Expectations and learning in Iowa

Author:

Bondarenko Oleg,Bossaerts Peter

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Biases in computed returns: An application to the size effect;Blume;Journal of Financial Economics,1983

2. Bondarenko, 1997. Testing rationality of financial markets: An application to S&P 500 index options. Caltech working paper

3. The econometrics of learning in financial markets;Bossaerts;Econometric Theory,1995

4. Bossaerts, P., 1996. Martingale restrictions on equilibrium security prices under rational expectations and consistent beliefs. Caltech working paper

5. Bossaerts, P., 1997. The dynamics of equity prices in fallible markets. Caltech working paper

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