Overconfidence and market efficiency with heterogeneous agents
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Publication:868599
DOI10.1007/S00199-005-0048-4zbMath1109.91351OpenAlexW2137108136MaRDI QIDQ868599
Francesco Sangiorgi, Diego García, Branko Urosevic
Publication date: 6 March 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10230/822
Related Items (4)
Salesforce contract design, joint pricing and production planning with asymmetric overconfidence sales agent ⋮ Bounded rationality, asymmetric information and mispricing in financial markets ⋮ Optimism and firm formation ⋮ Voluntary information disclosure with heterogeneous beliefs
Cites Work
- Viable allocations of information in financial markets
- Mistaken self-perception and equilibrium
- A monopolistic market for information
- On the aggregation of information in competitive markets
- A model of rational bias in self-assessments
- Efficient markets and Bayes' rule
- Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
- Continuous Auctions and Insider Trading
- Information Acquisition in a Noisy Rational Expectations Economy
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