Effects of financial innovations on market volatility when beliefs are heterogeneous
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Publication:1128635
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Cites work
- scientific article; zbMATH DE number 4091139 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- A Model of Intertemporal Asset Prices Under Asymmetric Information
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- Excess price volatility and financial innovation
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Cited in
(22)- Consumption-based CAPM with belief heterogeneity
- Financial leverage and market volatility with diverse beliefs
- A two-person dynamic equilibrium under ambiguity
- Diverse beliefs
- Incomplete information equilibria: separation theorems and other myths
- Cross-sectional asset pricing with heterogeneous preferences and beliefs
- Dynamic effects of increasing heterogeneity in financial markets
- Heterogeneous beliefs, monetary policy, and stock price volatility
- Aggregation of heterogeneous beliefs
- Belief aggregation for representative agent models
- Survival in speculative markets
- Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
- Equilibrium asset prices and exchange rates
- Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
- Discounting and divergence of opinion
- A theory of optimal timing and selectivity
- Excess price volatility and financial innovation
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy
- The behavior of individual and aggregate stock prices
- New financial markets: who gains and who loses
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
- The heterogeneous expectations hypothesis: Some evidence from the lab
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