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1. Information acquisition and learning from prices over the business cycle. (2014). Ohl, Björn ; Mäkinen, Taneli ; Mkinen, Taneli .
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2. Noise and aggregation of information in large markets. (2013). Uroevi, Branko ; Garcia, Diego .
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:16:y:2013:i:3:p:526-549.

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3. Rational expectations equilibrium with uncertain proportion of informed traders. (2013). Gao, Feng ; Wang, Jun ; Song, Fengming .
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   RePEc:eee:finmar:v:16:y:2013:i:3:p:387-413.

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4. Speculative dynamics in the term structure of interest rates. (2012). Nimark, Kristoffer.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1194.

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5. Liquidity and asset prices in rational expectations equilibrium with ambiguous information. (2011). Werner, Jan ; Ozsoylev, Han.
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   RePEc:spr:joecth:v:48:y:2011:i:2:p:469-491.

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6. The Real Effects of Financial Markets. (2011). Edmans, Alex ; Bond, Philip ; Goldstein, Itay.
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7. Equilibrium Information Acquisition, Prediction Abilities and Asset Prices. (2011). Guo, Wen-Chung.
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   RePEc:kap:compec:v:37:y:2011:i:1:p:89-111.

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8. Higher order expectations, illiquidity, and short-term trading. (2011). Vives, Xavier ; Cespa, Giovanni.
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   RePEc:ebg:iesewp:d-0915.

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9. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. (2010). NAPP, Clotilde ; Jouini, Elyès.
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   RePEc:hal:journl:halshs-00488481.

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10. Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity. (2010). Vives, Xavier ; Manzano, Carolina.
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11. Rational Attention Allocation Over the Business Cycle. (2009). Veldkamp, Laura ; Van Nieuwerburgh, Stijn ; Kacperczyk, Marcin.
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12. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
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13. Testing Asymmetric-Information Asset Pricing Models. (2009). Ljungqvist, Alexander ; Kelly, Bryan.
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14. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2009). Vives, Xavier ; Cespa, Giovanni.
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15. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
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16. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
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17. Amplification and asymmetry in crashes and frenzies. (2008). Ozsoylev, Han.
    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:2:p:157-181.

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18. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
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19. Information Sales and Insider Trading with Long-lived Information. (2007). Cespa, Giovanni.
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20. Sudden Flight and True Sudden Stops. (2007). Warnock, Francis ; Rothenberg, Alexander D..
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21. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
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    RePEc:ebg:iesewp:d-0716.

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22. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
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23. Sudden Flight and True Sudden Stops. (2006). Warnock, Francis ; Rothenberg, Alexander D..
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24. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
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25. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
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26. Informational asymmetries and a multiplier effect on price correlation and trading. (2005). Pinheiro, Marcelo.
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27. Characterizing Asymmetric Information in International Equity Markets. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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28. Noise and aggregation of information in large markets. (2004). Urosevic, Branko ; Garcia, Diego .
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29. Information Markets and the Comovement of Asset Prices. (2004). Veldkamp, Laura.
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30. Essays on Speculation. (2004). Zurita, Felipe.
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31. International Equity Flows and Returns: A Quantitative Equilibrium Approach. (2004). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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32. Giffen goods and market making. (2003). Cespa, Giovanni.
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33. A comparison of stock market mechanisms. (2003). Cespa, Giovanni.
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34. Giffen Goods and Market Making. (2003). Cespa, Giovanni.
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35. A Comparison of Stock Market Mechanism. (2003). .
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36. Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows. (2003). Watanabe, Masahiro ; Goetzmann, William ; Brown, Stephen ; Shirishi, Noriyoshi ; Hiraki, Takato .
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37. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
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38. On the Possibility of Stock Market Crashes in the Absence of Portfolio Insurance. (1999). Barlevy, Gadi ; Veronesi, Pietro.
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39. A rational expectations model of financial contagion. (1998). Kodres, Laura E. ; Pritsker, Matthew.
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40. Learning the True Index Level: Index Return Autocorrelation in an REE Auction Market. (1997). Safvenblad, Patrik.
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41. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
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42. Information quality, performance measurement, and security demand in rational expectations economies. (1995). Noe, Thomas ; Ramamurtie, Buddhavarapu Sailesh.
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43. Bid-Ask Spreads with Indirect Competition Among Specialists. (1994). Jackson, Matthew ; Gehrig, Thomas.
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44. Differential information and dynamic behavior of stock trading volume. (1994). He, Hua ; He, Hua., .
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45. Insider trading and market manipulations--existence and uniqueness of equilibrium. (1991). Rochet, Jean ; Vila, Jean-Luc., .
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46. Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros. (1991). Caballe, Jordi.
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47. Crash Testing the Efficient Market Hypothesis. (1988). French, Kenneth .
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48. Banking panics, information, and rational expectations equilibrium. (1988). Aiyagari, S..
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49. Speculative Behavior of Institutional Investors. (1986). Shiller, Robert ; Pound, John .
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50. Asset Prices in a Time Series Model with Disparately Informed, Competative Traders. (1986). Singleton, Kenneth.
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