Bounded rationality, asymmetric information and mispricing in financial markets
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Publication:2168545
DOI10.1007/S00199-021-01366-5zbMATH Open1498.91416OpenAlexW3160401335MaRDI QIDQ2168545FDOQ2168545
Authors: Qingbin Gong, Xun-Di Diao 
Publication date: 31 August 2022
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-021-01366-5
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Cites Work
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- Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study
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- Belief heterogeneity and survival in incomplete markets
- Shareholder heterogeneity, asymmetric information, and the equilibrium manager
- Asymmetric information and survival in financial markets
- More hedging instruments may destabilize markets
- Overconfidence and market efficiency with heterogeneous agents
- An evolutionary finance model with short selling and endogenous asset supply
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- Signal extraction: experimental evidence
Cited In (8)
- Time resolution of risk and asymmetric information: An application to financial market
- Mispricing: failure to capture the risk preferences dependent on market states
- The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity
- Informational differences and learning in an asset market with boundedly rational agents
- Informational asymmetries and a multiplier effect on price correlation and trading
- Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market
- A research on market manipulation and stock price volatility based on heterogeneous beliefs
- On the uniqueness of quantal response equilibria and its application to network games
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