On the Possibility of Speculation under Rational Expectations

Cited in

(72)

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

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