Market liquidity and excess volatility: theory and experiment
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Publication:2152347
DOI10.1016/j.jedc.2022.104442zbMath1492.91350OpenAlexW4281566622MaRDI QIDQ2152347
Publication date: 8 July 2022
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104442
Uses Software
Cites Work
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- Really Uncertain Business Cycles
- Nonmetric test of the minimax theory of two-person zerosum games.
- Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
- Nonlinearity between finance and growth
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