-
2
-
-
33646922090
-
Beauty contests and iterated expectations in asset markets
-
Allen F., Morris S., Shin H.S. Beauty contests and iterated expectations in asset markets. Review of Financial Studies 2006, 19:719-752.
-
(2006)
Review of Financial Studies
, vol.19
, pp. 719-752
-
-
Allen, F.1
Morris, S.2
Shin, H.S.3
-
3
-
-
17444399006
-
Imperfect common knowledge and the information value of prices
-
Amato J., Shin H.S. Imperfect common knowledge and the information value of prices. Economic Theory 2006, 27:213-241.
-
(2006)
Economic Theory
, vol.27
, pp. 213-241
-
-
Amato, J.1
Shin, H.S.2
-
5
-
-
33746221590
-
Crises and prices: Information aggregation, multiplicity and volatility
-
Angeletos G.M., Werning I. Crises and prices: Information aggregation, multiplicity and volatility. American Economic Review 2006, 96:1721-1737.
-
(2006)
American Economic Review
, vol.96
, pp. 1721-1737
-
-
Angeletos, G.M.1
Werning, I.2
-
6
-
-
84882509307
-
-
Higher order expectations in asset pricing, working paper, Study Center Gerzensee, 2005.
-
Bacchetta, P., and E. van Wincoop, Higher order expectations in asset pricing, working paper, Study Center Gerzensee, 2005.
-
-
-
Bacchetta, P.1
van Wincoop, E.2
-
7
-
-
33747706175
-
Can information heterogeneity explain the exchange rate determination puzzle?
-
Bacchetta P., van Wincoop E. Can information heterogeneity explain the exchange rate determination puzzle?. American Economic Review 2006, 96:552-576.
-
(2006)
American Economic Review
, vol.96
, pp. 552-576
-
-
Bacchetta, P.1
van Wincoop, E.2
-
11
-
-
33644560706
-
Breaks and persistency: Macroeconomic causes of stock market volatility
-
Beltratti A., Morana C. Breaks and persistency: Macroeconomic causes of stock market volatility. Journal of Econometrics 2006, 131:151-177.
-
(2006)
Journal of Econometrics
, vol.131
, pp. 151-177
-
-
Beltratti, A.1
Morana, C.2
-
12
-
-
84882503743
-
-
The forward discount puzzle in a rational beliefs framework, working paper, Department of Economics, Stanford University, 1997.
-
Black, S., The forward discount puzzle in a rational beliefs framework, working paper, Department of Economics, Stanford University, 1997.
-
-
-
Black, S.1
-
13
-
-
84882494577
-
-
The role of endogenous uncertainty in foreign exchange markets, Ph.D. dissertation submitted to the Department of Economics, Stanford University, 2005.
-
Black, S., The role of endogenous uncertainty in foreign exchange markets, Ph.D. dissertation submitted to the Department of Economics, Stanford University, 2005.
-
-
-
Black, S.1
-
14
-
-
0000174465
-
The solution of linear difference models under rational expectations
-
Blanchard O.J., Kahn C.M. The solution of linear difference models under rational expectations. Econometrica 1980, 48:1305-1311.
-
(1980)
Econometrica
, vol.48
, pp. 1305-1311
-
-
Blanchard, O.J.1
Kahn, C.M.2
-
15
-
-
70350121603
-
ARCH models
-
North-Holland, R. Engle, G. McFadden (Eds.)
-
Bollerslev T., Engle R., Nelson D. ARCH models. Handbook of Econometrics 1994, Vol. IV. North-Holland. R. Engle, G. McFadden (Eds.).
-
(1994)
Handbook of Econometrics
, vol.IV
-
-
Bollerslev, T.1
Engle, R.2
Nelson, D.3
-
16
-
-
0001288049
-
A rational route to randomness
-
Brock W.A., Hommes C.H. A rational route to randomness. Econometrica 1997, 65:1059-1095.
-
(1997)
Econometrica
, vol.65
, pp. 1059-1095
-
-
Brock, W.A.1
Hommes, C.H.2
-
17
-
-
0000921080
-
Heterogeneous beliefs and routes to chaos in a simple asset-pricing model
-
Brock W.A., Hommes C.H. Heterogeneous beliefs and routes to chaos in a simple asset-pricing model. Journal of Economic Dynamics and Control 1998, 22:1235-1274.
-
(1998)
Journal of Economic Dynamics and Control
, vol.22
, pp. 1235-1274
-
-
Brock, W.A.1
Hommes, C.H.2
-
18
-
-
0030529407
-
A dynamic structural model for stock return volatility and trading volume
-
Brock W.A., LeBaron B. A dynamic structural model for stock return volatility and trading volume. The Review of Economics and Statistics 1996, 78:94-110.
-
(1996)
The Review of Economics and Statistics
, vol.78
, pp. 94-110
-
-
Brock, W.A.1
LeBaron, B.2
-
21
-
-
0030161223
-
Heterogeneous beliefs, wealth accumulation, and asset price dynamics
-
Cabrales A., Hoshi T. Heterogeneous beliefs, wealth accumulation, and asset price dynamics. Journal of Economic Dynamics and Control 1996, 20:1073-1100.
-
(1996)
Journal of Economic Dynamics and Control
, vol.20
, pp. 1073-1100
-
-
Cabrales, A.1
Hoshi, T.2
-
22
-
-
0001372829
-
Overconfidence and excess entry: An experimental approach
-
Camerer C., Lovallo D. Overconfidence and excess entry: An experimental approach. American Economic Review 1999, 89:306-318.
-
(1999)
American Economic Review
, vol.89
, pp. 306-318
-
-
Camerer, C.1
Lovallo, D.2
-
23
-
-
84977717068
-
Stock prices, earnings, and expected dividends
-
Campbell J.Y., Shiller R.J. Stock prices, earnings, and expected dividends. Journal of Finance 1988, 43:661-676.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
24
-
-
0001740042
-
Calibration-based empirical probability
-
Dawid A.P. Calibration-based empirical probability. The Journal of Statistics 1985, 13:1251-1273.
-
(1985)
The Journal of Statistics
, vol.13
, pp. 1251-1273
-
-
Dawid, A.P.1
-
25
-
-
0001660676
-
Intertemporal asset pricing with heterogeneous beliefs
-
Detemple J., Murthy S. Intertemporal asset pricing with heterogeneous beliefs. Journal of Economic Theory 1994, 62:294-320.
-
(1994)
Journal of Economic Theory
, vol.62
, pp. 294-320
-
-
Detemple, J.1
Murthy, S.2
-
26
-
-
0000147060
-
Information aggregation in a noisy rational expectations equilibrium
-
Diamond D., Verrecchia R. Information aggregation in a noisy rational expectations equilibrium. Journal of Financial Economics 1981, 9:221-235.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 221-235
-
-
Diamond, D.1
Verrecchia, R.2
-
27
-
-
0030163502
-
The forward discount anomaly and the risk premium: A survey of recent evidence
-
Engel C.M. The forward discount anomaly and the risk premium: A survey of recent evidence. Journal of Empirical Finance 1996, 3:123-192.
-
(1996)
Journal of Empirical Finance
, vol.3
, pp. 123-192
-
-
Engel, C.M.1
-
28
-
-
0002528209
-
The behavior of stock-market prices
-
Fama E.F. The behavior of stock-market prices. Journal of Business 1965, 38:34-105.
-
(1965)
Journal of Business
, vol.38
, pp. 34-105
-
-
Fama, E.F.1
-
29
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama E.F., French K.R. Permanent and temporary components of stock prices. Journal of Political Economy 1988, 96:246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.F.1
French, K.R.2
-
31
-
-
33646932372
-
Heterogeneous beliefs, the term structure and time-varying risk premia
-
Fan M. Heterogeneous beliefs, the term structure and time-varying risk premia. Annals of Finance 2006, 2:259-285.
-
(2006)
Annals of Finance
, vol.2
, pp. 259-285
-
-
Fan, M.1
-
32
-
-
77956842194
-
A survey of empirical research on nominal exchange rates
-
North-Holland, Chapter 33, G.M. Grossman, K. Rogoff (Eds.)
-
Frankel J.A., Rose A.K. A survey of empirical research on nominal exchange rates. Handbook of International Economics 1995, Vol. III:1689-1729. North-Holland, Chapter 33. G.M. Grossman, K. Rogoff (Eds.).
-
(1995)
Handbook of International Economics
, vol.III
, pp. 1689-1729
-
-
Frankel, J.A.1
Rose, A.K.2
-
33
-
-
0000202123
-
On the asymptotic behavior of Bayes' estimates in the discrete case I
-
Freedman D. On the asymptotic behavior of Bayes' estimates in the discrete case I. Annals of Mathematical Statistics 1963, 34:1386-1403.
-
(1963)
Annals of Mathematical Statistics
, vol.34
, pp. 1386-1403
-
-
Freedman, D.1
-
34
-
-
0001446581
-
On the asymptotic behavior of Bayes' estimates in the discrete case II
-
Freedman D. On the asymptotic behavior of Bayes' estimates in the discrete case II. Annals of Mathematical Statistics 1965, 36:454-456.
-
(1965)
Annals of Mathematical Statistics
, vol.36
, pp. 454-456
-
-
Freedman, D.1
-
35
-
-
84959841139
-
Forward discount bias: Is it an exchange risk premium?
-
Froot K.A., Frankel J.A. Forward discount bias: Is it an exchange risk premium?. Quarterly Journal of Economics 1989, 104:139-161.
-
(1989)
Quarterly Journal of Economics
, vol.104
, pp. 139-161
-
-
Froot, K.A.1
Frankel, J.A.2
-
36
-
-
0035622230
-
Rational beliefs and security design
-
Garmaise M.J. Rational beliefs and security design. Review of Financial Studies 2001, 14:1183-1214.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 1183-1214
-
-
Garmaise, M.J.1
-
37
-
-
84925971744
-
An introduction to the theory of rational expectations under asymmetric information
-
Grossman S.J. An introduction to the theory of rational expectations under asymmetric information. Review of Economic Studies 1981, 154:541-559.
-
(1981)
Review of Economic Studies
, vol.154
, pp. 541-559
-
-
Grossman, S.J.1
-
38
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S.J., Stiglitz J. On the impossibility of informationally efficient markets. American Economic Review 1980, 70:393-408.
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.2
-
39
-
-
0000086971
-
Trade and revelation of information through prices and direct disclosure
-
Grundy B., McNichols M. Trade and revelation of information through prices and direct disclosure. Review of Financial Studies 1989, 2:495-526.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 495-526
-
-
Grundy, B.1
McNichols, M.2
-
40
-
-
84882467259
-
-
Pyramiding/depyramiding and margin trades, working paper, July 2007.
-
Guo, W. C., and H. M. Wu, Pyramiding/depyramiding and margin trades, working paper, July 2007.
-
-
-
Guo, W.C.1
Wu, H.M.2
-
41
-
-
84882462617
-
Ex-ante and ex-post welfare optimality under uncertainty
-
Hammond P. Ex-ante and ex-post welfare optimality under uncertainty. Economica 1981, 46:137-147.
-
(1981)
Economica
, vol.46
, pp. 137-147
-
-
Hammond, P.1
-
43
-
-
84959812265
-
Speculative investor behavior in a stock market with heterogeneous expectations
-
Harrison M., Kreps D. Speculative investor behavior in a stock market with heterogeneous expectations. Quarterly Journal of Economics 1978, 92:323-336.
-
(1978)
Quarterly Journal of Economics
, vol.92
, pp. 323-336
-
-
Harrison, M.1
Kreps, D.2
-
44
-
-
21844507502
-
Differential information and dynamic behavior of stock trading volume
-
He H., Wang J. Differential information and dynamic behavior of stock trading volume. Review of Financial Studies 1995, 8:914-972.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 914-972
-
-
He, H.1
Wang, J.2
-
45
-
-
84882517732
-
-
Public announcements, adjustment delays and the business cycle, working paper, Department of Economics, UCLA, 2002.
-
Hellwig, C., Public announcements, adjustment delays and the business cycle, working paper, Department of Economics, UCLA, 2002.
-
-
-
Hellwig, C.1
-
46
-
-
84882558105
-
-
Heterogeneous information and welfare effects of public information disclosures, working paper, Department of Economics, UCLA, 2005.
-
Hellwig, C., Heterogeneous information and welfare effects of public information disclosures, working paper, Department of Economics, UCLA, 2005.
-
-
-
Hellwig, C.1
-
48
-
-
84882476029
-
-
Volume and price formation in an asset trading model with asymmetric information, working paper, Stanford University, 1996.
-
Judd, K. L., and A. E. Bernardo, Volume and price formation in an asset trading model with asymmetric information, working paper, Stanford University, 1996.
-
-
-
Judd, K.L.1
Bernardo, A.E.2
-
49
-
-
0007033073
-
Asset market equilibrium with general tastes, returns, and informational asymmetries
-
Judd K.L., Bernardo A.E. Asset market equilibrium with general tastes, returns, and informational asymmetries. Journal of Financial Markets 2000, 1:17-43.
-
(2000)
Journal of Financial Markets
, vol.1
, pp. 17-43
-
-
Judd, K.L.1
Bernardo, A.E.2
-
50
-
-
71149101788
-
Speculation and economic stability
-
Kaldor N. Speculation and economic stability. Review of Economic Studies 1939, 7:1-27.
-
(1939)
Review of Economic Studies
, vol.7
, pp. 1-27
-
-
Kaldor, N.1
-
51
-
-
85141101504
-
Differential interpretation of public signals and trade in speculative markets
-
Kandel E., Pearson N.D. Differential interpretation of public signals and trade in speculative markets. Journal of Political Economy 1995, 4:831-872.
-
(1995)
Journal of Political Economy
, vol.4
, pp. 831-872
-
-
Kandel, E.1
Pearson, N.D.2
-
52
-
-
84919214538
-
The relation between price changes and trading volume: A survey
-
Karpoff J. The relation between price changes and trading volume: A survey. Journal of Financial and Quantitative Analysis 1987, 22:109-126.
-
(1987)
Journal of Financial and Quantitative Analysis
, vol.22
, pp. 109-126
-
-
Karpoff, J.1
-
54
-
-
0003159731
-
The Kesten-Stigum Model and the treatment of uncertainty in equilibrium theory
-
North-Holland, M.S. Balch, D.L. McFadden, S.Y. Wu (Eds.)
-
Kurz M. The Kesten-Stigum Model and the treatment of uncertainty in equilibrium theory. Essays on Economic Behavior Under Uncertainty 1974, 389-399. North-Holland. M.S. Balch, D.L. McFadden, S.Y. Wu (Eds.).
-
(1974)
Essays on Economic Behavior Under Uncertainty
, pp. 389-399
-
-
Kurz, M.1
-
55
-
-
0347566820
-
On the structure and diversity of rational beliefs
-
(An edited version appears as Chapter 2 of M. Kurz (ed.), 1997a.)
-
Kurz M. On the structure and diversity of rational beliefs. Economic Theory 1994, 4:877-900. (An edited version appears as Chapter 2 of M. Kurz (ed.), 1997a.).
-
(1994)
Economic Theory
, vol.4
, pp. 877-900
-
-
Kurz, M.1
-
56
-
-
0030497278
-
Symposium: Rational beliefs and endogenous uncertainty
-
Symposium: Rational beliefs and endogenous uncertainty. Economic Theory 1996, 8:383-553.
-
(1996)
Economic Theory
, vol.8
, pp. 383-553
-
-
-
58
-
-
84882522008
-
-
Asset prices with rational beliefs, 1997b, in M. Kurz (ed.), Chapter 9, 211-250, 1997a.
-
Kurz, M., Asset prices with rational beliefs, 1997b, in M. Kurz (ed.), Chapter 9, 211-250, 1997a.
-
-
-
Kurz, M.1
-
59
-
-
84882457438
-
-
On the volatility of foreign exchange rates, 1997c, in M. Kurz (ed.), Chapter 12, 317-352, 1997a.
-
Kurz, M., On the volatility of foreign exchange rates, 1997c, in M. Kurz (ed.), Chapter 12, 317-352, 1997a.
-
-
-
Kurz, M.1
-
60
-
-
84882522432
-
Private information and diverse beliefs: How different?, working paper, Stanford University
-
Kurz M. Private information and diverse beliefs: How different?, working paper, Stanford University. Journal of Mathematical Economics 2007.
-
(2007)
Journal of Mathematical Economics
-
-
Kurz, M.1
-
61
-
-
84882551607
-
-
The equity premium is no puzzle, in M. Kurz (ed.), Chapter 11, 283-316, 1997a.
-
Kurz, M., and A. Beltratti, The equity premium is no puzzle, in M. Kurz (ed.), Chapter 11, 283-316, 1997a.
-
-
-
Kurz, M.1
Beltratti, A.2
-
62
-
-
13444272123
-
Determinants of stock market volatility and risk premia
-
Kurz M., Jin H., Motolese M. Determinants of stock market volatility and risk premia. Annals of Finance 2005, 1:109-147.
-
(2005)
Annals of Finance
, vol.1
, pp. 109-147
-
-
Kurz, M.1
Jin, H.2
Motolese, M.3
-
63
-
-
13444275492
-
The role of expectations in economic fluctuations and the efficacy of monetary policy
-
Kurz M., Jin H., Motolese M. The role of expectations in economic fluctuations and the efficacy of monetary policy. Journal of Economic Dynamics and Control 2005, 29:2017-2065.
-
(2005)
Journal of Economic Dynamics and Control
, vol.29
, pp. 2017-2065
-
-
Kurz, M.1
Jin, H.2
Motolese, M.3
-
64
-
-
0035531584
-
Endogenous uncertainty and market volatility
-
Kurz M., Motolese M. Endogenous uncertainty and market volatility. Economic Theory 2001, 17:497-544.
-
(2001)
Economic Theory
, vol.17
, pp. 497-544
-
-
Kurz, M.1
Motolese, M.2
-
66
-
-
0030305923
-
Coordination and correlation in Markov rational belief equilibria
-
Kurz M., Schneider M. Coordination and correlation in Markov rational belief equilibria. Economic Theory 1996, 8:489-520.
-
(1996)
Economic Theory
, vol.8
, pp. 489-520
-
-
Kurz, M.1
Schneider, M.2
-
67
-
-
0030305925
-
-
Endogenous uncertainty in a general equilibrium model with price contingent contracts, Economic Theory, 1996, 8, 461-488. (Appears as Chapter 2 of M. Kurz (ed.), 1997a.)
-
Kurz, M., and H. M. Wu, Endogenous uncertainty in a general equilibrium model with price contingent contracts, Economic Theory, 1996, 8, 461-488. (Appears as Chapter 2 of M. Kurz (ed.), 1997a.).
-
-
-
Kurz, M.1
Wu, H.M.2
-
69
-
-
49649131398
-
Expectations and the neutrality of money
-
Lucas R.E. Expectations and the neutrality of money. Journal of Economic Theory 1972, 4:103-124.
-
(1972)
Journal of Economic Theory
, vol.4
, pp. 103-124
-
-
Lucas, R.E.1
-
72
-
-
84916929634
-
Risk, uncertainty and divergence of opinions
-
Miller E.M. Risk, uncertainty and divergence of opinions. Journal of Finance 1977, 32:1151-1168.
-
(1977)
Journal of Finance
, vol.32
, pp. 1151-1168
-
-
Miller, E.M.1
-
73
-
-
0037761333
-
Speculative investor behavior and learning
-
Morris S. Speculative investor behavior and learning. Quarterly Journal of Economics 1996, 111:1113-1133.
-
(1996)
Quarterly Journal of Economics
, vol.111
, pp. 1113-1133
-
-
Morris, S.1
-
76
-
-
0035533746
-
Money non-neutrality in a rational belief equilibrium with financial assets
-
Motolese M. Money non-neutrality in a rational belief equilibrium with financial assets. Economic Theory 2001, 18:16-97.
-
(2001)
Economic Theory
, vol.18
, pp. 16-97
-
-
Motolese, M.1
-
77
-
-
0038305797
-
Endogenous uncertainty and the non-neutrality of money
-
Motolese M. Endogenous uncertainty and the non-neutrality of money. Economic Theory 2003, 21:317-345.
-
(2003)
Economic Theory
, vol.21
, pp. 317-345
-
-
Motolese, M.1
-
78
-
-
84882538103
-
-
Monetary Equilibrium (1939), reprints of economic classics, Augustus M. Kelley, 1962.
-
Myrdal, G., Monetary Equilibrium (1939), reprints of economic classics, Augustus M. Kelley, 1962.
-
-
-
Myrdal, G.1
-
79
-
-
33846266979
-
A model of financial markets with endogenously correlated rational beliefs
-
Nakata H. A model of financial markets with endogenously correlated rational beliefs. Economic Theory 2007, 30:431-452.
-
(2007)
Economic Theory
, vol.30
, pp. 431-452
-
-
Nakata, H.1
-
80
-
-
0030305924
-
Rational belief structures and rational belief equilibria
-
Nielsen K.C. Rational belief structures and rational belief equilibria. Economic Theory 1996, 8:339-422.
-
(1996)
Economic Theory
, vol.8
, pp. 339-422
-
-
Nielsen, K.C.1
-
81
-
-
0038644752
-
Floating exchange rates vs. a monetary union under rational beliefs: The role of endogenous uncertainty
-
Nielsen K.C. Floating exchange rates vs. a monetary union under rational beliefs: The role of endogenous uncertainty. Economic Theory 2003, 21:293-315.
-
(2003)
Economic Theory
, vol.21
, pp. 293-315
-
-
Nielsen, K.C.1
-
82
-
-
84882499995
-
-
On rationally confident beliefs and rational overconfidence, working paper, Catholic University of Milan, 2005.
-
Nielsen, K. C., On rationally confident beliefs and rational overconfidence, working paper, Catholic University of Milan, 2005.
-
-
-
Nielsen, K.C.1
-
83
-
-
84882458590
-
Optimal economic institutions under rational overconfidence
-
Universita Cattolica del Sacro Cuore, Milano, No. 49
-
Nielsen K.C. Optimal economic institutions under rational overconfidence. Quaderni dell'Instituto di Politica Economica 2006, Universita Cattolica del Sacro Cuore, Milano, No. 49.
-
(2006)
Quaderni dell'Instituto di Politica Economica
-
-
Nielsen, K.C.1
-
84
-
-
84882517065
-
-
On non-stationary stable Markov processes on a continuous state space, working paper, Catholic University of Milano 2007.
-
Nielsen, K. C., On non-stationary stable Markov processes on a continuous state space, working paper, Catholic University of Milano 2007.
-
-
-
Nielsen, K.C.1
-
85
-
-
84882555310
-
-
Instability of return prediction models, working paper, UCSD, 2003.
-
Paye, B., and A. Timmerman, Instability of return prediction models, working paper, UCSD, 2003.
-
-
-
Paye, B.1
Timmerman, A.2
-
86
-
-
84993877356
-
Predictability of asset returns: Robustness and economic significance
-
Pesaran H., Timmerman A. Predictability of asset returns: Robustness and economic significance. Journal of Finance 1995, 50:1201-1228.
-
(1995)
Journal of Finance
, vol.50
, pp. 1201-1228
-
-
Pesaran, H.1
Timmerman, A.2
-
89
-
-
0002158052
-
Mean reversion in stock prices: Evidence and implications
-
Poterba J.M., Summers L.H. Mean reversion in stock prices: Evidence and implications. Journal of Financial Economics 1988, 22:27-29.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-29
-
-
Poterba, J.M.1
Summers, L.H.2
-
92
-
-
84977707955
-
Why does stock market volatility change over time?
-
Schwert G.W. Why does stock market volatility change over time?. Journal of Finance 1989, 64:1115-1163.
-
(1989)
Journal of Finance
, vol.64
, pp. 1115-1163
-
-
Schwert, G.W.1
-
93
-
-
0000893807
-
Do stock prices move too much to be justified by subsequent changes in dividends?
-
Shiller R.J. Do stock prices move too much to be justified by subsequent changes in dividends?. American Economics Review 1981, 71:421-436.
-
(1981)
American Economics Review
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
94
-
-
0002683561
-
Market timing: Better than buy-and-hold strategy
-
Shilling G.A. Market timing: Better than buy-and-hold strategy. Financial Analysis Journal 1992, 48:46-50.
-
(1992)
Financial Analysis Journal
, vol.48
, pp. 46-50
-
-
Shilling, G.A.1
-
96
-
-
84919322879
-
Optimal production and allocation under uncertainty
-
Starr R. Optimal production and allocation under uncertainty. Quarterly Journal of Economics 1973, 87:81-95.
-
(1973)
Quarterly Journal of Economics
, vol.87
, pp. 81-95
-
-
Starr, R.1
-
97
-
-
2442579426
-
Forecasting output and inflation: The role of asset prices
-
Stock H.J., Watson W.M. Forecasting output and inflation: The role of asset prices. Journal of Economic Literature 2003, 41:788-829.
-
(2003)
Journal of Economic Literature
, vol.41
, pp. 788-829
-
-
Stock, H.J.1
Watson, W.M.2
-
98
-
-
0036005160
-
Macroeconomic forecasting using diffusion indexes
-
The American Statistical Association
-
Stock H.J., Watson W.M. Macroeconomic forecasting using diffusion indexes. Journal of Business and Economic Statistics 2002, 20:147-162. The American Statistical Association, .
-
(2002)
Journal of Business and Economic Statistics
, vol.20
, pp. 147-162
-
-
Stock, H.J.1
Watson, W.M.2
-
100
-
-
84924508526
-
Does the stock market rationally reflect fundamental values?
-
Summers L.H. Does the stock market rationally reflect fundamental values?. Journal of Finance 1986, 41:591-601.
-
(1986)
Journal of Finance
, vol.41
, pp. 591-601
-
-
Summers, L.H.1
-
101
-
-
0013136339
-
Are we all less risky and more skillful than our fellow drivers?
-
Svenson O. Are we all less risky and more skillful than our fellow drivers?. Acta Psychologica 1981, 47:143-148.
-
(1981)
Acta Psychologica
, vol.47
, pp. 143-148
-
-
Svenson, O.1
-
102
-
-
84882564750
-
-
An Inquiry into the Nature and Effects of the Paper Credit of Great Britain, 1802 edited with an introduction by F. A. v. Hayek, Augustus K. Kelley, 1962.
-
Thornton, H., An Inquiry into the Nature and Effects of the Paper Credit of Great Britain, 1802 edited with an introduction by F. A. v. Hayek, Augustus K. Kelley, 1962.
-
-
-
Thornton, H.1
-
103
-
-
0001022690
-
On the possibility of speculations under rational expectations
-
Tirole J. On the possibility of speculations under rational expectations. Econometrica 1982, 50:1163-1181.
-
(1982)
Econometrica
, vol.50
, pp. 1163-1181
-
-
Tirole, J.1
-
105
-
-
0000031985
-
Market anticipations, rational expectations and Bayesian analysis
-
Townsend R. Market anticipations, rational expectations and Bayesian analysis. International Economic Review 1978, 19:481-494.
-
(1978)
International Economic Review
, vol.19
, pp. 481-494
-
-
Townsend, R.1
-
106
-
-
84926271031
-
Forecasting the forecasts of others
-
Townsend R. Forecasting the forecasts of others. Journal of Political Economy 1983, 91:546-588.
-
(1983)
Journal of Political Economy
, vol.91
, pp. 546-588
-
-
Townsend, R.1
-
107
-
-
0010151508
-
Divergence of opinion in complete markets: A note
-
Varian H.R. Divergence of opinion in complete markets: A note. Journal of Finance 1985, 40:309-317.
-
(1985)
Journal of Finance
, vol.40
, pp. 309-317
-
-
Varian, H.R.1
-
108
-
-
0002791454
-
Differences of opinion in financial markets
-
Kluwer/Academic Publishers, Proceedings of the 11th Annual Economic Policy Conference of the Federal Reserve Bank of, St. Louis, C.C. Stone (Eds.)
-
Varian H.R. Differences of opinion in financial markets. Financial Risk: Theory, Evidence and Implications 1989, Kluwer/Academic Publishers, Proceedings of the 11th Annual Economic Policy Conference of the Federal Reserve Bank of. St. Louis, C.C. Stone (Eds.).
-
(1989)
Financial Risk: Theory, Evidence and Implications
-
-
Varian, H.R.1
-
109
-
-
84960614899
-
A model of intertemporal asset prices under asymmetric information
-
Wang J. A model of intertemporal asset prices under asymmetric information. Review of Economic Studies 1993, 60:249-282.
-
(1993)
Review of Economic Studies
, vol.60
, pp. 249-282
-
-
Wang, J.1
-
110
-
-
84937302781
-
A model of competitive stock trading volume
-
Wang J. A model of competitive stock trading volume. Journal of Political Economy 1994, 102:127-167.
-
(1994)
Journal of Political Economy
, vol.102
, pp. 127-167
-
-
Wang, J.1
-
111
-
-
0038644771
-
Speculative trading with rational beliefs and endogenous uncertainty
-
Wu H.M., Guo W.C. Speculative trading with rational beliefs and endogenous uncertainty. Economic Theory 2003, 21:263-292.
-
(2003)
Economic Theory
, vol.21
, pp. 263-292
-
-
Wu, H.M.1
Guo, W.C.2
-
112
-
-
3142712274
-
Asset price volatility and trading volume with rational beliefs
-
Wu H.M., Guo W.C. Asset price volatility and trading volume with rational beliefs. Economic Theory 2004, 23:795-829.
-
(2004)
Economic Theory
, vol.23
, pp. 795-829
-
-
Wu, H.M.1
Guo, W.C.2
-
113
-
-
13444277466
-
Imperfect common knowledge and the effect of monetary policy, Chapter 1
-
Princeton University Press, P. Aghion, R. Frydman, J. Stiglitz, M. Woodford (Eds.)
-
Woodford M. Imperfect common knowledge and the effect of monetary policy, Chapter 1. Knowledge, Information and Expectations in Modern Macroeconomics, in Honor of Edmund S. Phelps 2003, Princeton University Press. P. Aghion, R. Frydman, J. Stiglitz, M. Woodford (Eds.).
-
(2003)
Knowledge, Information and Expectations in Modern Macroeconomics, in Honor of Edmund S. Phelps
-
-
Woodford, M.1
|