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Portfolio constraints, differences in beliefs and bubbles
Bidian, Florin - In: Journal of mathematical economics 61 (2015), pp. 317-326
Persistent link: https://www.econbiz.de/10011573911
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Monetary Exchange in Over-the-Counter Markets : A Theory of Speculative Bubbles, the Fed Model, and Self-Fulfilling Liquidity Crises
Lagos, Ricardo - 2015
. The theory predicts that asset prices carry a speculative premium that reflects the asset's marketability and depends on … anomalous. The theory also exhibits rational expectations equilibria with recurring belief driven events that resemble liquidity …
Persistent link: https://www.econbiz.de/10013015987
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Monetary Exchange in Over-the-Counter Markets : A Theory of Speculative Bubbles, the Fed Model, and Self-fulfilling Liquidity Crises
Lagos, Ricardo - 2014
. The theory predicts that asset prices carry a speculative premium that reflects the asset's marketability and depends on … anomalous. The theory also exhibits rational expectations equilibria with recurring belief driven events that resemble liquidity …
Persistent link: https://www.econbiz.de/10013054305
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Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
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Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns
Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247
Persistent link: https://www.econbiz.de/10012136879
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Monetary Exchange in Over-the-Counter Markets : A Theory of Speculative Bubbles, the Fed Model, and Self-fulfilling Liquidity Crises
Lagos, Ricardo - 2015
. The theory predicts that asset prices carry a speculative premium that reflects the asset's marketability and depends on … anomalous. The theory also exhibits rational expectations equilibria with recurring belief driven events that resemble liquidity …
Persistent link: https://www.econbiz.de/10012457141
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Speculative equilibrium with differences in higher-order beliefs
Han, Jungsuk; Kyle, Albert S. - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4317-4332
Persistent link: https://www.econbiz.de/10011921524
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Learning in speculative bubbles : an experiment
Hong, Jieying; Moinas, Sophie; Pouget, Sébastien - 2018
Persistent link: https://www.econbiz.de/10012267511
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Nonspeculative bubbles revisited : speculation does matter
Tucker, Steven James; Xu, Yilong - 2020
Persistent link: https://www.econbiz.de/10012428527
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Study of speculative bubbles : the contribution of approximate entropy
Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International journal of economics and financial issues … 3 (2013) 3, pp. 683-693
Persistent link: https://www.econbiz.de/10010518968