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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
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An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
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Dynamics of beliefs and learning under aL-processes : the heterogeneous case
Chiarella, Carl; He, Xue-Zhong - In: Journal of economic dynamics & control 27 (2003) 3, pp. 503-531
Persistent link: https://www.econbiz.de/10001706346
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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97
Persistent link: https://www.econbiz.de/10002582956
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Price adjustment to news with uncertain precision
Hautsch, Nikolaus; Hess, Dieter; Müller, Christoph - In: Journal of international money and finance 31 (2012) 2, pp. 337-355
Persistent link: https://www.econbiz.de/10009632051
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: The European journal of finance 19 (2013) 5/6, pp. 392-419
Persistent link: https://www.econbiz.de/10010243607
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Do heterogeneous beliefs diversify market risk?
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - In: The European journal of finance 17 (2011) 3/4, pp. 241-258
Persistent link: https://www.econbiz.de/10009155404
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874