemans, J., Tuinstra, J., 2006. Price stability and volatility in markets with positive and negative expectations feedback. An experimental investigation. CeNDEF Working Paper 06-05, Universiteit van Amsterdam.
-
-
-
-
20
-
-
0000748243
-
Expectation formation: rational or adaptive or ...?
-
Hey J.D. Expectation formation: rational or adaptive or ...?. Journal of Economic Behavior and Organization 25 (1994) 329-349
-
(1994)
Journal of Economic Behavior and Organization
, vol.25
, pp. 329-349
-
-
Hey, J.D.1
-
21
-
-
0000398111
-
Investor psychology and asset pricing
-
Hirshleifer D. Investor psychology and asset pricing. Journal of Finance 56 (2001) 1533-1597
-
(2001)
Journal of Finance
, vol.56
, pp. 1533-1597
-
-
Hirshleifer, D.1
-
22
-
-
84884450248
-
Financial markets as complex adaptive evolutionary systems
-
Hommes C.H. Financial markets as complex adaptive evolutionary systems. Quantitative Finance 1 (2001) 149-167
-
(2001)
Quantitative Finance
, vol.1
, pp. 149-167
-
-
Hommes, C.H.1
-
24
-
-
0003269661
-
The robustness of bubbles and crashes in experimental stock markets
-
Prigogine I., Day R., and Chen P. (Eds), Oxford University Press, Oxford
-
King R.R., Smith V.L., Williams A.W., and van Boening M. The robustness of bubbles and crashes in experimental stock markets. In: Prigogine I., Day R., and Chen P. (Eds). Nonlinear Dynamics and Evolutionary Economics (1993), Oxford University Press, Oxford 183-200
-
(1993)
Nonlinear Dynamics and Evolutionary Economics
, pp. 183-200
-
-
King, R.R.1
Smith, V.L.2
Williams, A.W.3
van Boening, M.4
-
25
-
-
0038432486
-
Nonspeculative bubbles in experimental asset markets: lack of common knowledge of rationality vs. actual irrationality
-
Lei V., Noussair C.N., and Plott C.R. Nonspeculative bubbles in experimental asset markets: lack of common knowledge of rationality vs. actual irrationality. Econometrica 69 (2001) 831-859
-
(2001)
Econometrica
, vol.69
, pp. 831-859
-
-
Lei, V.1
Noussair, C.N.2
Plott, C.R.3
-
26
-
-
0010077041
-
Expectationally driven market volatility: an experimental study
-
Marimon R., Spear S.E., and Sunder S. Expectationally driven market volatility: an experimental study. Journal of Economic Theory 81 (1993) 74-103
-
(1993)
Journal of Economic Theory
, vol.81
, pp. 74-103
-
-
Marimon, R.1
Spear, S.E.2
Sunder, S.3
-
27
-
-
0001281286
-
Rational expectations and the theory of price movements
-
Muth J.F. Rational expectations and the theory of price movements. Econometrica 29 (1961) 315-335
-
(1961)
Econometrica
, vol.29
, pp. 315-335
-
-
Muth, J.F.1
-
28
-
-
18244409227
-
Price bubbles in laboratory asset markets with constant fundamental values
-
Noussair C.N., Robin S., and Ruffieux B. Price bubbles in laboratory asset markets with constant fundamental values. Experimental Economics 4 (2001) 87-105
-
(2001)
Experimental Economics
, vol.4
, pp. 87-105
-
-
Noussair, C.N.1
Robin, S.2
Ruffieux, B.3
-
29
-
-
21844515590
-
Futures contracting and dividend uncertainty in experimental asset markets
-
Porter D.P., and Smith V.L. Futures contracting and dividend uncertainty in experimental asset markets. Journal of Business 68 (1995) 509-541
-
(1995)
Journal of Business
, vol.68
, pp. 509-541
-
-
Porter, D.P.1
Smith, V.L.2
-
30
-
-
0002190490
-
Rational asset pricing bubbles
-
Santos M.S., and Woodford M. Rational asset pricing bubbles. Econometrica 65 (1997) 19-57
-
(1997)
Econometrica
, vol.65
, pp. 19-57
-
-
Santos, M.S.1
Woodford, M.2
-
31
-
-
0002633728
-
An experimental study of expectation formation
-
Schmalensee R. An experimental study of expectation formation. Econometrica 44 (1976) 17-41
-
(1976)
Econometrica
, vol.44
, pp. 17-41
-
-
Schmalensee, R.1
-
32
-
-
0002897976
-
Speculative prices and popular models
-
Shiller R.J. Speculative prices and popular models. Journal of Economic Perspectives 4 2 (1990) 55-65
-
(1990)
Journal of Economic Perspectives
, vol.4
, Issue.2
, pp. 55-65
-
-
Shiller, R.J.1
-
33
-
-
0001547941
-
Bubbles, crashes and endogenous expectations in experimental spot asset markets
-
Smith V.L., Suchanek G.L., and Williams A.W. Bubbles, crashes and endogenous expectations in experimental spot asset markets. Econometrica 56 (1988) 1119-1151
-
(1988)
Econometrica
, vol.56
, pp. 1119-1151
-
-
Smith, V.L.1
Suchanek, G.L.2
Williams, A.W.3
-
34
-
-
0034340477
-
Dividend timing and behavior in laboratory asset markets
-
Smith V.L., van Boening M., and Wellford C.P. Dividend timing and behavior in laboratory asset markets. Economic Theory 16 (2000) 567-583
-
(2000)
Economic Theory
, vol.16
, pp. 567-583
-
-
Smith, V.L.1
van Boening, M.2
Wellford, C.P.3
-
35
-
-
0001022690
-
On the possibility of speculation under rational expectations
-
Tirole J. On the possibility of speculation under rational expectations. Econometrica 50 (1982) 1163-1181
-
(1982)
Econometrica
, vol.50
, pp. 1163-1181
-
-
Tirole, J.1
-
36
-
-
0001575872
-
Asset bubbles and overlapping generations
-
Tirole J. Asset bubbles and overlapping generations. Econometrica 53 (1985) 1499-1528
-
(1985)
Econometrica
, vol.53
, pp. 1499-1528
-
-
Tirole, J.1
-
38
-
-
0001210479
-
A specification test for speculative bubbles
-
West K.D. A specification test for speculative bubbles. Quarterly Journal of Economics 102 (1987) 553-580
-
(1987)
Quarterly Journal of Economics
, vol.102
, pp. 553-580
-
-
West, K.D.1
-
39
-
-
0000999457
-
The formation of price forecasts in experimental markets
-
Williams A.W. The formation of price forecasts in experimental markets. Journal of Money, Credit and Banking 19 (1987) 1-18
-
(1987)
Journal of Money, Credit and Banking
, vol.19
, pp. 1-18
-
-
Williams, A.W.1
|