Inference, arbitrage, and asset price volatility
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. Bubbles and crashes;Abreu;Econometrica,2003
2. Financially constrained arbitrage in illiquid markets;Attari;J. Econ. Dynam. Control,2006
3. Arbitrage and securities prices;Bondarenko;Rev. Finan. Stud.,2003
4. Noise trader risk in financial markets;DeLong;J. Polit. Economy,1990
5. Positive feedback strategies and destabilizing rational speculation;DeLong;J. Finance,1990
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3. Asymmetrical impacts from overnight returns on stock returns;Review of Quantitative Finance and Accounting;2020-07-04
4. Resonance phenomena in option pricing with arbitrage;Physica A: Statistical Mechanics and its Applications;2020-02
5. On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1;The Review of Economic Studies;2015-03-15
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