On the Possibility of Speculation under Rational Expectations

Cited in

(70)

Growth, innovation, credit constraints, and stock price bubbles
Stock market bubbles in the laboratory
On the behavior of commodity prices when speculative storage is bounded
Rational bubbles and macroeconomic fluctuations: the (de-)stabilizing role of monetary policy
Inefficient bubbles and efficient drawdowns in financial markets
Private information and the `Information function': A survey of possible uses
Bubbles and constraints on debt accumulation
Price bubbles sans dividend anchors: evidence from laboratory stock markets
Asset price bubbles, market liquidity, and systemic risk
The period of financial distress in speculative markets: interacting heterogeneous agents and financial constraints
Game theory without partitions, and applications to speculation and consensus
Capital regulation and banking bubbles
Asset price bubbles in incomplete markets
Market oscillations induced by the competition between value-based and trend-based investment strategies
Asset price bubbles from poorly aggregated information: a parametric example
On rational exuberance
The Formation of Financial Bubbles in Defaultable Markets
Do sellers exploit biased beliefs of buyers? An experiment
Rational housing bubble
On fragility of bubbles in equilibrium asset pricing models of Lucas-type
Financial asset bubbles in banking networks
A theory of housing demand shocks
Real indeterminacy and dynamics of asset price bubbles in general equilibrium
A dynamical systems model of price bubbles and cycles
A dynamical systems approach to cryptocurrency stability
Moral hazard with excess returns
Asset trading under non-classical ambiguity and heterogeneous beliefs
Common belief and common knowledge
Classic rational bubbles and representativeness
Private information and sunspots in sequential asset markets
Portfolio constraints, differences in beliefs and bubbles
Introduction to financial frictions and debt constraints
On existence and bubbles of Ramsey equilibrium with borrowing constraints
A mathematical theory of financial bubbles
Bubbles and crashes: gradient dynamics in financial markets
A finite model of riding bubbles
Initial cash/asset ratio and asset prices: An experimental study
PREDICTION OF BIRD FLU A(H5N1) OUTBREAKS IN TAIWAN BY ONLINE AUCTION: EXPERIMENTAL RESULTS
Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
A Microeconomic Approach to Diffusion Models For Stock Prices
Speculation and price fluctuations with private, extrinsic signals
Financial bubbles and capital accumulation in altruistic economies
Nonmonetary steady states in stationary overlapping generations models with long lived agents and discounting: Multiplicity, optimality, and consumption smoothing
Rational equilibrium asset-pricing bubbles in continuous trading models
Liquidity induced asset bubbles via flows of ELMMs
Market efficiency and inefficiency in rational expectations equilibria. Dynamic effects of heterogeneous information and noise
A particle model for the herding phenomena induced by dynamic market signals
Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
Dynamic capacity planning using strategic slack valuation
Information-based trade
Asset bubbles and efficiency in a generalized two-sector model
Statistical inference and modelling of momentum in stock prices
On the duality between prior beliefs and trading demands
Editorial: Introduction to international financial markets and banking systems crises
AMBIGUITY AND PORTFOLIO INERTIA
No trade
Shifting martingale measures and the birth of a bubble as a submartingale
On the inception of financial representative bubbles
Speculative dynamics with bounded rationality learning
Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation
Inspired and inspiring: Hervé Moulin and the discovery of the beauty contest game
Ex ante versus interim rationality and the existence of bubbles
Rational housing demand bubble
On the study of a rational expectation model with lagged endogenous variables
No trade and yes trade theorems for heterogeneous priors
A model of financial pyramid with quasi-rational participants
Multilevel marketing: Pyramid‐shaped schemes or exploitative scams?
Ascendant altruism and asset price bubbles
Rational expectations: an approach of anticipated linear-quadratic social optima
Detecting asset price bubbles using deep learning

This page was built for publication: On the Possibility of Speculation under Rational Expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3950293)