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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
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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
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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
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Correlated noise : why passive investment might improve market efficiency
Weissensteiner, Alex - In: Journal of economic behavior & organization : JEBO 158 (2019), pp. 158-172
Persistent link: https://www.econbiz.de/10012138547
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Are biased beliefs fit to survive? : an experimental test of the market selection hypothesis
Kendall, Chad; Oprea, Ryan - In: Journal of economic theory 176 (2018), pp. 342-371
Persistent link: https://www.econbiz.de/10011980890
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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
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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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Evidence for ecological learning and domain specificity in rational asset pricing and market efficiency
Goodman, James - In: The journal of socio-economics 48 (2014), pp. 27-39
Persistent link: https://www.econbiz.de/10010442982
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Rational belief bubbles
Sohn, Hyun-U; Sornette, Didier - 2020
We propose an extension of the class of rational expectations bubbles (REBs) to the more general rational beliefs setting of Kurz (1994a,b). In a potentially non-stationary but stationarizable environment, among an heterogenous population of agents, it is possible to hold more than one...
Persistent link: https://www.econbiz.de/10012181099
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Market efficiency and crises : don't throw the baby out with the bathwater
Szafarz, Ariane - 2015
Persistent link: https://www.econbiz.de/10011714021