-
1
-
-
38949092058
-
Finite Bubbles with Short Sale Constraints and Asymmetric Information
-
and
-
Allen, Franklin, Stephen Morris, and Andrew Postlewaite 1993 Finite Bubbles with Short Sale Constraints and Asymmetric Information Journal of Economic Theory, 61, 206 29.
-
(1993)
Journal of Economic Theory
, vol.61
, pp. 206-29
-
-
Allen, F.1
Morris, S.2
Postlewaite, A.3
-
2
-
-
33646922090
-
Beauty Contests and Iterated Expectations in Asset Markets
-
and
-
Allen, Franklin, Stephen Morris, and Hyun Song Shin 2006 Beauty Contests and Iterated Expectations in Asset Markets Review of Financial Studies, 19, 719 52.
-
(2006)
Review of Financial Studies
, vol.19
, pp. 719-52
-
-
Allen, F.1
Morris, S.2
Shin, H.S.3
-
5
-
-
33747706175
-
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle
-
and
-
Bacchetta, Philippe, and Eric van Wincoop 2006 Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle American Economic Review, 96, 552 76.
-
(2006)
American Economic Review
, vol.96
, pp. 552-76
-
-
Bacchetta, P.1
Van Wincoop, E.2
-
6
-
-
66049100177
-
A Survey of Behavioral Finance
-
and. In. edited by. George Constantinides, Milton Harris, and. Rene Stulz, pp. Amsterdam: Elsevier.
-
Barberis, Nicholas, and Richard Thaler 2003 A Survey of Behavioral Finance In Handbook of the Economics of Finance, edited by George Constantinides, Milton Harris, and Rene Stulz, pp. 1053 128. Amsterdam : Elsevier.
-
(2003)
Handbook of the Economics of Finance
, pp. 1053-128
-
-
Barberis, N.1
Thaler, R.2
-
7
-
-
0040021601
-
Asset Prices and Trading Volume in a Beauty Contest
-
and
-
Biais, Bruno, and Peter Bossaerts 1998 Asset Prices and Trading Volume in a Beauty Contest Review of Economic Studies, 65, 307 40.
-
(1998)
Review of Economic Studies
, vol.65
, pp. 307-40
-
-
Biais, B.1
Bossaerts, P.2
-
8
-
-
0040747533
-
International Portfolio Investment Flows
-
and
-
Brennan, Michael J., and H. Henry Cao 1997 International Portfolio Investment Flows Journal of Finance, 52, 1851 80.
-
(1997)
Journal of Finance
, vol.52
, pp. 1851-80
-
-
Brennan, M.J.1
Cao, H.H.2
-
12
-
-
0001897337
-
An Expository Note on Individual Risk without Aggregate Uncertainty
-
and
-
Feldman, Mark, and Christian Gilles 1985 An Expository Note on Individual Risk without Aggregate Uncertainty Journal of Economic Theory, 35, 26 32.
-
(1985)
Journal of Economic Theory
, vol.35
, pp. 26-32
-
-
Feldman, M.1
Gilles, C.2
-
13
-
-
0008995407
-
Strategic Trading When Agents Forecast the Forecasts of Others
-
and
-
Foster, F. Douglas, and S. Viswanathan 1996 Strategic Trading When Agents Forecast the Forecasts of Others Journal of Finance, 51, 1437 78.
-
(1996)
Journal of Finance
, vol.51
, pp. 1437-78
-
-
Foster, F.D.1
Viswanathan, S.2
-
14
-
-
0002087588
-
Rational Expectations in Stationary Linear Models
-
Futia, Carl A. (1981 Rational Expectations in Stationary Linear Models Econometrica, 49, 171 92.
-
(1981)
Econometrica
, vol.49
, pp. 171-92
-
-
Futia, C.A.1
-
15
-
-
84959812265
-
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
-
and
-
Harrison, J. Michael, and David M. Kreps 1978 Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations Quarterly Journal of Economics, 92, 323 36.
-
(1978)
Quarterly Journal of Economics
, vol.92
, pp. 323-36
-
-
Harrison, J.M.1
Kreps, D.M.2
-
16
-
-
21844507502
-
Differential Information and Dynamic Behavior of Stock Trading Volume
-
and
-
He, Hua, and Jiang Wang 1995 Differential Information and Dynamic Behavior of Stock Trading Volume Review of Financial Studies, 8, 919 72.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 919-72
-
-
He, H.1
Wang, J.2
-
18
-
-
0000088496
-
On the Aggregation of Information in Competitive Markets
-
Hellwig, Martin 1980 On the Aggregation of Information in Competitive Markets Journal of Economic Theory, 22, 477 98.
-
(1980)
Journal of Economic Theory
, vol.22
, pp. 477-98
-
-
Hellwig, M.1
-
19
-
-
0000398111
-
Investor Psychology and Asset Pricing
-
Hirshleifer, David 2001 Investor Psychology and Asset Pricing Journal of Finance, 56, 1533 97.
-
(2001)
Journal of Finance
, vol.56
, pp. 1533-97
-
-
Hirshleifer, D.1
-
20
-
-
0003085090
-
The Law of Large Numbers for a Continuum of IID Random Variables
-
Judd, Kenneth L. (1985 The Law of Large Numbers for a Continuum of IID Random Variables Journal of Economic Theory, 35, 19 25.
-
(1985)
Journal of Economic Theory
, vol.35
, pp. 19-25
-
-
Judd, K.L.1
-
23
-
-
0013082741
-
Social Values of Public Information
-
and
-
Morris, Stephen, and Hyun Song Shin 2002 Social Values of Public Information American Economic Review, 92, 1521 34.
-
(2002)
American Economic Review
, vol.92
, pp. 1521-34
-
-
Morris, S.1
Shin, H.S.2
-
26
-
-
0000893807
-
Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends
-
Shiller, Robert 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. 421-36
-
-
Shiller, R.1
-
27
-
-
0000215065
-
Asset Prices in a Time-Series Model with Disparately Informed, Competitive Traders
-
In. edited by. W. A. Barnett. and. Kenneth J. Singleton, pp. Cambridge, UK: Cambridge University Press.
-
Singleton, Kenneth J. (1987 Asset Prices in a Time-Series Model with Disparately Informed, Competitive Traders In New Approaches to Monetary Economics, edited by W. A. Barnett and Kenneth J. Singleton, pp. 249 72. Cambridge, UK : Cambridge University Press.
-
(1987)
New Approaches to Monetary Economics
, pp. 249-72
-
-
Singleton, K.J.1
-
28
-
-
30444461201
-
The Exact Law of Large Numbers via Fubini Extension and Characterization of Uninsurable Risks
-
Sun, Yeneng 2006 The Exact Law of Large Numbers via Fubini Extension and Characterization of Uninsurable Risks Journal of Economic Theory, 126, 31 69.
-
(2006)
Journal of Economic Theory
, vol.126
, pp. 31-69
-
-
Sun, Y.1
-
29
-
-
84926271031
-
Forecasting the Forecasts of Others
-
Townsend, Robert M. (1983 Forecasting the Forecasts of Others Journal of Political Economy, 91, 546 88.
-
(1983)
Journal of Political Economy
, vol.91
, pp. 546-88
-
-
Townsend, R.M.1
-
30
-
-
21844527325
-
Short-Term Investment and the Informational Efficiency of the Market
-
Vives, Xavier 1995 Short-Term Investment and the Informational Efficiency of the Market Review of Financial Studies, 8, 125 60.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 125-60
-
-
Vives, X.1
-
32
-
-
36049033142
-
How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders
-
Walker, Todd B. (2007a How Equilibrium Prices Reveal Information in Time Series Models with Disparately Informed, Competitive Traders Journal of Economic Theory, 137, 512 37.
-
(2007)
Journal of Economic Theory
, vol.137
, pp. 512-37
-
-
Walker, T.B.1
-
33
-
-
34548698682
-
Multiple Equilibria in a Simple Asset Pricing Model
-
Walker, Todd B. (2007b Multiple Equilibria in a Simple Asset Pricing Model Economic Letters, 97, 191 96.
-
(2007)
Economic Letters
, vol.97
, pp. 191-96
-
-
Walker, T.B.1
-
34
-
-
84960614899
-
A Model of Asset Prices under Asymmetric Information
-
Wang, Jiang 1993 A Model of Asset Prices under Asymmetric Information Review of Economic Studies, 60, 249 82.
-
(1993)
Review of Economic Studies
, vol.60
, pp. 249-82
-
-
Wang, J.1
-
35
-
-
84937302781
-
A Model of Competitive Stock Trading Volume
-
Wang, Jiang 1994 A Model of Competitive Stock Trading Volume Journal of Political Economy, 102, 127 68.
-
(1994)
Journal of Political Economy
, vol.102
, pp. 127-68
-
-
Wang, J.1
-
36
-
-
85194320977
-
Imperfect Common Knowledge and the Effects of Monetary Policy
-
In. edited by. Philippe Aghion, R. Frydman, J. Stiglitz, and. M. Woodford, pp. Princeton, NJ: Princeton University Press.
-
Woodford, Michael 2003 Imperfect Common Knowledge and the Effects of Monetary Policy In Knowledge, Information and Expectations in Modern Macroeconomics: In Honor of Edmund S. Phelps, edited by Philippe Aghion, R. Frydman, J. Stiglitz, and M. Woodford, pp. 25 58. Princeton, NJ : Princeton University Press.
-
(2003)
Knowledge, Information and Expectations in Modern Macroeconomics: In Honor of Edmund S. Phelps
, pp. 25-58
-
-
Woodford, M.1
|