Asset price bubbles from poorly aggregated information: a parametric example

DOI10.1016/0165-1765(86)90120-5zbMATH Open1328.91287OpenAlexW1581832214MaRDI QIDQ899792FDOQ899792

Authors: N. E. Zubov 

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90120-5

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Title not available (Why is that?)
• On the Possibility of Speculation under Rational Expectations
• Asset price bubbles from poorly aggregated information: a parametric example

Cited In (2)

• On the ingredients for bubble formation: informed traders and communication
• Asset price bubbles from poorly aggregated information: a parametric example

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