Dynamic market participation and endogenous information aggregation

Author:

Yu Edison G.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference76 articles.

1. Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium;Abel,1990

2. A noisy rational expectations equilibrium for multi-asset securities markets;Admati;Econometrica,1985

3. Ahn, D. Choi, S. Gale, D. Kariv, S., 2007. Estimating ambiguity aversion in a portfolio choice experiment, Levine's working paper archive, David K. Levine.

4. A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation;Ahn;J. Bank. Finance,2015

5. Generic existence of completely revealing equilibria for economies with uncertainty when prices convey information;Allen;Econometrica,1981

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