Market selection
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Publication:508397
DOI10.1016/j.jet.2016.12.002zbMath1400.91204OpenAlexW4250458993MaRDI QIDQ508397
Mark M. Westerfield, Leonid Kogan, Stephen A. Ross, Jiang Wang
Publication date: 10 February 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1721.1/127794
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Related Items (10)
Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish ⋮ Survival in speculative markets ⋮ Social contagion and the survival of diverse investment styles ⋮ Market selection with idiosyncratic uncertainty ⋮ Market selection and learning under model misspecification ⋮ Procedural rationality, asset heterogeneity and market selection ⋮ Market selection with learning and catching up with the Joneses ⋮ Market selection with an endogenous state ⋮ Are biased beliefs fit to survive? An experimental test of the market selection hypothesis ⋮ Self-enforcement, heterogeneous agents, and long-run survival
Cites Work
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- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- The dynamics of efficient asset trading with heterogeneous beliefs
- Portfolio choice and pricing in illiquid markets
- Intertemporal asset pricing with heterogeneous beliefs
- Natural Selection in Financial Markets: Does It Work?
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Strategic Trading and Welfare in a Dynamic Market
- Do Markets Favor Agents able to Make Accurate Predictions?
- Market Selection and Welfare in a Multi-asset Economy*
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