Survival in speculative markets
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Publication:2415982
DOI10.1016/J.JET.2019.02.002zbMATH Open1411.91495OpenAlexW3124462540MaRDI QIDQ2415982FDOQ2415982
Authors: Pietro Dindo 
Publication date: 23 May 2019
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/3699697
Recommendations
asset pricingheterogeneous beliefsspeculationmarket selection hypothesisEpstein-Zin utilityoptimal growth portfolio
Cites Work
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Criteria for the recurrence or transience of stochastic process. I
- Survival with ambiguity
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- Do Markets Favor Agents able to Make Accurate Predictions?
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- Loss aversion, survival and asset prices
- Evolution and market behavior
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- The dynamics of efficient asset trading with heterogeneous beliefs
- Market selection
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- Market selection when markets are incomplete
- More hedging instruments may destabilize markets
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- Markets with Countably Many Commodities
- Market Selection and Asymmetric Information
- Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- Evolution and market behavior with endogenous investment rules
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- Market selection with learning and catching up with the Joneses
- Relative extinction of heterogeneous agents
- Market selection in large economies: a matter of luck
- Speculation and Risk Sharing with New Financial Assets*
- The wisdom of the crowd in dynamic economies
Cited In (17)
- Survival in Cournot games
- Market selection when markets are incomplete
- Market selection with an endogenous state
- Extrapolative asset pricing
- Social contagion and the survival of diverse investment styles
- Self-enforcement, heterogeneous agents, and long-run survival
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- Momentum and reversal in financial markets with persistent heterogeneity
- Relative extinction of heterogeneous agents
- Market selection and learning under model misspecification
- Market selection in large economies: a matter of luck
- Belief heterogeneity and survival in incomplete markets
- Drift criteria for persistence of discrete stochastic processes on the line
- Strategically biased learning in market interactions
- Survival with ambiguity
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
- Market selection
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