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Higher order lags in continuous time price-adjusting oligopoly models
Schoonbeek, Lambert - 1992
Persistent link: https://www.econbiz.de/10000842152
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The horizon of investors’ information and corporate investment
Dessaint, Olivier; Foucault, Thierry; Frésard, Laurent - 2023 - Revised version of 2023/17/TOM/ACGRE
Persistent link: https://www.econbiz.de/10014419396
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A quantitative analysis of distortions in managerial forecasts
Ropele, Tiziano; Ma, Yueran; Sraer, David; Thesmar, David - 2020
Persistent link: https://www.econbiz.de/10012609839
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The Horizon of Investors' Information and Corporate Investment
Dessaint, Olivier; Foucault, Thierry; Frésard, Laurent - 2023
We study how the quality of investors' information across horizons influences investment. In our theory, managers care … managers focus on current stock prices. Therefore, the quality of investors' information across horizons has real effects …
Persistent link: https://www.econbiz.de/10014236279
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Anforderungen an Spitzen-Führungskräfte : Methode und Ergebnisse einer Delphi-Studie
Bronner, Rolf - 1990
Persistent link: https://www.econbiz.de/10013440787
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The decriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
Hey, John Denis; Lotito, Gianna; Maffioletti, Anna - In: Experiments in economics : decision making and markets, (pp. 189-219). 2018
Persistent link: https://www.econbiz.de/10011971556
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Evolutionary computation in economics and finance : with 66 tables
Chen, Shu-Heng (contributor) - 2002
Persistent link: https://www.econbiz.de/10001656627
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Equity, efficiency and evolutionary stability in bargaining games with joint production
Königstein, Manfred - 2000
Persistent link: https://www.econbiz.de/10001433269
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Sharp identification regions in models with convex moment predictions
Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca - 2010 - Current draft: August 30, 2010
We provide a tractable characterization of the sharp identification region of the parameters ø in a broad class of incomplete econometric models. Models in this class have set valued predictions that yield a convex set of conditional or unconditional moments for the observable model variables....
Persistent link: https://www.econbiz.de/10008660616
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Prediction games (extended abstract)
Ronen, Amir; Wahrmann, Lyron - In: Internet and network economics : first international …, (pp. 129-140). 2005
Persistent link: https://www.econbiz.de/10003276480