Market selection
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Publication:508397
DOI10.1016/J.JET.2016.12.002zbMATH Open1400.91204OpenAlexW4250458993MaRDI QIDQ508397FDOQ508397
Mark M. Westerfield, Leonid Kogan, Stephen A. Ross, Jiang Wang
Publication date: 10 February 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1721.1/127794
Individual preferences (91B08) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Title not available (Why is that?)
- Portfolio choice and pricing in illiquid markets
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Do Markets Favor Agents able to Make Accurate Predictions?
- Natural Selection in Financial Markets: Does It Work?
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- Intertemporal asset pricing with heterogeneous beliefs
- The dynamics of efficient asset trading with heterogeneous beliefs
- Strategic Trading and Welfare in a Dynamic Market
- Market Selection and Welfare in a Multi-asset Economy*
Cited In (11)
- Market Design
- Market selection with an endogenous state
- 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
- Are biased beliefs fit to survive? An experimental test of the market selection hypothesis
- Market selection and learning under model misspecification
- Market selection with learning and catching up with the Joneses
- Survival in speculative markets
- Procedural rationality, asset heterogeneity and market selection
- Market selection with idiosyncratic uncertainty
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