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Financial Markets Where Traders Neglect the Informational Content of Prices

Eyster, Erik - 2015

We present a model of a financial market where some traders are "cursed" when choosing how much to invest in a risky asset, failing to fully take into account what prices convey about others' private information. Cursed traders put more weight on their private signals than rational traders. But...

Persistent link: https://www.econbiz.de/10013021869

Trading on Sunspots

Jovanovic, Boyan - 2015

disasters. When the probability of a disaster is high enough, the coordination game becomes like a prisoner's dilemma situation …

Persistent link: https://www.econbiz.de/10013031016

Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291

Persistent link: https://www.econbiz.de/10009488255

Short selling by individual investors : destabilizing or price discovering?

Jung, Chan Shik; Kim, Woojin; Lee, Dong Wook - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1232-1248

Persistent link: https://www.econbiz.de/10009693384

Predicting dividends in log-linear present value models

Ang, Andrew - In: Pacific-Basin finance journal 20 (2012) 1, pp. 151-171

Persistent link: https://www.econbiz.de/10009629165

Capital gains, illiquidity, and stock returns

Lei, Xiaoyan; Zhou, Yuegang; Zhu, Xiaoneng - In: Pacific-Basin finance journal 25 (2013), pp. 273-293

Persistent link: https://www.econbiz.de/10010346740

What affects the cool-off duration under price limits?

Chou, Pin-huang; Chou, Robin K.; Ko, Kuan-cheng; Chao, … - In: Pacific-Basin finance journal 24 (2013), pp. 256-278

Persistent link: https://www.econbiz.de/10010346768

Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism

Tseng, Yi-Heng; Chen, Shu-Heng - In: Pacific-Basin finance journal 35 (2015) 1, pp. 241-272

Persistent link: https://www.econbiz.de/10011538265

Information attributes, information asymmetry and industry sector returns

Gordon, Narelle; Watts, Edward; Wu, Qiongbing - In: Pacific-Basin finance journal 26 (2014), pp. 156-175

Persistent link: https://www.econbiz.de/10010498746

A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits

Wei, K. C. John; Chiang, Raymond - In: Pacific-Basin finance journal 12 (2004) 4, pp. 445-461

Persistent link: https://www.econbiz.de/10002145026

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