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Rational expectations : retrospect and prospect

Lovell, Michael C. (panelist); Lucas, Robert E. (panelist); … - 2011

The transcript of a panel discussion marking the fiftieth anniversary of John Muth's "Rational Expectations and the Theory of Price Movements" (Econometrica 1961). The panel consists of Michael Lovell, Robert Lucas, Dale Mortensen, Robert Shiller, and Neil Wallace. The discussion is moderated by...

Persistent link: https://www.econbiz.de/10011603748

Financial market risk and macroeconomic stability variables : dynamic interactions and feedback effects

Chomicz-Grabowska, Agnieszka M.; Orłowski, Lucjan T. - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 655-669

Persistent link: https://www.econbiz.de/10012297015

On the power and weakness of rational expectations: Logical fallacies, periodic bubbles and business cycles

Gracia, Eduard - 2012

A popular interpretation of the Rational Expectations/Efficient Markets hypothesis states that, if the hypothesis holds, then market valuations must follow a random walk. This postulate has frequently been criticized on the basis of empirical evidence. Yet the assertion itself incurs what we...

Persistent link: https://www.econbiz.de/10010309044

An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

Aretz, Kevin; Peel, David - In: Bulletin of economic research 65 (2013) 4, pp. 362-371

Persistent link: https://www.econbiz.de/10010194797

The "large-firm" effect? : bettor preferences and market prices in NCAA football

Paul, Rodney J.; Weinbach, Andrew P.; Higger, Eric - In: The journal of prediction markets 7 (2013) 2, pp. 29-41

Persistent link: https://www.econbiz.de/10010198954

Inefficient pricing from holdover bias in NFL point spread markets

Fodor, Andy; DiFilippo, Michael; Krieger, Kevin; Davis, … - In: Applied financial economics 23 (2013) 16/18, pp. 1407-1418

Persistent link: https://www.econbiz.de/10010259392

Information and the cost of capital in a mean-variance efficient market

Johnstone, D. J. - In: Journal of business finance & accounting : JBFA 42 (2015) 1/2, pp. 79-100

Persistent link: https://www.econbiz.de/10011525582

A simple model of market valuation and trend reversion for U.S. equities : 100 years of bubbles, non-bubbles, and inverse-bubbles

Godek, Paul E. - In: Finance research letters 13 (2015), pp. 29-35

Persistent link: https://www.econbiz.de/10011552324

Market efficiency and price discovery in Cocoa markets

Ohemeng, Williams; Sjo, Bo; Danquah, Michael - In: Journal of African business 17 (2016) 2, pp. 209-224

Persistent link: https://www.econbiz.de/10011559323

Multifractional processes in finance

Bianchi, Sergio; Pianese, Augusto - In: Risk and decision analysis 5 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010492606

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