Divergent rational expectations equilibrium in a dynamic model of a futures market

Author:

Feiger George M

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference10 articles.

1. The Theory of Stochastic Processes;Cox,1965

2. Optimal Statistical Decisions;de Groot,1970

3. The behavior of stock market prices;Fama;J. Business,1965

4. Information and Anticipations in Speculative Markets;Feiger,1975

5. Information, Efficiency and Equilibrium;Green,1973

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1. Smart Money, Dumb Money, and Learning Type from Price;SSRN Electronic Journal;2012

2. Evolution and Informationally Efficient Equilibrium in a Commodity Futures Market;Studies in Economic Theory;2011-10-15

3. Natural Selection, Random Shocks, and Market Efficiency in a Futures Market;Studies in Economic Theory;2011-10-15

4. Conservative Traders, Natural Selection and Market Efficiency;SSRN Electronic Journal;2009

5. References;A Behavioral Approach to Asset Pricing;2008

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