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Partially-revealing rational expectations equilibrium in a competitive economy
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Cited by:
- Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005.
"Herding and Contrarian Behavior in Financial Markets: An Internet Experiment,"
American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
- Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
- Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
- Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
- Banerjee, Snehal & Green, Brett, 2015. "Signal or noise? Uncertainty and learning about whether other traders are informed," Journal of Financial Economics, Elsevier, vol. 117(2), pages 398-423.
- Berliant, Marcus & Yu, Chia-Ming, 2013.
"Rational expectations in urban economics,"
Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 197-208.
- Berliant, Marcus & Yu, Chia-Ming, 2009. "Rational expectations in urban economics," MPRA Paper 12709, University Library of Munich, Germany.
- Berliant, Marcus & Yu, Chia-Ming, 2012. "Rational Expectations in Urban Economics," MPRA Paper 41356, University Library of Munich, Germany.
- Berliant, Marcus & Yu, Chia-Ming, 2009. "Rational expectations in urban economics," MPRA Paper 17327, University Library of Munich, Germany.
- Berliant, Marcus & Yu, Chia-Ming, 2010. "Rational Expectations in Urban Economics," MPRA Paper 22562, University Library of Munich, Germany.
- Berliant, Marcus & Yu, Chia-Ming, 2011. "Rational expectations in urban economics," MPRA Paper 33754, University Library of Munich, Germany.
- Berliant, Marcus & Yu, Chia-Ming, 2012. "Rational expectations in urban economics," MPRA Paper 37121, University Library of Munich, Germany.
- Le Van, Cuong & Navrouzoglou, Paulina & Vailakis, Yiannis, 2019. "On endogenous formation of price expectations," Games and Economic Behavior, Elsevier, vol. 115(C), pages 436-458.
- Dow, James & Gorton, Gary, 1997.
"Noise Trading, Delegated Portfolio Management, and Economic Welfare,"
Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-1050, October.
- James Dow & Gary Gorton, "undated". "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers 19-94, Wharton School Rodney L. White Center for Financial Research.
- James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," NBER Working Papers 4858, National Bureau of Economic Research, Inc.
- James Dow & Gary Gorton, 1994. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Center for Financial Institutions Working Papers 95-10, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Pietra, Tito & Siconolfi, Paolo, 1997. "Extrinsic Uncertainty and the Informational Role of Prices," Journal of Economic Theory, Elsevier, vol. 77(1), pages 154-180, November.
- Franklin Allen & Stephen Morris & Hyun Song Shin, 2003.
"Beauty Contests, Bubbles and Iterated Expectations in Asset Markets,"
Cowles Foundation Discussion Papers
1406, Cowles Foundation for Research in Economics, Yale University.
- Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," NajEcon Working Paper Reviews 391749000000000553, www.najecon.org.
- Stephen Morris & Franklin Allen & Hyun Song Shin, 2004. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Yale School of Management Working Papers ysm346, Yale School of Management.
- Xavier Vives, 2014.
"On The Possibility Of Informationally Efficient Markets,"
Journal of the European Economic Association, European Economic Association, vol. 12(5), pages 1200-1239, October.
- Vives, Xavier, 2014. "On the Possibility of Informationally Efficient Markets," IESE Research Papers D/1104, IESE Business School.
- Dutta, Jayasri & Morris, Stephen, 1997.
"The Revelation of Information and Self-Fulfilling Beliefs,"
Journal of Economic Theory, Elsevier, vol. 73(1), pages 231-244, March.
- Jayasri Dutta & Stephen Morris, "undated". "The Revelation of Information and Self-Fulfilling Beliefs," Penn CARESS Working Papers 269cceedcbd401a5e46548b88, Penn Economics Department.
- DUTTA, Jayasri & MORRIS, Stephen, 1995. "The Revelation of Information and Self-Fulfilling Beliefs," LIDAM Discussion Papers CORE 1995076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dutta, J. & Morris, S., 1997. "The revelation of information and self-fulfilling beliefs," LIDAM Reprints CORE 1264, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jayasri Dutta & Stephen Morris, "undated". ""The Revelation of Information and Self-Fulfilling Beliefs''," CARESS Working Papres 95-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- DeMarzo, Peter & Skiadas, Costis, 1998. "Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 80(1), pages 123-152, May.
- Michael Zierhut, 2016. "Partially revealing rational expectations equilibrium with real assets and binding constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 495-516, August.
- Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 89-111, January.
- Judd, Kenneth L., 1997.
"Computational economics and economic theory: Substitutes or complements?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 907-942, June.
- Kenneth L. Judd, 1997. "Computational Economics and Economic Theory: Substitutes or Complements," NBER Technical Working Papers 0208, National Bureau of Economic Research, Inc.
- Gadi Barlevy & Pietro Veronesi, 2000.
"Information Acquisition in Financial Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 67(1), pages 79-90.
- Gadi Barlevy & Pietro Veronesi, "undated". "Information Acquisition in Financial Markets," CRSP working papers 360, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Gadi Barlevy & Pietro Veronesi, "undated". "Information Acquisition in Financial Markets," CRSP working papers 484, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Jean-Pierre Zigrand, 2001. "Rational Limits to Arbitrage," FMG Discussion Papers dp392, Financial Markets Group.
- Krebs, Tom, 2007. "Rational expectations equilibrium and the strategic choice of costly information," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 532-548, June.
- Robert S. Gibbons & Richard T. Holden & Michael L. Powell, 2010. "Rational-Expectations Equilibrium in Intermediate Good Markets," NBER Working Papers 15783, National Bureau of Economic Research, Inc.
- Rahi, Rohit, 1995. "Partially revealing rational expectations equilibria with nominal assets," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 137-146.
- Scott Condie & Jayant V. Ganguli, 2011.
"Ambiguity and Rational Expectations Equilibria,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(3), pages 821-845.
- Jayant V Ganguli & Scott Condie, 2008. "Ambiguity and rational expectations equilibria," 2008 Meeting Papers 719, Society for Economic Dynamics.
- Shmuel Baruch & Xiaodi Zhang, 2022. "The Distortion in Prices Due to Passive Investing," Management Science, INFORMS, vol. 68(8), pages 6219-6234, August.
- Heifetz, Aviad & Polemarchakis, Heracles M., 1998.
"Partial Revelation with Rational Expectations,"
Journal of Economic Theory, Elsevier, vol. 80(1), pages 171-181, May.
- HEIFETZ, Aviad & POLEMARCHAKIS, Heracles, 1995. "Partial Revelation with Rational Expectations," LIDAM Discussion Papers CORE 1995079, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- HEIFETZ, Aviad & POLEMARCHAKIS, Heracles M., 1998. "Partial revelation with rational expectations," LIDAM Reprints CORE 1324, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Beaudry, Paul & Gonzalez, Francisco M., 2003. "An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions," Journal of Economic Theory, Elsevier, vol. 113(1), pages 76-103, November.
- Zigrand, Jean-Pierre, 2001. "Rational limits to arbitrage," LSE Research Online Documents on Economics 25068, London School of Economics and Political Science, LSE Library.
- Dow James & Gorton Gary, 1995.
"Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing,"
Journal of Economic Theory, Elsevier, vol. 67(2), pages 327-369, December.
- James Dow & Gary Gorton, 1993. "Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing," NBER Working Papers 4315, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Per Krusell & Martin Schneider, 2014. "Asset Trading and Valuation with Uncertain Exposure," Working Paper 14-5, Federal Reserve Bank of Richmond.
- Detemple, Jerome B., 2002. "Asset pricing in an intertemporal partially-revealing rational expectations equilibrium," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 219-248, September.
- Xavier Vives, 2000.
"Allocative and Productive Efficiency in REE with Asymetric Information,"
UFAE and IAE Working Papers
473.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Vives, Xavier & Messner, Simon, 2001. "Allocative and Productive Efficiency in REE with Asymmetric Information," CEPR Discussion Papers 2678, C.E.P.R. Discussion Papers.
- Pietra, Tito & Siconolfi, Paolo, 2008. "Trade and revelation of information," Journal of Economic Theory, Elsevier, vol. 138(1), pages 132-164, January.
- James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
- Duane Rockerbie & Stephen Easton, 2003. "Information as a Substitute for Bailouts in Sovereign Debt Markets," International Finance 0303003, University Library of Munich, Germany.
- Juan Hatchondo, 2004.
"The value of information with heterogeneous agents and partially revealing prices,"
Econometric Society 2004 North American Summer Meetings
175, Econometric Society.
- Juan Carlos Hatchondo, 2005. "The value of information with heterogeneous agents and partially revealing prices," Working Paper 05-06, Federal Reserve Bank of Richmond.
- Bernardo, Antonio E. & Judd, Kenneth L., 2000. "Asset market equilibrium with general tastes, returns, and informational asymmetries," Journal of Financial Markets, Elsevier, vol. 3(1), pages 17-43, February.
- Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Working Papers hal-02187362, HAL.
- Rostek, Marzena & Weretka, Marek, 2015. "Information and strategic behavior," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 536-557.
- Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale," Center for Financial Institutions Working Papers 03-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02187362, HAL.
- Beth Allen & James S. Jordan, 1998. "The existence of rational expectations equilibrium: a retrospective," Staff Report 252, Federal Reserve Bank of Minneapolis.