Learning and excess volatility
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- Explaining the facts with adaptive agents: The case of mutual fund flows
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- Asset pricing with expectation shocks
- Adaptive learning and distributional dynamics in an incomplete markets model
- Market liquidity and excess volatility: theory and experiment
- Exchange rates and fundamentals under adaptive learning
- Behavioral learning equilibria
- High equity premia and crash fears -- rational foundations
- WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET
- LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES
- A model of near-rational exuberance
- scientific article; zbMATH DE number 1281925 (Why is no real title available?)
- TRADING BEHAVIOR AND EXCESS VOLATILITY IN TOY MARKETS
- Information processing and non-Bayesian learning in financial markets
- Asset prices and portfolio choice with learning from experience
- Excess volatility: beyond discount rates
- COVARIANCE EFFECT
- Mood, memory, and the evaluation of asset prices
- LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
- Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
- Expectationally driven market volatility: An experimental study
- Efficient `myopic' asset pricing in general equilibrium: a potential pitfall in excess volatility tests
- The peso problem hypothesis and stock market returns
- Equilibrium stock return dynamics under alternative rules of learning about hidden states
- Properties of equilibrium asset prices under alternative learning schemes
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