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Market crashes, speculation and learning in financial markets

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Author Info
Patrick Leoni ()
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File URL: http://hdl.handle.net/10.1007/s00199-007-0310-z
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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 39 (2009)
Issue (Month): 2 (May)
Pages: 217-229
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Handle: RePEc:spr:joecth:v:39:y:2009:i:2:p:217-229

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Related research
Keywords: Asset pricing; Price convergence; Rational expectations; Learning; G12;

References listed on IDEAS
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  1. Debreu, Gerard, 1970. "Economies with a Finite Set of Equilibria," Econometrica, Econometric Society, vol. 38(3), pages 387-92, May. [Downloadable!] (restricted)
  2. Jan Wenzelburger, 2000. "Convergence of Adaptive Learning Models of Pure Exchange," Econometric Society World Congress 2000 Contributed Papers 1070, Econometric Society. [Downloadable!]
  3. Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 6(3), pages 473-506. [Downloadable!] (restricted)
  4. Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March. [Downloadable!] (restricted)
  5. Kurz, Mordecai, 1994. "On the Structure and Diversity of Rational Beliefs," Economic Theory, Springer, vol. 4(6), pages 877-900, October.
  6. Aloisio Araujo & Alvaro Sandroni, 1999. "On the Convergence to Homogeneous Expectations when Markets Are Complete," Econometrica, Econometric Society, vol. 67(3), pages 663-672, May.
  7. Kandel, Eugene & Pearson, Neil D, 1995. "Differential Interpretation of Public Signals and Trade in Speculative Markets," Journal of Political Economy, University of Chicago Press, vol. 103(4), pages 831-72, August. [Downloadable!] (restricted)
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This page was last updated on 2009-12-22.


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