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Leaning against the bubble : Central Bank intervention in Walrasian asset markets

Chang, Chia-ling; Ilomäki, Jukka; Laurila, Hannu - In: Risks : open access journal 9 (2021) 12, pp. 1-12

The paper presents a two-period Walrasian financial market model composed of informed and uninformed rational investors, and noise traders. The rational investors maximize second period consumption utility from the payoffs of trading risk-free holdings to risky assets in the first period. The...

Persistent link: https://www.econbiz.de/10012705091

Short-selling restrictions, strategic stock holdings and index futures markets in Finland

Hietala, Pekka; Jokivuolle, Esa; Koskinen, Yrjö - 1994

Persistent link: https://www.econbiz.de/10000146920

Bayesian-Walrasian equilibria : beyond the rational expectations equilibrium

Balder, Erik J.; Yannelis, Nicholas C. - In: Economic theory : official journal of the Society for … 38 (2009) 2, pp. 385-397

Persistent link: https://www.econbiz.de/10003783166

Ambiguity and rational expectations equilibria

Condie, Scott; Ganguli, Jayant V. - In: The review of economic studies 78 (2011) 3, pp. 821-845

Persistent link: https://www.econbiz.de/10009234538

Trade and revelation of information

Pietra, Tito; Siconolfi, Paolo - In: Journal of economic theory 138 (2008) 1, pp. 132-164

Persistent link: https://www.econbiz.de/10003737034

On price-taking behavior in asymmetric information economies

MacLean, Richard P.; Peck, James; Postlewaite, Andrew - In: Essays in dynamic general equilibrium theory ; …, (pp. 129-142). 2004

Persistent link: https://www.econbiz.de/10002575916

Efficiency and incentive compatibility in differential information economies

Hahn, Guangsug; Yannelis, Nicholas C. - In: Differential information economies, (pp. 249-277). 2005

Persistent link: https://www.econbiz.de/10003048656

Asset pricing in an intertemporal partially-revealing rational expectations equilibrium

Detemple, Jérôme B. - In: Journal of mathematical economics 38 (2002) 1/2, pp. 219-248

Persistent link: https://www.econbiz.de/10001717041

Le prix des titres comme véhicule de l'information : une approche en équilibre général

Stahn, Hubert - In: Recherches économiques de Louvain 62 (1996) 1, pp. 73-94

Persistent link: https://www.econbiz.de/10001198858

Information smallness in rational expectations equilibria

Heifetz, Avaid - 1996

Persistent link: https://www.econbiz.de/10000948273

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