Market crashes, speculation and learning in financial markets
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Publication:1006579
DOI10.1007/S00199-007-0310-ZzbMATH Open1156.91378OpenAlexW1988435270MaRDI QIDQ1006579FDOQ1006579
Authors: Patrick Leoni 
Publication date: 25 March 2009
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-007-0310-z
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Cites Work
- Microeconomic theory
- Title not available (Why is that?)
- On the structure and diversity of rational beliefs
- Economies with a Finite Set of Equilibria
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Do Markets Favor Agents able to Make Accurate Predictions?
- On the Convergence to Homogeneous Expectations when Markets are Complete
- EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
- Title not available (Why is that?)
- Excess demand functions
- Global convergence of adaptive learning in models of pure exchange
- Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty
- Speculative trade, asset prices and investment levels
Cited In (5)
- Title not available (Why is that?)
- Speculative Investor Behavior and Learning
- Dynamic behaviors and measurements of financial market crash rate
- Drawdowns and the speed of market crash
- What have we learned from the 2007--08 financial crisis? Papers presented at the second international workshop on financial markets and nonlinear dynamics (Paris, June 4--5, 2015)
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