Dynamic Trading and Asset Prices: Keynes vs. Hayek
From MaRDI portal
Publication:4610516
DOI10.1093/restud/rdr040zbMath1405.91217WikidataQ57388170 ScholiaQ57388170MaRDI QIDQ4610516
Publication date: 23 January 2019
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: http://www.iese.edu/research/pdfs/DI-0716-E.pdf
momentum; efficient market hypothesis; reversal; average expectations; long- and short-term trading; opaqueness
91G99: Actuarial science and mathematical finance
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