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The distribution of information and the price efficiency of markets
Corgnet, Brice; DeSantis, Mark; Porter, David P. - In: Journal of economic dynamics & control 110 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012501298
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Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; … - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
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Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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Who inflates the bubble? : forecasters and traders in experimental asset markets
Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012501308
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Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.; Vroegop, Joris - In: Journal of economic dynamics & control 100 (2019), pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
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Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367
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Ambiguity and asset pricing : an empirical investigation for an emerging market
Sahin, Baki Cem; Danışoğlu, Seza - In: International review of financial analysis 84 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013472710
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Discussion of "on the possibility of Krusell-Smith equilibria"
Jia, Dun - In: Journal of economic dynamics & control 141 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013465477
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A rational inattention unemployment trap
Ellison, Martin; Macaulay, Alistair - In: Journal of economic dynamics & control 131 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012818219
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Multi-layered rational inattention and time-varying volatility
Hobler, Stephan - In: Journal of economic dynamics & control 138 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013464745