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Martingale-Like Behavior of Prices
Sims, Christopher A. - 1980
Asset prices set in a competitive market need not be martingales; that is, it need not be true that the best predictor of future prices is the current price. Nonetheless, statistical tests for this property are sometimes treated as tests for the proper functioning of an asset market; asset...
Persistent link: https://www.econbiz.de/10012478647
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Expected inflation, expected stock returns, and money illusion : What can we learn from survey expectations?
Schmeling, Maik; Schrimpf, Andreas - In: European economic review : EER 55 (2011) 5, pp. 702-719
Persistent link: https://www.econbiz.de/10009243405
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Financial market segmentation, stock market volatility and the role of monetary policy
Zervou, Anastasia S. - In: European economic review : EER 63 (2013), pp. 256-272
Persistent link: https://www.econbiz.de/10010233863
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To see is to believe : common expectations in experimental asset markets
Cheung, Stephen L.; Hedegaard, Morten; Palan, Stefan - In: European economic review : EER 66 (2014), pp. 84-96
Persistent link: https://www.econbiz.de/10010423086
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The impact of different incentive schemes on asset prices
Kleinlercher, Daniel; Huber, Jürgen; Kirchler, Michael - In: European economic review : EER 68 (2014), pp. 137-150
Persistent link: https://www.econbiz.de/10010423584
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Interpretable asset markets?
Bansal, Ravi; Khatchatrian, Varoujan; Yaron, Amir - In: European economic review : EER 49 (2005) 3, pp. 531-560
Persistent link: https://www.econbiz.de/10002612968
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Excess volatility of stock prices and Knightian uncertainty
Dow, James - In: European economic review : EER 36 (1992) 2, pp. 631-638
Persistent link: https://www.econbiz.de/10001122885
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Asset price variability in a rational expectations equilibrium
Black, Jane M. - In: European economic review : EER 36 (1992) 7, pp. 1367-1377
Persistent link: https://www.econbiz.de/10001135230
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The flotation of companies on the stock market : a coordination failure model
Pagano, Marco - In: European economic review : EER 37 (1993) 5, pp. 1101-1125
Persistent link: https://www.econbiz.de/10001147297
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Variations in economic uncertainty and risk premiums on capital assets
Gennotte, Gerard - In: European economic review : EER 37 (1993) 5, pp. 1021-1041
Persistent link: https://www.econbiz.de/10001147374