Dynamic Trading and Asset Prices: Keynes vs. Hayek
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/restud/article-pdf/79/2/539/18384598/rdr040.pdf
Reference27 articles.
1. A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
2. Beauty Contests and Iterated Expectations in Asset Markets
3. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
5. On Technical Analysis
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