Pages that link to "Item:Q4178740"
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The following pages link to Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (Q4178740):
Displayed 50 items.
- A finite model of riding bubbles (Q306756) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Partially revealing rational expectations equilibrium with real assets and binding constraints (Q315793) (← links)
- Rational asset pricing bubbles and debt constraints (Q406279) (← links)
- A leverage-based model of speculative bubbles (Q406414) (← links)
- Shifting martingale measures and the birth of a bubble as a submartingale (Q468413) (← links)
- Asset price bubbles from heterogeneous beliefs about~mean reversion rates (Q483710) (← links)
- Financial leverage and market volatility with diverse beliefs (Q540414) (← links)
- Diverse beliefs and time variability of risk premia (Q540416) (← links)
- Internal rationality, imperfect market knowledge and asset prices (Q548263) (← links)
- Heterogeneous beliefs, the term structure and time-varying risk premia (Q665723) (← links)
- Bayesian learning with multiple priors and nonvanishing ambiguity (Q683822) (← links)
- Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Financial reporting and market efficiency with extrapolative investors (Q894056) (← links)
- Private information and sunspots in sequential asset markets (Q896965) (← links)
- Portfolio constraints, differences in beliefs and bubbles (Q898701) (← links)
- The impact of short-selling constraints on financial market stability in a heterogeneous agents model (Q900382) (← links)
- Price distortions under coarse reasoning with frequent trade (Q900446) (← links)
- Beauty contests under private information and diverse beliefs: How different? (Q924936) (← links)
- Market crashes, speculation and learning in financial markets (Q1006579) (← links)
- Portfolio choice and pricing in illiquid markets (Q1007320) (← links)
- Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062) (← links)
- Short-selling restrictions, takeovers and the wealth of long-run shareholders (Q1026250) (← links)
- Correlated equilibrium with generalized information structures (Q1189697) (← links)
- Learning, rare events, and recurrent market crashes in frictionless economies without intrinsic uncertainty (Q1270748) (← links)
- Arbitrage, martingales and bubbles (Q1274730) (← links)
- Learning from experience in the stock market (Q1624047) (← links)
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720) (← links)
- Managerial manipulation, corporate governance, and limited market participation (Q1657308) (← links)
- Short-sale constraints, information acquisition, and asset prices (Q1676467) (← links)
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems (Q1703558) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- A self-equilibrium Friedman-like urn via stochastic approximation (Q1726710) (← links)
- Speculation under unawareness (Q1753315) (← links)
- The simplest rational greater-fool bubble model (Q1753680) (← links)
- Biased learning creates overconfidence (Q1757716) (← links)
- Rational destabilization in a frictionless market (Q1995315) (← links)
- Momentum and reversal: the role of short selling (Q2002665) (← links)
- Heterogeneous beliefs, monetary policy, and stock price volatility (Q2036005) (← links)
- Stock market volatility and public information flow: a non-linear perspective (Q2036993) (← links)
- Snowballing private information (Q2067351) (← links)
- Speculative trade under ambiguity (Q2067392) (← links)
- Asset price bubbles in markets with transaction costs (Q2085833) (← links)
- Short sale constraints, correlation and market efficiency (Q2098933) (← links)
- Timing games with irrational types: leverage-driven bubbles and crash-contingent claims (Q2099022) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Distrust in experts and the origins of disagreement (Q2123183) (← links)
- Asset trading under non-classical ambiguity and heterogeneous beliefs (Q2157189) (← links)
- Coordinated bubbles and crashes (Q2246733) (← links)