Financial reporting and market efficiency with extrapolative investors
From MaRDI portal
Publication:894056
DOI10.1016/j.jet.2015.02.009zbMath1330.91192OpenAlexW2098110282MaRDI QIDQ894056
Publication date: 23 November 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/16706/1/financial_reporting_100215.pdf
Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
Cites Work
- The law of large numbers with a continuum of i.i.d. random variables
- Information, trade and common knowledge
- Analogy-based expectation equilibrium
- An Approach to Asset Pricing Under Incomplete and Diverse Perceptions
- The Market for Quacks
- The Gambler's and Hot-Hand Fallacies: Theory and Applications
- Strategic Information Transmission
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- On Transparency in Organizations
- Inference by Believers in the Law of Small Numbers
- Salience Theory of Choice Under Risk
- A Model of Focusing in Economic Choice*
- A Sparsity-Based Model of Bounded Rationality *
- Disclosures and Asset Returns