Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
From MaRDI portal
(Redirected from Publication:4178740)
Cited in
(91)- Market crashes, speculation and learning in financial markets
- Portfolio choice and pricing in illiquid markets
- Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
- Short-selling restrictions, takeovers and the wealth of long-run shareholders
- Correlated equilibrium with generalized information structures
- Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty
- Arbitrage, martingales and bubbles
- Learning from experience in the stock market
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
- Managerial manipulation, corporate governance, and limited market participation
- Short-sale constraints, information acquisition, and asset prices
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems
- A risk-neutral equilibrium leading to uncertain volatility pricing
- A self-equilibrium Friedman-like urn via stochastic approximation
- Speculation under unawareness
- The simplest rational greater-fool bubble model
- Biased learning creates overconfidence
- Rational destabilization in a frictionless market
- Momentum and reversal: the role of short selling
- Heterogeneous beliefs, monetary policy, and stock price volatility
- Stock market volatility and public information flow: a non-linear perspective
- Snowballing private information
- Speculative trade under ambiguity
- Asset price bubbles in markets with transaction costs
- Short sale constraints, correlation and market efficiency
- Timing games with irrational types: leverage-driven bubbles and crash-contingent claims
- Does the ``uptick rule stabilize the stock market? Insights from adaptive rational equilibrium dynamics
- Distrust in experts and the origins of disagreement
- Asset trading under non-classical ambiguity and heterogeneous beliefs
- Coordinated bubbles and crashes
- Heterogeneous society in binary choices with externalities
- Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market
- (A)symmetric information bubbles: experimental evidence
- Bubbles in assets with finite life
- Asset shortages, liquidity and speculative bubbles
- Welfare effects of short-sale constraints under heterogeneous beliefs
- Novel advancements in the Markov chain stock model: analysis and inference
- Survival in speculative markets
- Introduction to financial economics
- House price dynamics with dispersed information
- Default-risky bond prices with jumps, liquidity risk and incomplete information
- Arbitrage theory with state-price deflators
- A liquidity-based model for asset price bubbles
- The Formation of Financial Bubbles in Defaultable Markets
- A finite model of riding bubbles
- Monetary valuation of cash flows under Knightian uncertainty
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models
- Diverse beliefs
- Partially revealing rational expectations equilibrium with real assets and binding constraints
- Asset price bubbles in incomplete markets
- Rational asset pricing bubbles and debt constraints
- A leverage-based model of speculative bubbles
- Liquidity induced asset bubbles via flows of ELMMs
- Duality and General Equilibrium Theory Under Knightian Uncertainty
- Shifting martingale measures and the birth of a bubble as a submartingale
- Asset price bubbles from heterogeneous beliefs about~mean reversion rates
- A dynamical systems model of price bubbles and cycles
- Conditions for bubbles to arise under heterogeneous beliefs
- Financial asset bubbles in banking networks
- Financial leverage and market volatility with diverse beliefs
- Diverse beliefs and time variability of risk premia
- Internal rationality, imperfect market knowledge and asset prices
- Information in Continuous Time Decision Models with Many Agents
- Inefficient bubbles and efficient drawdowns in financial markets
- Belief aggregation for representative agent models
- Heterogeneity in decentralized asset markets
- Mispricing: failure to capture the risk preferences dependent on market states
- Herding through booms and busts
- Liquidity Based Modeling of Asset Price Bubbles via Random Matching
- An approach to the absence of price bubbles through state-price deflators
- A THREE‐STATE RATIONAL GREATER‐FOOL BUBBLE MODEL WITH INTERTEMPORAL CONSUMPTION SMOOTHING
- Short-covering bubbles
- Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes
- Heterogeneous beliefs, the term structure and time-varying risk premia
- Detecting asset price bubbles using deep learning
- Bayesian learning with multiple priors and nonvanishing ambiguity
- When do prediction markets return average beliefs? Experimental evidence
- Ambiguity-averse aggregation under heterogeneous beliefs
- Survey data and subjective beliefs in business cycle models
- Rational asset pricing bubbles and portfolio constraints
- Beliefs and the net worth trap
- Estimation of expected return integrating real-time asset prices implied information and historical data
- Information aggregation under ambiguity: theory and experimental evidence
- Dancing to the wrong tune: how rational myopia, belief heterogeneity, and adjustment costs shape financial bubbles
- Asset price bubbles, market liquidity, and systemic risk
- Financial reporting and market efficiency with extrapolative investors
- Private information and sunspots in sequential asset markets
- Portfolio constraints, differences in beliefs and bubbles
- The impact of short-selling constraints on financial market stability in a heterogeneous agents model
- Price distortions under coarse reasoning with frequent trade
- Beauty contests under private information and diverse beliefs: How different?
This page was built for publication: Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4178740)
