Higher order expectations, illiquidity, and short-term trading
Year of publication: |
2011-07-03
|
---|---|
Authors: | Cespa, Giovanni ; Vives, Xavier |
Institutions: | IESE Business School, Universidad de Navarra |
Subject: | Expected returns | multiple equilibria | average expectations | over-reliance on public information | beauty contest |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series IESE Research Papers Number D/915 71 pages |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Higher order expectations, illiquidity, and short-term trading
Cespa, Giovanni, (2011)
-
Higher Order Expectations, Illiquidity, and Short-term Trading
Cespa, Giovanni, (2011)
-
Expectations, Liquidity, and Short-term Trading
Cespa, Giovanni, (2011)
- More ...
-
Dynamic trading and asset prices: Keynes vs. Hayek
Cespa, Giovanni, (2007)
-
Strategic supply function competition with private information
Vives, Xavier, (2008)
-
Why and where do headquarters move?
Strauss-Kahn, Vanessa, (2006)
- More ...