Financial reporting and market efficiency with extrapolative investors
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Publication:894056
DOI10.1016/J.JET.2015.02.009zbMATH Open1330.91192OpenAlexW2098110282MaRDI QIDQ894056FDOQ894056
Authors: Milo Bianchi, Philippe Jehiel 
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
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Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
Cites Work
- Strategic Information Transmission
- Information, trade and common knowledge
- Analogy-based expectation equilibrium
- Disclosures and Asset Returns
- The law of large numbers with a continuum of i.i.d. random variables
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- The gambler's and hot-hand fallacies: theory and applications
- Inference by Believers in the Law of Small Numbers
- An approach to asset pricing under incomplete and diverse perceptions
- Salience theory of choice under risk
- A model of focusing in economic choice
- The Market for Quacks
- On Transparency in Organizations
- A sparsity-based model of bounded rationality
Cited In (3)
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