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Beauty contests and iterated expectations in asset markets
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - In: The review of financial studies 19 (2006) 3, pp. 719-752
Persistent link: https://www.econbiz.de/10003358376
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Beauty contests, bubbles and iterated expectations in asset markets
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - 2003
Persistent link: https://www.econbiz.de/10001739988
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Beauty contests, bubbles and iterated expectations in asset markets
Allen, Franklin (contributor); Morris, Stephen (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754502
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Beauty Contests, Bubbles and Iterated Expectations in Asset Markets
Allen, Franklin - 2011
In a financial market where traders are risk averse and short lived, and prices are noisy, asset prices today depend on the average expectation today of tomorrow's price. Thus (iterating this relationship) the date 1 price equals the date 1 average expectation of the date 2 average expectation...
Persistent link: https://www.econbiz.de/10012757289
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Beauty Contests and Iterated Expectations in Asset Markets
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - In: The review of financial studies 19 (2006) 3, pp. 719-752
Persistent link: https://www.econbiz.de/10007282233
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Beauty Contests and Iterated Expectations in Asset Markets
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - In: The review of financial studies 19 (2013) 3, pp. 719-718
Persistent link: https://www.econbiz.de/10010114578
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Beauty Contests, Bubbles and Iterated Expectations in Asset Markets
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - www.najecon.org - 2003
Persistent link: https://www.econbiz.de/10005708293
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Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - Financial Institutions Center, Wharton School of Business - 2003
Persistent link: https://www.econbiz.de/10005794326
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Beauty Contests, Bubbles and Iterated Expectations in Asset Markets
Allen, Franklin; Morris, Stephen; Shin, Hyun Song - Cowles Foundation for Research in Economics, Yale University - 2003
In a financial market where traders are risk averse and short lived, and prices are noisy, asset prices today depend on the average expectation today of tomorrow's price. Thus (iterating this relationship) the date 1 price equals the date 1 average expectation of the date 2 average expectation...
Persistent link: https://www.econbiz.de/10005463972
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Beauty Contests, Bubbles and Iterated Expectations in Asset Markets
Morris, Stephen; Allen, Franklin; Shin, Hyun Song - School of Management, Yale University - 2004
In a financial market where traders are risk averse and short lived, and prices are noisy, asset prices today depend on the average expectation today of tomorrow's price. Thus (iterating this relationship) the date 1 price equals the date 1 average expectation of the date 2 average expectation...
Persistent link: https://www.econbiz.de/10005586926