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An institutional theory of momentum and reversal
Vayanos, Dimitri; Woolley, Paul - 2008
Persistent link: https://www.econbiz.de/10003791365
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An institutional theory of momentum and reversal
Vayanos, Dimitri; Woolley, Paul - 2008
Persistent link: https://www.econbiz.de/10003793593
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An institutional theory of momentum and reversal
Vayanos, Dimitri; Woolley, Paul - 2008
We propose a rational theory of momentum and reversal based on delegated portfolio management. A competitive investor …
Persistent link: https://www.econbiz.de/10003871511
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An institutional theory of momentum and reversal
Vayanos, Dimitri; Woolley, Paul - 2011 - Rev.
We propose a rational theory of momentum and reversal based on delegated portfolio management. Flows between investment …
Persistent link: https://www.econbiz.de/10008823442
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An institutional theory of momentum and reversal
Vayanos, Dimitri; Woolley, Paul - In: The review of financial studies 26 (2013) 5, pp. 1087-1145
Persistent link: https://www.econbiz.de/10009752194
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Sharp identification regions in models with convex moment predictions
Beresteanu, Arie; Molčanov, Il'ja S.; Molinari, Francesca - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1785-1821
Persistent link: https://www.econbiz.de/10009425123
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An Institutional Theory of Momentum and Reversal
Vayanos, Dimitri; Woolley, Paul - 2021
We propose a rational theory of momentum and reversal based on delegated portfolio management. An investor can hold …
Persistent link: https://www.econbiz.de/10013243396
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An Institutional Theory of Momentum and Reversal
Vayanos, Dimitri - 2008
We propose a rational theory of momentum and reversal based on delegated portfolio management. An investor can hold …
Persistent link: https://www.econbiz.de/10012464124
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Correlated Beliefs : Predicting Outcomes in 2×2 Games
Cason, Timothy N. - 2019
Studies of strategic sophistication in experimental normal form games commonly assume that subjects' beliefs are consistent with independent choice. This paper examines whether beliefs are consistent with correlated choice. Players play a sequence of simple 2×2 normal form games with distinct...
Persistent link: https://www.econbiz.de/10012890126
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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469