Private information and sunspots in sequential asset markets-Reference-Cited by-同舟云学术

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Private information and sunspots in sequential asset markets

Published:2015-07 Issue: Volume:158 Page:558-584
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Benhabib Jess^ORCID,Wang Pengfei

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference29 articles.

1. Churning Bubbles;Allen;Rev. Econ. Stud.,1993

2. Beauty contests and iterated expectations in asset markets;Allen;Rev. Finan. Stud.,2006

3. Beauty contests and irrational exuberance: a neoclassical approach;Angeletos,2010

4. Sentiments;Angeletos;Econometrica,2012

5. A theory of asset pricing based on heterogeneous information;Albagli,2011

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Public disclosure and private information acquisition: A global game approach;Journal of Economic Theory;2023-06

2. Self-Fulfilling Asset Prices;The Review of Asset Pricing Studies;2022-03-11

3. Disagreement on sunspots and soybeans futures price;Economic Modelling;2021-02

4. Decomposing global yield curve co-movement;Journal of Banking & Finance;2019-09

5. The power of sunspots: An experimental analysis;Journal of Monetary Economics;2019-05

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