create a website

Cited: 37

Citations received by this document

Cites: 71

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

    Full description at Econpapers || Download paper

  2. Extrapolation beyond peers: An asset pricing perspective. (2024). Wu, Yiyong ; Tang, Guohao ; Lou, Guanyu.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001402.

    Full description at Econpapers || Download paper

  3. Macroeconomic perceptions, financial constraints, and anomalies. (2024). Su, Zhiwei ; He, Wei ; Yu, Jianfeng.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001752.

    Full description at Econpapers || Download paper

  4. The use of asset growth in empirical asset pricing models. (2024). Ion, Mihai ; Gulen, Huseyin ; Cooper, Michael.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001861.

    Full description at Econpapers || Download paper

  5. Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449.

    Full description at Econpapers || Download paper

  6. Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

    Full description at Econpapers || Download paper

  7. Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

    Full description at Econpapers || Download paper

  8. .

    Full description at Econpapers || Download paper

  9. Earnings announcement return extrapolation. (2022). Karolyi, Stephen A ; Ertan, Aytekin ; Stoumbos, Robert ; Kelly, Peter W.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:27:y:2022:i:1:d:10.1007_s11142-021-09593-w.

    Full description at Econpapers || Download paper

  10. Decision Weights for Experimental Asset Prices Based on Visual Salience. (2022). Camerer, Colin Farrell ; Schneider, Judith Christiane ; Nolte, Sven ; Cordes, Henning ; Bose, Devdeepta.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:35:y:2022:i:11:p:5094-5126..

    Full description at Econpapers || Download paper

  11. Investor Sentiment and Paradigm Shifts in Equity Return Forecasting. (2022). Tu, Jun ; Li, Kai ; He, Xue-Zhong ; Chu, Liya.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4301-4325.

    Full description at Econpapers || Download paper

  12. Asset pricing with return extrapolation. (2022). Sui, Pengfei ; Jin, Lawrence J.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:273-295.

    Full description at Econpapers || Download paper

  13. Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?. (2022). Lansing, Kevin ; Ma, Jun ; Leroy, Stephen F.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72.

    Full description at Econpapers || Download paper

  14. Impact of Price Path on Disposition Bias. (2022). Jacob, Joshy ; Bansal, Avijit.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001960.

    Full description at Econpapers || Download paper

  15. Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

    Full description at Econpapers || Download paper

  16. Heterogenous beliefs with sentiments and asset pricing. (2022). Hu, Duni ; Wang, Hailong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001590.

    Full description at Econpapers || Download paper

  17. Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

    Full description at Econpapers || Download paper

  18. Extrapolative bubbles and trading volume. (2021). Zhu, Ning ; Peng, Cameron ; Liao, Jingchi.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118887.

    Full description at Econpapers || Download paper

  19. Extrapolative bubbles and trading volume. (2021). Peng, Cameron ; Liao, Jingchi ; Zhu, Ning.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:110514.

    Full description at Econpapers || Download paper

  20. Extrapolative beliefs in the cross-section: What can we learn from the crowds?. (2021). Jin, Lawrence J ; Huang, Xing ; Da, Zhi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:1:p:175-196.

    Full description at Econpapers || Download paper

  21. The ordering of historical returns and the cross-section of subsequent returns. (2021). Mohrschladt, Hannes.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000224.

    Full description at Econpapers || Download paper

  22. Subjective Cash Flow and Discount Rate Expectations. (2021). Myers, Sean ; De, Ricardo.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1339-1387.

    Full description at Econpapers || Download paper

  23. Investor experiences and financial market dynamics. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:597-622.

    Full description at Econpapers || Download paper

  24. Is fertility a leading indicator for stock returns?. (2020). Verdickt, Gertjan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309115.

    Full description at Econpapers || Download paper

  25. Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

    Full description at Econpapers || Download paper

  26. Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models. (2020). Phillips, Michael G ; Bommer, William H ; Rana, Shailesh.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2020-04-12.

    Full description at Econpapers || Download paper

  27. Predictability concentrates in bad times. And so does disagreement. (2019). de Oliveira, Thiago.
    In: Discussion Papers of Business and Economics.
    RePEc:hhs:sdueko:2019_008.

    Full description at Econpapers || Download paper

  28. Price and volume dynamics in bubbles. (2019). Liao, Jingchi ; Peng, Cheng ; Zhu, Ning.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102057.

    Full description at Econpapers || Download paper

  29. Aggregate investor sentiment and stock return synchronicity. (2019). Mian, Mujtaba G ; Gul, Ferdinand A ; Chue, Timothy K.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302031.

    Full description at Econpapers || Download paper

  30. Credit Cycles, Expectations, and Corporate Investment. (2019). Rossi, Stefano ; Ion, Mihai ; Gulen, Huseyin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13679.

    Full description at Econpapers || Download paper

  31. Essays on corporate governance and the impact of regulation on financial markets. (2018). Rizzo, Emanuele.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:b5158260-ea13-4763-b992-62e63c97fdb8.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ———. 1988. Stock prices, earnings, and expected dividends. Journal of Finance 43:661–76.
    Paper not yet in RePEc: Add citation now
  2. ———. 2003. [Perspectives on Behavioral Finance: Does Irrationality Disappear with Wealth? Evidence from Expectations and Actions]: Discussion. NBER Macroeconomics Annual, 10.1086/ma.18.3585255.
    Paper not yet in RePEc: Add citation now
  3. ———. 2004. Predicting returns with financial ratios. Journal of Financial Economics 74:209–35.
    Paper not yet in RePEc: Add citation now
  4. ———. 2005. Asset pricing, Revised Edition. Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  5. ———. 2008. The dog that did not bark: A defense of return predictability. Review of Financial Studies 21: 1533–75.
    Paper not yet in RePEc: Add citation now
  6. ———. 2011. Presidential address: Discount rates. Journal of Finance 66:1047–108.
    Paper not yet in RePEc: Add citation now
  7. ———. 2015. Learning from inflation experiences. Quarterly Journal of Economics 131:53–87.
    Paper not yet in RePEc: Add citation now

  8. Abreu, D., and M. K. Brunnermeier. 2003. Bubbles and crashes. Econometrica 71:173–204. Aiken, L. S., and S. G. West. 1991. Multiple regression: Testing and interpreting interactions. Thousand Oaks, CA: Sage.

  9. Amromin, G., and S. A. Sharpe. 2013. From the horse’s mouth: Economic conditions and investor expectations of risk and return. Management Science 60:845–66.
    Paper not yet in RePEc: Add citation now
  10. Andreassen, P. B., and S. J. Kraus. 1990. Judgmental extrapolation and the salience of change. Journal of Forecasting 9:347–72.
    Paper not yet in RePEc: Add citation now

  11. Bacchetta, P., E. Mertens, and E. Van Wincoop. 2009. Predictability in financial markets: What do survey expectations tell us? Journal of International Money and Finance 28:406–26.

  12. Baker, M., and J. C. Stein. 2004. Market liquidity as a sentiment indicator. Journal of Financial Markets 73: 271–99.

  13. Baker, M., and J. Wurgler. 2000. The equity share in new issues and aggregate stock returns. Journal of Finance 55:2219–57.

  14. Baker, M., and J. Wurgler. 2006. Investor sentiment and the cross−section of stock returns. Journal of Finance 61:1645–80.

  15. Baker, M., R. Taliaferro and J. Wurgler. 2006. Predicting Returns with Managerial Decision Variables: Is There a Small⣳Sample Bias? Journal of Finance, 61:1711–30.

  16. Baker, M., Wurgler, J. and Yuan, Y., 2012. Global, local, and contagious investor sentiment. Journal of Financial Economics 104:272–87.

  17. Bansal, R., and A. Yaron. 2004. Risks for the long run: A potential resolution of asset pricing puzzles. Journal of Finance 59:1481–509.

  18. Bansal, R., D. Kiku, and A. Yaron. 2012. An Empirical evaluation of the long-run risks model for asset prices. Critical Finance Review 11:183-221.

  19. Barberis, N., A. Shleifer, and R. Vishny. 1998. A model of investor sentiment. Journal of Financial Economics 49:307–43.

  20. Barberis, N., R. Greenwood, L. Jin, and A. Shleifer. 2015. X-CAPM: An extrapolative capital asset pricing model. Journal of Financial Economics 115:1–24.

  21. Bordalo, P., Gennaioli, N. and Shleifer, A., 2017. Memory, attention, and choice. Working Paper, National Bureau of Economic Research.

  22. Campbell, J. Y., and J. Cochrane. 1999. By force of habit: A Consumption-based explanation of aggregate stock market behavior. Journal of Political Economy 107:205–51.

  23. Campbell, J. Y., and R. J. Shiller. 1988. The dividend-price ratio and expectations of future dividends and discount factors. Review of Financial Studies 1:195–228.

  24. Campbell, J. Y., and S. B. Thompson. 2008. Predicting excess stock returns out of sample: Can anything beat the historical average? Review of Financial Studies 21:1509–31.

  25. Campbell, J.Y. and Shiller, R.J., 2001. Valuation ratios and the long-run stock market outlook: an update (No. w8221). National bureau of economic research.

  26. Capistran, C., and A. Timmermann. 2009. Forecast combination with entry and exit of experts. Journal of Business and Economic Statistics 27:429–40.

  27. Choi, J. J., and T. Mertens. 2013. Extrapolative expectations and the equity premium. Working Paper, Yale University.
    Paper not yet in RePEc: Add citation now

  28. Clark, T. E., and K. D. West. 2007. Approximately normal tests for equal predictive accuracy in nested models. Journal of Econometrics 138:291–311.

  29. Cochrane, J. H. 1992. Explaining the variance of price–dividend ratios. Review of Financial Studies 5:243–80.

  30. Da, Z., U. G. Gurun, and M. Warachka. 2014. Frog in the pan: Continuous information and momentum. Review of Financial Studies 27:2171–218.

  31. Dangl, T., and M. Halling. 2012. Predictive regressions with time–varying coefficients. Journal of Financial Economics 106:157–81.

  32. De Bondt, W. P. 1993. Betting on trends: Intuitive forecasts of financial risk and return. International Journal of Forecasting 9:355–71.

  33. De Long, J. B., A. Shleifer, L. H. Summers, and R. J. Waldmann. 1990. Noise trader risk in financial markets. Journal of Political Economy 98:703–38.

  34. Detemple, J., and S. Murthy. 1994. Intertemporal asset pricing with heterogeneous beliefs. Journal of Economic Theory 62:294–320.
    Paper not yet in RePEc: Add citation now
  35. Downloaded from https://academic.oup.com/rfs/article-abstract/31/11/4345/4835351 by guest on February [17:59 16/10/2018 RFS-OP-REVF170230.tex] Page: 4396 4345–4397 The Review of Financial Studies / v 31 n 11 2018 Clarke, R. G., and M. Statman. 1998. Bullish or bearish? Financial Analysts Journal 54:63–72.
    Paper not yet in RePEc: Add citation now

  36. Downloaded from https://academic.oup.com/rfs/article-abstract/31/11/4345/4835351 by guest on February [17:59 16/10/2018 RFS-OP-REVF170230.tex] Page: 4397 4345–4397 Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables Huang, D., Jiang, F., Tu, J. and Zhou, G., 2015. Investor sentiment aligned: A powerful predictor of stock returns. The Review of Financial Studies 28:791–837.

  37. Fama, E. F., and K. R. French. 1988. Dividend yields and expected stock returns. Journal of Financial Economics 22:3–25.

  38. French, K. R., G. W. Schwert, and R. F. Stambaugh. 1987. Expected stock returns and volatility. Journal of Financial Economics 19:3–29.

  39. Friend, I., and M. E. Blume. 1975. The demand for risky assets. American Economic Review 65:900–922.

  40. Fuster, A., B. Hebert, and D. Laibson. 2012. Natural expectations, macroeconomic dynamics, and asset pricing. NBER Macroeconomics Annual 26:1–48.

  41. Gabaix, X. 2008. Variable rare disasters: A tractable theory of ten puzzles in macro–finance. American Economic Review 98:64–67.

  42. Gennaioli, N., Ma, Y., and A. Shleifer. 2016. Expectations and Investment. NBER Macroeconomics Annual, 10.3386/w21260.

  43. Glaeser, E. L., and C. G. Nathanson. 2017. An extrapolative model of house price dynamics. Journal of Financial Economics 126:147–70.

  44. Goyal, A., and I. Welch. 2008. A comprehensive look at the empirical performance of equity premium prediction.

  45. Greenwood, R., and A. Shleifer. 2014. Expectations of returns and expected returns. Review of Financial Studies 27:714–46.

  46. Greenwood, R., and S. G. Hanson. 2013. Issuer quality and corporate bond returns. Review of Financial Studies 26:1483–525.

  47. Griffin, D., and A. Tversky. 1992. The weighing of evidence and the determinants of confidence. Cognitive Psychology 24:411–35.
    Paper not yet in RePEc: Add citation now

  48. Henkel, S. J., J. S. Martin, and F. Nardari. 2011. Time-varying short-horizon predictability. Journal of Financial Economics 99:560–80.

  49. Hirshleifer, D., J. Li, and J. Yu. 2015. Asset pricing in production economies with extrapolative expectations. Journal of Monetary Economics 76:87–106.

  50. Hong, H., and J. Stein. 1999. A unified theory of underreaction, momentum trading and overreaction in asset markets. Journal of Finance 54:2143–84.

  51. Kendall, M.G., 1954. Note on bias in the estimation of auto-correlation, Biometrika 41:403–4.
    Paper not yet in RePEc: Add citation now
  52. Koijen, R. S., M. Schmeling, and E. B. Vrugt. 2014. Survey expectations of returns and asset pricing puzzles. Working Paper, SSRN.
    Paper not yet in RePEc: Add citation now

  53. Kothari, S. P., and J. Shanken. 1997. Book–to–market, dividend yield, and expected market returns: A time–series analysis. Journal of Financial Economics 44:169–203.

  54. Lamont, O. 2003. Discussion of “Perspectives on Behavioral Finance: Does Irrationality Disappear with Wealth? Evidence from Expectations and Actions” by Annette Vissing-Jorgensen, NBER Macroeconomics Annual 2003, Eds. Mark Gertler and Kenneth Rogoff.
    Paper not yet in RePEc: Add citation now

  55. Lettau, M., and S. Van Nieuwerburgh. 2008. Reconciling the return predictability evidence. Review of Financial Studies 21:1607–52.

  56. Lewellen, J. 1999. The time–series relations among expected return, risk, and book–to–market. Journal of Financial Economics 54:5–43.
    Paper not yet in RePEc: Add citation now

  57. Lustig, H. N., and S. G. Van Nieuwerburgh. 2005. Housing collateral, consumption insurance, and Risk premia: An empirical perspective. Journal of Finance 60:1167–219.

  58. Malmendier, U., and S. Nagel. 2011. Depression babies: Do macroeconomic experiences affect risk taking? Quarterly Journal of Economics 126:373–416.

  59. Nagel, S. 2012. Macroeconomic experiences and expectations. Academic Consultants Meeting at the Federal Reserve Board.
    Paper not yet in RePEc: Add citation now

  60. Nelson, C. R., and M. J. Kim. 1993. Predictable stock returns: The role of small sample bias. Journal of Finance 48:641–61.

  61. Newey, W. K., and K. D. West. 1987. A simple, positive semi–definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55:703–8.

  62. Paye, B. S., and A. Timmermann. 2006. Instability of return prediction models. Journal of Empirical Finance 13:274–315.

  63. Pesaran, M. H., and A. Timmermann. 2007. Selection of estimation window in the presence of breaks. Journal of Econometrics 137:134–61.

  64. Pontiff, J., and L. D. Schall. 1998. Book–to–market ratios as predictors of market returns. Journal of Financial Economics 49:141–60.

  65. Rabin, M., 2002. Inference by believers in the law of small numbers. Quarterly Journal of Economics 117: 775–816.

  66. Rapach, D., J. Strauss, and G. Zhou. 2010. Out–of–sample equity premium prediction: Consistently beating the historical average. Review of Financial Studies 23:821–62.
    Paper not yet in RePEc: Add citation now

  67. Shleifer, A., and R. W. Vishny. 1997. The limits of arbitrage. Journal of Finance 52:35–55.

  68. Stambaugh, R. F. 1999. Predictive regressions. Journal of Financial Economics 54:375–421.

  69. Timmermann, A. G. 1993. How learning in financial markets generates excess volatility and predictability in stock prices. Quarterly Journal of Economics 108:1135–45.

  70. Tversky, A., and D. Kahneman. 1974. Judgment under uncertainty: Heuristics and biases. Science 185:1124–31.
    Paper not yet in RePEc: Add citation now

  71. Yuan, Y. 2015. Market–wide attention, trading, and stock returns. Journal of Financial Economics 116:548–64. Downloaded from https://academic.oup.com/rfs/article-abstract/31/11/4345/4835351 by guest on February

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Rand as a Carry Trade Target: Risk, Returns and Policy Implications. (2011). Hassan, Shakill ; Smith, Sean .
    In: Working Papers.
    RePEc:rza:wpaper:235.

    Full description at Econpapers || Download paper

  2. Regulatory reform : integrating paradigms. (2009). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4842.

    Full description at Econpapers || Download paper

  3. Knowledge, Preferences and Shocks in Portfolio Analysis. (2009). Steinbacher, Matjaz.
    In: MPRA Paper.
    RePEc:pra:mprapa:13567.

    Full description at Econpapers || Download paper

  4. Speculative Attacks: A Laboratory Study in Continuous Time. (2009). Friedman, Daniel ; Cheung, Yin-Wong.
    In: Working Papers.
    RePEc:hkm:wpaper:072009.

    Full description at Econpapers || Download paper

  5. A Computational View of Market Efficiency. (2009). Lo, Andrew ; Hasanhodzic, Jasmina ; Viola, Emanuele .
    In: Papers.
    RePEc:arx:papers:0908.4580.

    Full description at Econpapers || Download paper

  6. Caller Number Five and Related Timing Games. (2008). Smith, Lones ; Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-317.

    Full description at Econpapers || Download paper

  7. Bid-Ask Spreads and Volume:The Role of Trade Timing. (2008). Park, Andreas.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-309.

    Full description at Econpapers || Download paper

  8. Thought and Behavior Contagion in Capital Markets. (2008). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:9164.

    Full description at Econpapers || Download paper

  9. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
    In: MPRA Paper.
    RePEc:pra:mprapa:15204.

    Full description at Econpapers || Download paper

  10. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

    Full description at Econpapers || Download paper

  11. Inexperienced Investors and Bubbles. (2008). Nagel, Stefan ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14111.

    Full description at Econpapers || Download paper

  12. A leverage-based model of speculative bubbles. (2008). Barlevy, Gadi.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-01.

    Full description at Econpapers || Download paper

  13. Speculative growth and overreaction to technology shocks. (2008). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-08.

    Full description at Econpapers || Download paper

  14. Venture Capital and Innovation: Which is First?. (2008). Ueda, Masako ; Hirukawa, Masayuki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7090.

    Full description at Econpapers || Download paper

  15. Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model. (2008). Zheng, Jie.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000038.

    Full description at Econpapers || Download paper

  16. Should Central Banks Burst Bubbles? Some Microeconomic Issues. (2008). Conlon, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002330.

    Full description at Econpapers || Download paper

  17. Speculative Attacks: A Laboratory Study in Continuous Time. (2008). Friedman, Daniel ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2420.

    Full description at Econpapers || Download paper

  18. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0847.

    Full description at Econpapers || Download paper

  19. Discrete devaluations and multiple equilibria in a first generation model of currency crises. (2007). Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:839.

    Full description at Econpapers || Download paper

  20. WHY BUBBLE-BURSTING IS UNPREDICTABLE: WELFARE EFFECTS OF ANTI-BUBBLE POLICY WHEN CENTRAL BANKS MAKE MISTAKES. (2007). Kai, Guo ; Conlon, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:5927.

    Full description at Econpapers || Download paper

  21. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13504.

    Full description at Econpapers || Download paper

  22. Imperfect Common Knowledge in First-Generation Models of Currency Crises. (2007). Afonso, Gara.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2007:q:1:a:3.

    Full description at Econpapers || Download paper

  23. Rational and near-rational bubbles without drift. (2007). Lansing, Kevin.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-10.

    Full description at Econpapers || Download paper

  24. Emerging markets in financial globalization: striking the right balance for liberalization. (2007). Watanagase, Tarisa .
    In: Proceedings.
    RePEc:fip:fedfpr:y:2007:x:6.

    Full description at Econpapers || Download paper

  25. Strategic Merger Waves: A Theory of Musical Chairs. (2007). Toxvaerd, Flavio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6159.

    Full description at Econpapers || Download paper

  26. SOBRE BURBUJAS DE PRECIOS DE ACTIVOS, EXPECTATIVAS Y EQUILIBRIOS. (2007). Dapena, Jose.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:361.

    Full description at Econpapers || Download paper

  27. Caller Number Five: Timing Games that Morph from One Form to Another. (2006). Smith, Lones ; Park, Andreas.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1554.

    Full description at Econpapers || Download paper

  28. Discrete Devaluations and Multiple Equilibria in a First Generation Model of Currency Crises. (2006). Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5876.

    Full description at Econpapers || Download paper

  29. Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics. (2006). Zampolli, Fabrizio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:297.

    Full description at Econpapers || Download paper

  30. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
    RePEc:wpa:wuwpga:0508007.

    Full description at Econpapers || Download paper

  31. Technological innovation and market turbulence: the dot-com experience. (2005). Wang, Zhu.
    In: Payments System Research Working Paper.
    RePEc:fip:fedkpw:psrwp05-02.

    Full description at Econpapers || Download paper

  32. Asset Price Dynamics When Traders Care About Reputation. (2005). Prat, Andrea ; Dasgupta, Amil .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5372.

    Full description at Econpapers || Download paper

  33. Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing. (2005). Prat, Andrea ; Dasgupta, Amil .
    In: Levine's Bibliography.
    RePEc:cla:levrem:784828000000000368.

    Full description at Econpapers || Download paper

  34. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Grimaldi, Marianna ; Dieci, Roberto ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1431.

    Full description at Econpapers || Download paper

  35. Riding the South Sea bubble. (2004). Voth, Hans-Joachim ; Tenim, Peter.
    In: Economics Working Papers.
    RePEc:upf:upfgen:861.

    Full description at Econpapers || Download paper

  36. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10755.

    Full description at Econpapers || Download paper

  37. Shakeouts and Market Crashes. (2004). Jovanovic, Boyan ; barbarino, alessandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10556.

    Full description at Econpapers || Download paper

  38. Inference, arbitrage, and asset price volatility. (2004). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:187.

    Full description at Econpapers || Download paper

  39. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

    Full description at Econpapers || Download paper

  40. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

    Full description at Econpapers || Download paper

  41. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4221.

    Full description at Econpapers || Download paper

  42. Bubbles and Crashes in a Behavioural Finance Model. (2004). De Grauwe, Paul ; Grimaldi, Marianna ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1194.

    Full description at Econpapers || Download paper

  43. Riding the South Sea Bubble. (2004). Voth, Hans-Joachim ; Temin, Peter.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1654-1668.

    Full description at Econpapers || Download paper

  44. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:03-06.

    Full description at Econpapers || Download paper

  45. Exchange Monitoring Bands: Theory and Policy. (2003). Zhang, Lei ; Miller, Marcus ; Corrado, Luisa.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:8.

    Full description at Econpapers || Download paper

  46. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1434.

    Full description at Econpapers || Download paper

  47. Beauty Contests, Bubbles and Iterated Expectations in Asset Markets. (2003). Shin, Hyun Song ; Morris, Stephen ; Allen, Franklin.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1406.

    Full description at Econpapers || Download paper

  48. Heterogeneity and Uniqueness in Interaction Games. (2003). Shin, Hyun Song ; Morris, Stephen ; Shin. Hyun Song, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1402.

    Full description at Econpapers || Download paper

  49. Financial Market Runs. (2002). welch, ivo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9251.

    Full description at Econpapers || Download paper

  50. Individual Irrationality and Aggregate Outcomes. (). Tyran, Jean-Robert ; Fehr, Ernst.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:252.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-25 05:32:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy