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Asset pricing in large information networks
Ozsoylev, Han N.; Walden, Johan - In: Journal of economic theory 146 (2011) 6, pp. 2252-2280
Persistent link: https://www.econbiz.de/10009412908
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Sunspots and predictable asset returns
Challe, Edouard - In: Journal of economic theory 115 (2004) 1, pp. 182-190
Persistent link: https://www.econbiz.de/10001962145
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Snowballing private information
Sadzik, Tomasz; Woolnough, Chris - In: Journal of economic theory 198 (2021), pp. 1-33
Persistent link: https://www.econbiz.de/10012818831
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Short-sale constraints, information acquisition, and asset prices
Nezafat, Mahdi; Schroder, Mark D.; Wang, Qinghai - In: Journal of economic theory 172 (2017), pp. 273-312
Persistent link: https://www.econbiz.de/10011777061
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Extrapolative asset pricing
Li, Kai; Liu, Jun - In: Journal of economic theory 210 (2023), pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
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Intermediation and price volatility
Gehrig, Thomas P.; Ritzberger, Klaus - In: Journal of economic theory 201 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013373142
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Volatile policy and private information : the case of monetary shocks
Jones, Larry E.; Manuelli, Rodolfo E. - In: Journal of economic theory 99 (2001) 1/2, pp. 265-296
Persistent link: https://www.econbiz.de/10001604687
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Expectation traps and discretion
Chari, Varadarajan V. - In: Journal of economic theory 81 (1998) 2, pp. 462-492
Persistent link: https://www.econbiz.de/10001338233
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Asset trading mechanisms and expansionary policy
Levine, David K. - In: Journal of economic theory 54 (1991) 1, pp. 148-164
Persistent link: https://www.econbiz.de/10001105647
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The informational content of prices when policy makers react to financial markets
Siemroth, Christoph - In: Journal of economic theory 179 (2019), pp. 240-274
Persistent link: https://www.econbiz.de/10012131495