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Information, trade and common knowledge
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Cited by:
- Dionne, Georges & Zhou, Xiaozhou, 2019. "Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency," Working Papers 19-3, HEC Montreal, Canada Research Chair in Risk Management, revised 04 Nov 2019.
- John Grahl & Photis Lysandrou, 2014. "The European Commission's Proposal for a Financial Transactions Tax: A Critical Assessment," Journal of Common Market Studies, Wiley Blackwell, vol. 52(2), pages 234-249, March.
- Robin Hanson, 2003. "For Bayesian Wannabes, Are Disagreements Not About Information?," Theory and Decision, Springer, vol. 54(2), pages 105-123, March.
- Guarino, Pierfrancesco & Tsakas, Elias, 2021. "Common priors under endogenous uncertainty," Journal of Economic Theory, Elsevier, vol. 194(C).
- Penasse, J.N.G. & Renneboog, L.D.R., 2014.
"Bubbles and Trading Frenzies : Evidence from the Art Market,"
Other publications TiSEM
bf0d8984-df7f-4f02-afc7-3, Tilburg University, School of Economics and Management.
- Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM 386dd5e7-e672-4d9d-829c-6, Tilburg University, School of Economics and Management.
- Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-046, Tilburg University, Tilburg Law and Economic Center.
- Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-068, Tilburg University, Center for Economic Research.
- Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000.
"Sharing Beliefs: Between Agreeing and Disagreeing,"
Econometrica, Econometric Society, vol. 68(3), pages 685-694, May.
- Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 1998. "Sharing Beliefs: Between Agreeing and Disagreeing," Papiers d'Economie Mathématique et Applications 98.30, Université Panthéon-Sorbonne (Paris 1).
- Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL.
- Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000. "Sharing Beliefs: between Agreeing and Disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00753122, HAL.
- Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Post-Print halshs-00174553, HAL.
- Itzhak Gilboa & Antoine Billot & Alain Chateauneuf & Jean-Marc Tallon, 2000. "Sharing Beliefs: between Agreeing and Disagreeing," Post-Print hal-00753122, HAL.
- Su, Dongwei & Fleisher, Belton M., 1999.
"Why does return volatility differ in Chinese stock markets?,"
Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 557-586, December.
- Belton Fleisher & Dongwei Su, 1998. "Why Does Return Volatility Differ in Chinese Stock Markets?," Working Papers 98-03, Ohio State University, Department of Economics.
- Marco Cipriani & Antonio Guarino, 2014.
"Estimating a Structural Model of Herd Behavior in Financial Markets,"
American Economic Review, American Economic Association, vol. 104(1), pages 224-251, January.
- Antonio Guarino & Marco Cipriani, 2010. "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers 2010/288, International Monetary Fund.
- Marco Cipriani & Antonio Guarino, 2012. "Estimating a structural model of herd behavior in financial markets," Staff Reports 561, Federal Reserve Bank of New York.
- Dan Li & Geng Li, 2011. "Belief dispersion among household investors and stock trading volume," Finance and Economics Discussion Series 2011-39, Board of Governors of the Federal Reserve System (U.S.).
- Gunther Capelle-Blancard, 2018.
"What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 15-33, March.
- Gunther Capelle-Blancard, 2018. "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Post-Print hal-03029284, HAL.
- Gunther Capelle-Blancard, 2018. "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03029284, HAL.
- Roger, Tristan & Roger, Patrick & Willinger, Marc, 2022.
"Number sense, trading decisions and mispricing: An experiment,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Tristan Roger & Patrick Roger & Marc Willinger, 2022. "Number sense, trading decisions and mispricing: An experiment," Post-Print hal-03518593, HAL.
- Elchanan Mossel & Manuel Mueller‐Frank & Allan Sly & Omer Tamuz, 2020.
"Social Learning Equilibria,"
Econometrica, Econometric Society, vol. 88(3), pages 1235-1267, May.
- Elchanan Mossel & Manuel Mueller-Frank & Allan Sly & Omer Tamuz, 2012. "Social learning equilibria," Papers 1207.5895, arXiv.org, revised Sep 2019.
- Bongaerts, Dion & Achter, Mark Van, 2021. "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, vol. 140(1), pages 220-249.
- John Geanakoplos, 1993. "Common Knowledge," Cowles Foundation Discussion Papers 1062, Cowles Foundation for Research in Economics, Yale University.
- Elchanan Ben-Porath, 2007. "Trade with Heterogeneous Beliefs," Discussion Paper Series dp462, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Lones Smith, 2000.
"Private Information and Trade Timing,"
American Economic Review, American Economic Association, vol. 90(4), pages 1012-1018, September.
- Smith, L., 1999. "Private Information and Trade Timing," Papers 99-07, Michigan - Center for Research on Economic & Social Theory.
- Jin, Han & Mazouz, Khelifa & Wu, Yuliang & Xu, Bin, 2023. "Can star analysts make superior coverage decisions in poor information environment?," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Lyons, R.K., 1991.
"Private Beliefs and Information Externalities in the Foreign Exchange Market,"
Papers
91-17, Columbia - Graduate School of Business.
- Richard K. Lyons, 1991. "Private Beliefs and Information Externalities in the Foreign Exchange Market," NBER Working Papers 3889, National Bureau of Economic Research, Inc.
- Bond, Philip & Eraslan, Hülya, 2010.
"Information-based trade,"
Journal of Economic Theory, Elsevier, vol. 145(5), pages 1675-1703, September.
- Hulya Eraslan & Philip Bond, 2008. "Information Based Trade," 2008 Meeting Papers 1012, Society for Economic Dynamics.
- Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo, 2017. "The effect of data breach announcements beyond the stock price: Empirical evidence on market activity," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 146-154.
- Chuang, Wen-I & Lee, Bong-Soo, 2006. "An empirical evaluation of the overconfidence hypothesis," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2489-2515, September.
- Vohra, Rajiv, 1999.
"Incomplete Information, Incentive Compatibility, and the Core,"
Journal of Economic Theory, Elsevier, vol. 86(1), pages 123-147, May.
- Rajiv Vohra, 1997. "Incomplete Information, Incentive Compatibility and the Core," Working Papers 97-11, Brown University, Department of Economics.
- CALCAGNO, Riccardo & LOVO, Stefano M., 1998. "Bid-ask price competition with asymmetric information between market makers," LIDAM Discussion Papers CORE 1998016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zhou, Chunsheng, 1998. "Dynamic portfolio choice and asset pricing with differential information," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1027-1051, May.
- Gur Huberman & Dominika Halka, 2001.
"Systematic Liquidity,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 161-178, June.
- Huberman, G. & Halka, D., 1999. "Systematic Liquidity," Papers 99-9, Columbia - Graduate School of Business.
- Angeles de Frutos, M. & Manzano, Carolina, 2005.
"Trade disclosure and price dispersion,"
Journal of Financial Markets, Elsevier, vol. 8(2), pages 183-216, May.
- Frutos Casado, Ángeles de & Manzano, Carolina, 2003. "Trade disclosure and price dispersion," Working Papers 2072/1773, Universitat Rovira i Virgili, Department of Economics.
- Minardi, Stefania & Savochkin, Andrei, 2019.
"Subjective contingencies and limited Bayesian updating,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 1-45.
- Stefania Minardi & Andrei Savochkin, 2016. "Subjective Contingencies and Limited Bayesian Updating," Working Papers w0222, New Economic School (NES).
- Minardi, Stefania & Savochkin, Andrei, 2017. "Subjective Contingencies and Limited Bayesian Updating," HEC Research Papers Series 1203, HEC Paris.
- Stefania Minardi & Andrei Savochkin, 2017. "Subjective Contingencies and Limited Bayesian Updating," Working Papers hal-01970732, HAL.
- Stefania Minardi & Andrei Savochkin, 2016. "Subjective Contingencies and Limited Bayesian Updating," Working Papers w0222, Center for Economic and Financial Research (CEFIR).
- Serkan Kucuksenel, 2012. "Interim efficient auctions with interdependent valuations," Journal of Economics, Springer, vol. 106(1), pages 83-93, May.
- Bergemann, Dirk & Morris, Stephen, 2017.
"Belief-free rationalizability and informational robustness,"
Games and Economic Behavior, Elsevier, vol. 104(C), pages 744-759.
- Dirk Bergemann & Stephen Morris, 2016. "Belief-Free Rationalizability and Informational Robustness," Cowles Foundation Discussion Papers 2066, Cowles Foundation for Research in Economics, Yale University.
- Dirk Bergemann & Stephen Morris, 2016. "Belief-Free Rationalizability and Informational Robustness," Working Papers 086_2016, Princeton University, Department of Economics, Econometric Research Program..
- Dirk Bergemann & Tibor Heumann & Stephen Morris, 2017. "Belief-Free Rationalizability and Informational Robustness," Cowles Foundation Discussion Papers 2088, Cowles Foundation for Research in Economics, Yale University.
- Modica, Salvatore & Rustichini, Aldo, 1999. "Unawareness and Partitional Information Structures," Games and Economic Behavior, Elsevier, vol. 27(2), pages 265-298, May.
- Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino, 2015.
"On loss aversion, level-1 reasoning, and betting,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 44(1), pages 113-133, February.
- Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino, 2013. "On Loss Aversion, Level-1 Reasoning, and Betting," Working Papers 2, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
- Cujean, Julien & Andrei, Daniel & Fournier, Mathieu, 2019. "The Low-Minus-High Portfolio and the Factor Zoo," CEPR Discussion Papers 14153, C.E.P.R. Discussion Papers.
- Deck, Cary & Jun, Tae In & Razzolini, Laura & Reid, Tavoy, 2024.
"Information aggregation with heterogeneous traders,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 43(C).
- Cary Deck & Tae In Jun & Laura Razzolini & Tavoy Reid, 2022. "Information Aggregation with Heterogeneous Traders," Working Papers 22-13, Chapman University, Economic Science Institute.
- Alp Simsek, 2012. "Speculation and Risk Sharing with New Financial Assets," 2012 Meeting Papers 71, Society for Economic Dynamics.
- Rodolfo E. Manuelli & Adrian Peralta-Alva, 2011. "\\"Frictions in financial and labor markets\\": a summary of the 35th Annual Economic Policy Conference," Review, Federal Reserve Bank of St. Louis, vol. 93(July), pages 273-292.
- Paul J. Healy & Sera Linardi & J. Richard Lowery & John O. Ledyard, 2010. "Prediction Markets: Alternative Mechanisms for Complex Environments with Few Traders," Management Science, INFORMS, vol. 56(11), pages 1977-1996, November.
- Leung, Henry & Ton, Thai, 2015.
"The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks,"
Journal of Banking & Finance, Elsevier, vol. 55(C), pages 37-55.
- Leung, H. & Ton, T., 2015. "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 85516, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Hye-jin Cho, 2016. "Speculative Bubble Burst," Documents de travail du Centre d'Economie de la Sorbonne 16021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Martins-da-Rocha, V. Filipe, 2010.
"Interim efficiency with MEU-preferences,"
Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
- Martins-da-Rocha, Victor Filipe, 2009. "Interim efficiency with MEU-preferences," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 696, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Victor Filipe Martins da Rocha, 2010. "Interim efficiency with MEU-preferences," Post-Print hal-01413020, HAL.
- Zimper, Alexander, 2014.
"On the impossibility of insider trade in rational expectations equilibria,"
The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 109-118.
- Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 201379, University of Pretoria, Department of Economics.
- Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 399, Economic Research Southern Africa.
- Mark J. Garmaise & Tobias J. Moskowitz, 2002. "Confronting Information Asymmetries: Evidence from Real Estate Markets," NBER Working Papers 8877, National Bureau of Economic Research, Inc.
- Spyros Galanis, 2021.
"Speculative trade and the value of public information,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
- Galanis, S., 2019. "Speculative Trade and the Value of Public Information," Working Papers 20/04, Department of Economics, City University London.
- Jiao, Peiran & Veiga, André & Walther, Ansgar, 2020.
"Social media, news media and the stock market,"
Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 63-90.
- Andre Veiga & Ansgar Walther, 2016. "Social Media, News Media and the Stock Market," Economics Series Working Papers Paper-805, University of Oxford, Department of Economics.
- Galanis, Spyros, 2018. "Speculation under unawareness," Games and Economic Behavior, Elsevier, vol. 109(C), pages 598-615.
- Marco Scarsini & Yossi Feinberg, 2003.
"Rate of Arbitrage and Reconciled Beliefs,"
Economics Bulletin, AccessEcon, vol. 4(11), pages 1-12.
- Marco Scarsini & Yossi Feinberg, 2003. "Rate of arbitrage and reconciled beliefs," Post-Print hal-00539814, HAL.
- Gary Gorton, 2008.
"The panic of 2007,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 131-262.
- Gary B. Gorton, 2008. "The Panic of 2007," NBER Working Papers 14358, National Bureau of Economic Research, Inc.
- Gary Gorton, 2008. "The Panic of 2007," Yale School of Management Working Papers amz2372, Yale School of Management.
- Dejan Trifunović, 2008. "The Dual Role Of Equilibrium Price In Competitive Economies With Asymmetric Information," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 53(178-179), pages 7-43, July - De.
- Shiller, Robert J., 1999.
"Human behavior and the efficiency of the financial system,"
Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 20, pages 1305-1340,
Elsevier.
- Robert J. Shiller, 1998. "Human Behavior and the Efficiency of the Financial System," NBER Working Papers 6375, National Bureau of Economic Research, Inc.
- Robert J. Shiller, 1998. "Human Behavior and the Efficiency of the Financial System," Cowles Foundation Discussion Papers 1172, Cowles Foundation for Research in Economics, Yale University.
- Stephen Morris, 1996.
"Speculative Investor Behavior and Learning,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 111(4), pages 1111-1133.
- Stephen Morris, "undated". ""Speculative Investor Behavior and Learning''," CARESS Working Papres 95-13, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Stephen Morris, "undated". "Speculative Investor Behavior and Learning," Penn CARESS Working Papers d12f7936881423171f6589501, Penn Economics Department.
- Stephen D. Morris, 1996. "Speculative investor behavior and learning," Working Papers 96-5, Federal Reserve Bank of Philadelphia.
- Tang, Lu & Tan, Eric K.M. & Low, Rand, 2024. "Complements or substitutes? The effect of ETFs on other managed funds," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- De Castro, Luciano & Yannelis, Nicholas C., 2018. "Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility," Journal of Economic Theory, Elsevier, vol. 177(C), pages 678-707.
- Matthews, Steven A, 1995.
"Renegotiation of Sales Contracts,"
Econometrica, Econometric Society, vol. 63(3), pages 567-589, May.
- Steven A. Matthews, 1993. "Renegotiation of Sales Contracts," Discussion Papers 1051, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Milo Bianchi & Philippe Jehiel, 2008.
"Bubbles and crashes with partially sophisticated investors,"
PSE Working Papers
halshs-00586045, HAL.
- Milo Bianchi & Philippe Jehiel, 2010. "Bubbles and Crashes with Partially Sophisticated Investors," Levine's Working Paper Archive 122247000000002180, David K. Levine.
- Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," Working Papers halshs-00586045, HAL.
- Spyros Galanis, 2021.
"Dynamic consistency, valuable information and subjective beliefs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
- Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.
- Oyama, Daisuke & Tercieux, Olivier, 2012.
"On the strategic impact of an event under non-common priors,"
Games and Economic Behavior, Elsevier, vol. 74(1), pages 321-331.
- Oyama, Daisuke & Tercieux, Olivier, 2005. "On the Strategic Impact of an Event under Non-Common Priors," MPRA Paper 4559, University Library of Munich, Germany.
- Oyama Daisuke & Olivier Tercieux, 2012. "On the Strategic Impact of an Event under Non-Common Priors," Post-Print halshs-00754605, HAL.
- Oyama Daisuke & Olivier Tercieux, 2012. "On the Strategic Impact of an Event under Non-Common Priors," PSE-Ecole d'économie de Paris (Postprint) halshs-00754605, HAL.
- Nikhil Vellodi, 2010. "Communication Equilibria and Bounded Rationality," The Warwick Economics Research Paper Series (TWERPS) 955, University of Warwick, Department of Economics.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Justin Wolfers & Eric Zitzewitz, 2006.
"Prediction Markets in Theory and Practice,"
NBER Working Papers
12083, National Bureau of Economic Research, Inc.
- Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business.
- Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute of Labor Economics (IZA).
- Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers.
- Crawford, VP, 2014. "Boundedly rational versus optimization-based models of strategic thinking and learning in games," University of California at San Diego, Economics Working Paper Series qt04h694rz, Department of Economics, UC San Diego.
- Morone, Andrea & Nuzzo, Simone, 2015.
"Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market,"
MPRA Paper
67448, University Library of Munich, Germany.
- Andrea Morone & Simone Nuzzo, 2016. "Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market," EERI Research Paper Series EERI RP 2016/17, Economics and Econometrics Research Institute (EERI), Brussels.
- Andrea Morone & Simone Nuzzo, 2016. "Market efficiency, trading institutions and information mirages: Evidence from an experimental asset market," Working Papers 2016/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega, 2014.
"Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market,"
Journal of Finance, American Finance Association, vol. 69(5), pages 2045-2084, October.
- Alain P. Chaboud & Benjamin Chiquoine & Erik Hjalmarsson & Clara Vega, 2009. "Rise of the machines: algorithmic trading in the foreign exchange market," International Finance Discussion Papers 980, Board of Governors of the Federal Reserve System (U.S.).
- Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011.
"No-Trade in the Laboratory,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-58, April.
- Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008. "No-Trade in the Laboratory," CESifo Working Paper Series 2436, CESifo.
- Marco Angrisani & Antonio Guarino & Steffen Huck & Nathan Larson, 2008. "No-Trade in the Laboratory," WEF Working Papers 0045, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
- Vladimir Asriyan, 2017. "Information Aggregation in Dynamic Markets with Adverse Selection," 2017 Meeting Papers 988, Society for Economic Dynamics.
- repec:hum:wpaper:sfb649dp2017-001 is not listed on IDEAS
- Daniel Dorn & Paul Sengmueller, 2009. "Trading as Entertainment?," Management Science, INFORMS, vol. 55(4), pages 591-603, April.
- Qin Lei & Xuewu Wang, 2014. "Time†Varying Liquidity Trading, Private Information and Insider Trading," European Financial Management, European Financial Management Association, vol. 20(2), pages 321-351, March.
- Camerer, Colin & Weber, Martin, 1992.
"Recent Developments in Modeling Preferences: Uncertainty and Ambiguity,"
Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 325-370, October.
- Camerer, Colin F. & Weber, Martin, 1991. "Recent developments in modelling preferences: Uncertainty and ambiguitiy," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 275, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
- repec:rza:wpaper:058 is not listed on IDEAS
- Amil Dasgupta & Andrea Prat, 2005. "Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing," Levine's Bibliography 784828000000000368, UCLA Department of Economics.
- Yoshihiko Tada, 2024. "AU Introspection and Symmetry under non-trivial unawareness," Theory and Decision, Springer, vol. 97(2), pages 409-421, September.
- Luo, Xiao & Ma, Chenghu, 2003. ""Agreeing to disagree" type results: a decision-theoretic approach," Journal of Mathematical Economics, Elsevier, vol. 39(8), pages 849-861, November.
- Kfir Eliaz & Ran Spiegler, 2007.
"A Mechanism-Design Approach to Speculative Trade,"
Econometrica, Econometric Society, vol. 75(3), pages 875-884, May.
- Kfir Eliaz & Rani Spiegler, 2005. "A Mechanism-Design Approach to Speculative Trade," Levine's Bibliography 784828000000000429, UCLA Department of Economics.
- Spiegler, Ran & Eliaz, Kfir, 2005. "A Mechanism-Design Approach to Speculative Trade," CEPR Discussion Papers 5434, C.E.P.R. Discussion Papers.
- Jehiel, Philippe & Koessler, Frédéric, 2008.
"Revisiting games of incomplete information with analogy-based expectations,"
Games and Economic Behavior, Elsevier, vol. 62(2), pages 533-557, March.
- Philippe Jehiel & Frederic Koessler, 2005. "Revisiting Games of Incomplete Information with Analogy-Based Expectations," THEMA Working Papers 2005-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Philippe Jehiel & Frédéric Koessler, 2008. "Revisiting Games of Incomplete Information with Analogy-Based Expectations," PSE-Ecole d'économie de Paris (Postprint) halshs-00754297, HAL.
- Philippe Jehiel & Frédéric Koessler, 2008. "Revisiting Games of Incomplete Information with Analogy-Based Expectations," Post-Print halshs-00754297, HAL.
- Philippe Jehiel & Frédéric Koessler, 2006. "Revisiting Games of Incomplete Information with Analogy-Based Expectations," Levine's Bibliography 122247000000000252, UCLA Department of Economics.
- Zhang, Mu & Zheng, Jie, 2017. "A robust reference-dependent model for speculative bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 232-258.
- Philip Bond & Hulya Eraslan, 2007. "Information-based trade," Levine's Bibliography 122247000000001689, UCLA Department of Economics.
- Bessembinder, Hendrik & Kaufman, Herbert M., 1997. "A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks," Journal of Financial Economics, Elsevier, vol. 46(3), pages 293-319, December.
- Kukushkin, Nikolai S., 2015. "Robert Louis Stevenson's Bottle Imp: A strategic analysis," MPRA Paper 64639, University Library of Munich, Germany.
- Jehiel, Philippe, 2015. "Investment strategy and selection bias: An equilibrium perspective on overconfidence," CEPR Discussion Papers 10868, C.E.P.R. Discussion Papers.
- Ann B. Gillette & Douglas E. Stevens & Susan G. Watts & Arlington W. Williams, 1999. "Price and Volume Reactions to Public Information Releases: An Experimental Approach Incorporating Traders' Subjective Beliefs," Contemporary Accounting Research, John Wiley & Sons, vol. 16(3), pages 437-479, September.
- Hye-Jin Cho, 2016. "Speculative Bubble Burst," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01306093, HAL.
- repec:hal:journl:dumas-00809694 is not listed on IDEAS
- Satoshi Fukuda, 2024. "On the consistency among prior, posteriors, and information sets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 521-565, September.
- Stéphane Robin & Kateřina Strážnická & Marie Claire Villeval, 2021.
"Bubbles and incentives: an experiment on asset markets,"
Economic and Political Studies, Taylor & Francis Journals, vol. 9(1), pages 68-89, January.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2012. "Bubbles and Incentives : An Experiment on Asset Markets," Working Papers halshs-00768434, HAL.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2021. "Bubbles and incentives: an experiment on asset markets," Post-Print halshs-03033454, HAL.
- Stéphane Robin & Katerina Straznicka & Marie Claire Villeval, 2012. "Bubbles and Incentives : An Experiment on Asset Markets," Working Papers 1235, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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