Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2006.06.003
+Normal rank
@@ Property / OpenAlex ID @@
+W3121176941
@@ Property / OpenAlex ID: W3121176941 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3348835
@@ Property / cites work: Q3348835 / rank @@
+Normal rank
@@ Property / cites work @@
+A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+Smart Money, Noise Trading and Stock Price Behaviour
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Intertemporal asset pricing with heterogeneous beliefs
+Normal rank
@@ Property / cites work @@
+An Introduction to the Theory of Rational Expectations Under Asymmetric Information
+Normal rank
@@ Property / cites work @@
+Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
+Normal rank
@@ Property / cites work @@
+Q4403141
@@ Property / cites work: Q4403141 / rank @@
+Normal rank
@@ Property / cites work @@
+A Model of Intertemporal Asset Prices Under Asymmetric Information
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank
@@ Property / cites work @@
+Effects of financial innovations on market volatility when beliefs are heterogeneous
+Normal rank