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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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Incertitude stratégique et sélection d'équilibre : deux applications
Tallon, Jean-Marc - In: Revue d'économie industrielle 114/115 (2006) 2/3, pp. 105-118
Persistent link: https://www.econbiz.de/10003405147
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Essays in political economy and international finance
Kaplan, Ethan - 2005
Persistent link: https://www.econbiz.de/10003909008
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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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The impact of interaction and social learning on aggregate expectations
Bowden, Mark; Macdonald, Stuart - In: Computational economics 31 (2008) 3, pp. 289-306
Persistent link: https://www.econbiz.de/10003691921
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An information metric of similarity of expectations
Cotter, Kevin D. - 1983
Persistent link: https://www.econbiz.de/10003518841
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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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Advance information and asset prices
Albuquerque, Rui; Miao, Jianjun - In: Journal of economic theory 149 (2014), pp. 236-275
Persistent link: https://www.econbiz.de/10010258377
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Adaptive social learning
March, Christoph - 2016
The paper investigates social-learning when the information structure is not commonly known. Individuals repeatedly interact in social-learning settings with distinct information structures. In each round of interaction, they use their experience gained in past rounds to draw inferences from...
Persistent link: https://www.econbiz.de/10011434567
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Selective attention and learning
Schwartzstein, Joshua - In: Journal of the European Economic Association 12 (2014) 6, pp. 1423-1452
Persistent link: https://www.econbiz.de/10010499695