Internal rationality, imperfect market knowledge and asset prices
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Publication:548263
DOI10.1016/J.JET.2010.11.003zbMATH Open1246.91020OpenAlexW2158816285MaRDI QIDQ548263FDOQ548263
Publication date: 28 June 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.233.4615
Decision theory (91B06) Financial applications of other theories (91G80) Rationality and learning in game theory (91A26)
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Cited In (18)
- The RPEs of RBCs and other DSGEs
- Trend growth and learning about monetary policy rules
- Adaptive expectations and commodity risk premiums
- Behavioral learning equilibria
- Introduction to incompleteness and uncertainty in economics
- Learning from experience in the stock market
- Learning and the dynamics of consumer unsecured debt and bankruptcies
- A rational inattention unemployment trap
- Stock prices and the risk-free rate: an internal rationality approach
- Asset holdings, information aggregation in secondary markets and credit cycles
- Optimal fiscal policy under learning
- Imperfect knowledge, liquidity and bubbles
- Asset trading under non-classical ambiguity and heterogeneous beliefs
- Heterogeneous beliefs, monetary policy, and stock price volatility
- Booms, busts and behavioural heterogeneity in stock prices
- Heterogeneity and learning with complete markets
- Fiscal stimulus with imperfect expectations: spending vs. tax policy
- Decentralizability of efficient allocations with heterogeneous forecasts
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