Dynamic trading and asset prices: Keynes vs. Hayek

Review of Economic Studies

Volumn 79, Issue 2, 2012, Pages 539-580

  Cespa, Giovanni ^a,b,c   Vives, Xavier ^d  

^a CITY UNIVERSITY   (United Kingdom)

^b CSEF   (Italy)

^c CEPR   (United States)

^d IESE BUSINESS SCHOOL   (Spain)

Author keywords

Average expectations; Efficient market hypothesis; Long and short term trading; Momentum; Opaqueness; Reversal

Indexed keywords

COMPETITION (ECONOMICS); KEYNESIAN THEORY; NUMERICAL MODEL; PRICE DYNAMICS; RANDOM WALK METHOD; STOCK MARKET; TRADE;

EID: 84860500034     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1093/restud/rdr040     Document Type: Article

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