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Citations of
James Bradford DeLong

For current contact information and a more complete listing of works, please see here

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Working papers

  1. J. Bradford DeLong & Barry Eichengreen, 2001. "Between Meltdown and Moral Hazard: The International Monetary and Financial Policies of the Clinton Administration," NBER Working Papers 8443, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Roman Kraeussl, 2003. "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series 2003/23, Center for Financial Studies. [Downloadable!]
      Other versions:

  2. Stephen Cohen & John Zysman & Bradford DeLong, 2000. "Tools for Thought: What is New and Important about the "E-conomy"?," UCAIS Berkeley Roundtable on the International Economy, Working Paper Series 1013, UCAIS Berkeley Roundtable on the International Economy, UC Berkeley. [Downloadable!]

    Cited by:

    1. Gérard Charreaux, 2000. "Nouvelle économie et gouvernance," Working Papers FARGO 1000801, Université de Bourgogne - Latec/Fargo (Research center in Finance,organizational ARchitecture and GOvernance). [Downloadable!]

  3. J. Bradford DeLong, 2000. "The Shape of Twentieth Century Economic History," NBER Working Papers 7569, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Solimano, Andres, 2001. "International migration and the global economic order : an interview," Policy Research Working Paper Series 2720, The World Bank. [Downloadable!]

  4. J. Bradford De Long & Andrei Shleifer, 1993. "Princes and Merchants: European City Growth before the Industrial Revolution," NBER Working Papers 4274, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Giovanni Immordino & Marco Pagano, 2003. "Legal Standards, Enforcement and Corruption," CSEF Working Papers 98, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2009. [Downloadable!]
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    2. Djankov, Simeon & La Porta, Rafael & López-de-Silanes, Florencio & Shleifer, Andrei, 2001. "The Regulation of Entry," CEPR Discussion Papers 2953, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Cormac Ó Gráda, 2005. "You Take the High Road and I’ll Take the Low Road - Economic Success and Wellbeing in the Longer Run," Working Papers 200510, School Of Economics, University College Dublin. [Downloadable!]
    4. Ross Levine, 2005. "Law, Endowments, and Property Rights," NBER Working Papers 11502, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. Alberto Chong & Luisa Zanforlin, 2004. "Inward-Looking Policies, Institutions, Autocrats, and Economic Growth in Latin America: An Empirical Exploration," Public Choice, Springer, vol. 121(3), pages 335-361, February. [Downloadable!] (restricted)
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    6. Georgy Egorov & Konstantin Sonin, 2005. "Dictators and Their Viziers: Agency Problems in Dictatorships," William Davidson Institute Working Papers Series wp735, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    7. Alberto Chong & Luisa Zanforlin, 2001. "Políticas de orientación interna, instituciones, autócratas y crecimiento económico en América Latina: un análisis empírico," RES Working Papers 4256, Inter-American Development Bank, Research Department. [Downloadable!]
    8. Simeon Djankov & Edward L. Glaeser & Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer, 2003. "The New Comparative Economics," NBER Working Papers 9608, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    9. Emily Oster, 2004. "Witchcraft, Weather and Economic Growth in Renaissance Europe," Journal of Economic Perspectives, American Economic Association, vol. 18(1), pages 215-228, Winter. [Downloadable!] (restricted)
    10. Papaioannou, Elias & Siourounis, Gregorios, 2008. "Economic and Social Factors Driving the Third Wave of Democratization," CEPR Discussion Papers 6986, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    11. Mauricio Drelichman, 2004. "The Curse of Moctezuma: American Silver and the Dutch Disease, 1501-1650," Economic History 0404001, EconWPA. [Downloadable!]
    12. Asoni, Andrea, 2008. "Colonial Heritage and Economic Development," Working Paper Series 758, Research Institute of Industrial Economics. [Downloadable!]
    13. Kaufmann, Daniel & Leautier, Frannie & Mastruzzi, Massimo, 2005. "Governance and the city : an empirical exploration into global determinants of urban performance," Policy Research Working Paper Series 3712, The World Bank. [Downloadable!]
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    14. James E. Rauch, 1994. "Bureaucracy, Infrastructure, and Economic Growth: Evidence from U.S. Cities During the Progressive Era," NBER Working Papers 4973, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    15. Noel Maurer & Andrei Gomberg, 2004. "When the State is Untrustworthy: Public Finance and Private Banking in Porfirian Mexico," Working Papers 0402, Centro de Investigacion Economica, ITAM. [Downloadable!]
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    16. Elias Papaioannou & Gregorios Siourounis, 2007. "Initial Factors Behind The Third Wave of Democratization," Working Papers 0002, University of Peloponnese, Department of Economics. [Downloadable!]
    17. Edward L. Glaeser & Andrei Shleifer, 2002. "The Curley Effect," Harvard Institute of Economic Research Working Papers 1956, Harvard - Institute of Economic Research. [Downloadable!]
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    18. Cormac Ó Gráda, 2005. "The Tortoise and the Hare - Economic Growth in Britain and the Netherlands c. 1500-1800," Working Papers 200524, School Of Economics, University College Dublin. [Downloadable!]
    19. Acemoglu, Daron & Johnson, Simon H. & Robinson, James A., 2003. "The Rise of Europe: Atlantic Trade, Institutioanl Change and Economic Growth," Working papers 4269-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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    20. Akçomak, I. Semih & ter Weel, Bas, 2008. "Social Capital, Innovation and Growth: Evidence from Europe," IZA Discussion Papers 3341, Institute for the Study of Labor (IZA). [Downloadable!]
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    21. Rony Pshisva & Gustavo A. Suarez, 2006. "'Captive markets': the impact of kidnappings on corporate investment in Colombia," Finance and Economics Discussion Series 2006-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    22. Daron Acemoglu, 2003. "The Form of Property Rights: Oligarchic vs. Democratic Societies," NBER Working Papers 10037, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Edward L. Glaeser & Jose A. Scheinkman & Andrei Shleifer, 1995. "Economic Growth in a Cross-Section of Cities," NBER Working Papers 5013, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    24. Daron Acemoglu & Simon Johnson, 2003. "Unbundling Institutions," NBER Working Papers 9934, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    25. Edward Glaeser & Giacomo Ponzetto & Andrei Shleifer, 2006. "Why Does Democracy Need Education?," NBER Working Papers 12128, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Lagerlöf, Nils-Petter & Tangerås, Thomas, 2005. "Human Capital, Rent Seeking, and a Transition from Stagnation to Growth," Working Paper Series 656, Research Institute of Industrial Economics. [Downloadable!]
    27. Christopher Gerry & Tomasz Mickiewicz, 2006. "Inequality, Fiscal Capacity and the Political Regime: Lessons from the Post-Communist Transition," William Davidson Institute Working Papers Series wp831, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]

  5. Robert B. Barsky & J. Bradford De Long, 1992. "Why Does the Stock Market Fluctuate?," NBER Working Papers 3995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    2. Marian Berneburg, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16-06, Halle Institute for Economic Research. [Downloadable!]
    3. Massimiliano De Santis, 2005. "Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?," Money Macro and Finance (MMF) Research Group Conference 2005 5, Money Macro and Finance Research Group. [Downloadable!]
    4. Jacob Madsen & Costas Milas, 2003. "The Price-Dividend Relationship in Inflationary and Deflationary Regimes," City University Economics Discussion Papers 03/05, Department of Economics, City University, London. [Downloadable!]
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    5. John B. Carlson & Kevin H. Sargent, 1997. "The recent ascent of stock prices: can it be explained by earnings growth or other fundamentals?," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 2-12. [Downloadable!]
    6. Patric Hendershott & Robert J. Hendershott & Bryan D. MacGregor, 2005. "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," NBER Working Papers 11329, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75. [Downloadable!]
    8. Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers 2002-07, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
    9. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco. [Downloadable!]
    10. Michael Brennan & Yihong Xia, 1997. "Stock Price Volatility, Learning, and the Equity Premium," University of California at Los Angeles, Anderson Graduate School of Management 1131, Anderson Graduate School of Management, UCLA. [Downloadable!]
    11. Ravi Bansal & Varoujan Khatachtrian & Amir Yaron, 2002. "Interpretable Asset Markets?," NBER Working Papers 9383, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. Ravi Bansal & Amir Yaron, 2000. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers 8059, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    13. Antonio Falato, 2008. "Happiness maintenance and asset prices," Finance and Economics Discussion Series 2008-19, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    14. Owen Lamont, 1996. "Earnings and Expected Returns," NBER Working Papers 5671, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    16. Jakob B. Madsen, 2003. "The Macroeconomics of Share Prices in the Medium Term and in the Long Run," EPRU Working Paper Series 03-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
    17. Manzan, S., 2003. "Nonlinear Mean Reversion in Stock Prices," CeNDEF Working Papers 03-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    18. John Y. Campbell & Robert J. Shiller, 2001. "Valuation Ratios and the Long-run Stock Market Outlook: An Update," Cowles Foundation Discussion Papers 1295, Cowles Foundation, Yale University. [Downloadable!]
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    19. Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics 9502003, EconWPA. [Downloadable!]
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    20. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Discussion Papers 05-09, University of Copenhagen. Department of Economics. [Downloadable!]
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    21. Zhijie Xiao, 2009. "Quantile Cointegrating Regression," Boston College Working Papers in Economics 708, Boston College Department of Economics. [Downloadable!]
    22. Abbigail Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    23. Jakob B. Madsen, 2003. "The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model," EPRU Working Paper Series 03-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
    24. Mark Kamstra, 2003. "Pricing firms on the basis of fundamentals," Economic Review, Federal Reserve Bank of Atlanta, issue Q1, pages 49-70. [Downloadable!]
    25. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    26. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis. [Downloadable!]
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    27. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?," NBER Working Papers 6354, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    28. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter. [Downloadable!] (restricted)
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    29. Tobias Adrian & Francesco Franzoni, 2008. "Learning about beta: time-varying factor loadings, expected returns, and the conditional CAPM," Staff Reports 193, Federal Reserve Bank of New York. [Downloadable!]
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    30. David Dupuis & David Tessier, 2003. "The U.S. Stock Market and Fundamentals: A Historical Decomposition," Working Papers 03-20, Bank of Canada. [Downloadable!]
    31. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    32. David Dupuis & David Tessier, 2004. "The U.S. Stock Market and Fundamentals: A Historical Decomposition," Money Macro and Finance (MMF) Research Group Conference 2004 73, Money Macro and Finance Research Group. [Downloadable!]
    33. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    34. Antonio Falato, 2003. "Happiness Maintenance and Asset Prices," Finance 0310003, EconWPA. [Downloadable!]
    35. Tomoyuki Nakajima, 2003. "Asset Price Fluctuations in Japan: 1980-2000," Working Papers 2003-25, Brown University, Department of Economics. [Downloadable!]
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    36. Nicholas Barberis & Andrei Shleifer & Robert W. Vishny, 1997. "A Model of Investor Sentiment," NBER Working Papers 5926, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    37. Jesus Gonzalo & Tae-Hwy Lee & Weiping Yang, 2007. "Permanent and transitory components of GDP and stock prices: further analysis," Economics Working Papers we20070525, Universidad Carlos III, Departamento de Economía. [Downloadable!]
    38. Kevin J. Lansing, 2005. "Lock-in of extrapolative expectations in an asset pricing model," Working Papers in Applied Economic Theory 2004-06, Federal Reserve Bank of San Francisco. [Downloadable!]
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    39. Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Economics and Finance Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    40. Nicholas Barberis & Ming Huang & Tano Santos, 1999. "Prospect Theory and Asset Prices," NBER Working Papers 7220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    41. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46. [Downloadable!]
    42. Boswijk, H.P. & Hommes C.H. & Manzan, S., 2005. "Behavioral Heterogeneity in Stock Prices," CeNDEF Working Papers 05-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    43. Allan Timmermann, 2001. "Structural Breaks, Incomplete Information and Stock Prices," University of California at San Diego, Economics Working Paper Series 2001-02, Department of Economics, UC San Diego. [Downloadable!]
    44. Steinbacher, Matjaz, 2009. "Acceptable Risk in a Portfolio Analysis," MPRA Paper 13569, University Library of Munich, Germany. [Downloadable!]
    45. Sujoy Mukerji & Jean-Marc Tallon, 2000. "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers 046, University of Oxford, Department of Economics. [Downloadable!]
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    46. Massimo Guidolin, 2005. "High equity premia and crash fears. Rational foundations," Working Papers 2005-011, Federal Reserve Bank of St. Louis. [Downloadable!]
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    47. Simon Gilchrist & Masashi Saito, 2006. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers 12442, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    48. Mele, Antonio, 2004. "General Properties of Rational Stock-Market Fluctuations," Economics Series 153, Institute for Advanced Studies. [Downloadable!]
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    49. Nelson C. Mark & S.G. Cecchetti & P-s. Lam, 1997. "Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?," Working Papers 017, Ohio State University, Department of Economics. [Downloadable!]
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    50. Massimo Guidolin, 2005. "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers 2005-005, Federal Reserve Bank of St. Louis. [Downloadable!]
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    51. Anwar M. Shaikh, 1998. "The Stock Market and the Corporate Sector: A Profit-Based Approach," Macroeconomics 9811007, EconWPA. [Downloadable!]
    52. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April. [Downloadable!] (restricted)
    53. John Y. Campbell, 1996. "Consumption and the Stock Market: Interpreting International Experience," NBER Working Papers 5610, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    54. Mark Kamstra, 2001. "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," Working Paper 2001-21, Federal Reserve Bank of Atlanta. [Downloadable!]
    55. Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany. [Downloadable!]
    56. Mejra Festić, 2006. "Procyclicality Of Financial And Real Sector In Transition Economies," Prague Economic Papers, University of Economics, Prague, vol. 2006(4), pages 315-349. [Downloadable!] (restricted)
    57. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers 5367, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    58. Gregory C. Chow, 2003. "Shanghai Stock Prices as Determined by the Present Value Model," Finance 0306003, EconWPA. [Downloadable!]
    59. R. Glen Donaldson & Mark Kamstra, . "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997 176, Society for Computational Economics. [Downloadable!]

  6. J. Bradford De Long & Barry Eichengreen, 1991. "The Marshall Plan: History's Most Successful Structural Adjustment Program," NBER Working Papers 3899, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Crafts, Nicholas & Toniolo, Gianni, 2008. "European Economic Growth, 1950-2005: An Overview," CEPR Discussion Papers 6863, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    2. Alesina, Alberto, 1992. "Political models of macroeconomic policy and fiscal reform," Policy Research Working Paper Series 970, The World Bank. [Downloadable!]
    3. Serkan Arslanalp & Peter Blair Henry, 2004. "Helping the Poor to Help Themselves: Debt Relief or Aid," NBER Working Papers 10230, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Barry Eichengreen, 1992. "Three Perspectives on the Bretton Woods System," NBER Working Papers 4141, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. J. Bradford De Long, . "Productivity and Machinery Investment: A Long Run Look 1870-1980," J. Bradford De Long's Working Papers _118, University of California at Berkeley, Economics Department. [Downloadable!]
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    6. Joan R. Roses & Nikolaus Wolf, 2008. "Prosperity and depression in the european economy and during interwar years (1913-1950) : an introduction," Working Papers in Economic History wp08-10, Universidad Carlos III, Departamento de Historia Económica e Instituciones. [Downloadable!]
    7. Makoto Yano & Jeffrey B. Nugent, 1999. "Aid, Nontraded Goods, and the Transfer Paradox in Small Countries," American Economic Review, American Economic Association, vol. 89(3), pages 431-449, June. [Downloadable!] (restricted)
    8. Michael D. Bordo & David C. Wheelock, 2006. "When do stock market booms occur? the macroeconomic and policy environments of 20th century booms," Working Papers 2006-051, Federal Reserve Bank of St. Louis. [Downloadable!]
    9. Knack, Stephen & Rahman, Aminur, 2004. "Donor fragmentation and bureaucratic quality in aid recipients," Policy Research Working Paper Series 3186, The World Bank. [Downloadable!]
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    10. J. Bradford De Long & Lawrence H. Summers, . "Macroeconomic Policy and Long-Run Growth," J. Bradford De Long's Working Papers _113, University of California at Berkeley, Economics Department. [Downloadable!]
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    11. Arslanalp, Serkan & Henry, Peter B., 2003. "The World's Poorest Countries: Debt Relief or Aid?," Research Papers 1809, Stanford University, Graduate School of Business. [Downloadable!]
    12. Claessens, Stijn & Oks, Daniel & van Wijnbergen, Sweder, 1993. "Interest rates, growth, and external debt : the macroeconomic impact of Mexico's Brady deal," Policy Research Working Paper Series 1147, The World Bank. [Downloadable!]
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    13. Robert B. Barsky & J. Bradford De Long, 1992. "Why Does the Stock Market Fluctuate?," NBER Working Papers 3995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. J. Bradford De Long, 1990. ""Liquidation" Cycles: Old-Fashioned Real Business Cycle Theory and the Great Depression," NBER Working Papers 3546, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    1. Michel De Vroey & Luca Pensieroso, 2006. "Real Business Cycle Theory and the Great Depression: The Abandonment of the Abstentionist Viewpoint," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1403-1403. [Downloadable!] (restricted)
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    2. Barry Eichengreen, 1991. "Designing a Central Bank for Europe: A Cautionary Tale From the Early Years of the Federal Reserve System," NBER Working Papers 3840, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    3. Ricardo J. Caballero & Mohamad L. Hammour, 2000. "Creative Destruction and Development: Institutions, Crises, and Restructuring," NBER Working Papers 7849, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Pasi Huovinen & Hannu Piekkola, 2001. "Unemployment and Early Retirements of the Aged Workers in Finland," Discussion Papers 750, The Research Institute of the Finnish Economy. [Downloadable!]
    5. Carlos Carreira & Paulino Teixeira, 2007. "Internal and External Restructuring over the Cycle: A Firm-Based Analysis of Gross Flows and Productivity Growth in Portugal," GEMF Working Papers 2007-01, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    6. Ricardo J. Caballero & Mohamad L. Hammour, 1999. "The Cost of Recessions Revisited: A Reverse-Liquidationist View," NBER Working Papers 7355, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. Ricardo J. Caballero & Mohamad L. Hammour, 1991. "The Cleansing Effect of Recessions," NBER Working Papers 3922, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Hannu Piekkola & Petri Böckerman, 2002. "On Whom Falls the Burden of Restructuring? Evidence from Finland," Discussion Papers 714, The Research Institute of the Finnish Economy. [Downloadable!]

  8. J. Bradford De Long & Lawrence H. Summers, 1990. "Equipment Investment and Economic Growth," NBER Working Papers 3515, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Jean-Philippe Stijns, 2001. "Natural Resource Abundance And Economic Growth Revisited," Development and Comp Systems 0103001, EconWPA. [Downloadable!]
    2. David Gould & William C. Gruben, 1994. "The role of intellectual property rights in economic growth," Working Papers 94-09, Federal Reserve Bank of Dallas. [Downloadable!]
    3. Jeffrey A. Frankel & David Romer & Teresa Cyrus, 1996. "Trade and Growth in East Asian Countries: Cause and Effect?," NBER Working Papers 5732, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Lars-Hendrik Röller & Leonard Waverman, 1996. "Telecommunications Infrastructure and Economic Development: A Simultaneous Approach," CIG Working Papers FS IV 96-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
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    5. Lynn Elaine Browne & Rebecca Hellerstein, 1997. "Are we investing too little?," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-50. [Downloadable!]
    6. Konstantin Kholodilin & Alexei Oshchepkov & Boriss Siliverstovs, 2009. "The Russian regional convergence process: Where does it go?," Working papers 09-216, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
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    7. Bjarne Jensen & Mogens Larsen, 2005. "General equilibrium dynamics of multi-sector growth models," Journal of Economics, Springer, vol. 10(1), pages 17-56, December. [Downloadable!] (restricted)
    8. Hoover, Kevin, 2000. "Truth and Robustness in Cross-Country Growth Regression," Working Papers 01-1, University of California at Davis, Department of Economics. [Downloadable!]
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    9. Schultz, T. Paul, 2005. "Demographic Determinants of Savings: Estimating and Interpreting the Aggregate Association in Asia," IZA Discussion Papers 1479, Institute for the Study of Labor (IZA). [Downloadable!]
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    10. Sharon J. Erenburg, . "Linking Public Capital to Economic Performance, Public Capital: The Missing Link Between Investment and Economic Growth ," Economics Public Policy Brief Archive 14, Levy Economics Institute, The. [Downloadable!]
    11. KHAZABI, Massoud & FALLAHI, F., 2008. "Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 98-106. [Downloadable!] (restricted)
    12. Mohammad Haque & Niloy Bose & Denise R. Osborn, 2004. "Public expenditure and growth in developing countries: education is the key," Money Macro and Finance (MMF) Research Group Conference 2003 41, Money Macro and Finance Research Group. [Downloadable!]
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    13. Gordon, Robert J, 2000. "Interpreting the 'One Big Wave' in US Long-Term Productivity Growth," CEPR Discussion Papers 2608, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    14. Petit, Pascal & Soete, Luc, 2001. "Is a biased technological change fueling dualism?," CEPREMAP Working Papers (Couverture Orange) 0103, CEPREMAP. [Downloadable!]
    15. Bjarne S. Jensen, 2004. "Pareto Efficiency, Relative Prices, and Solutions to CGE Models," DEGIT Conference Papers c009_006, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    16. Alan M. Taylor, 1999. "Latin America and Foreign Capital in the Twentieth Century: Economics, Politics, and Institutional Change," NBER Working Papers 7394, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    17. William Roy, 2004. "L'investissement public dans les infrastructures de transport est-il source de croissance endogène ?," Post-Print halshs-00103274_v1, HAL. [Downloadable!]
    18. Razzak, Weshah, 2005. "Explaining the gaps in labour productivity in some developed countries," MPRA Paper 1888, University Library of Munich, Germany, revised May 2006. [Downloadable!]
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    19. Antonio Ciccone & Marek Jarocinski, 2008. "Determinants of economic growth - will data tell?," Working Paper Series 852, European Central Bank. [Downloadable!]
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    20. Sebastian Edwards, 1996. "Public Sector Deficits and Macroeconomic Stability in Developing Countries," NBER Working Papers 5407, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Aitken, Brian J., 1992. "Measuring trade policy intervention : a cross-country index of relative price dispersion," Policy Research Working Paper Series 838, The World Bank. [Downloadable!]
    22. Viliam Druska & William C. Horrace, 2003. "Generalized Moments Estimation for Panel Data," NBER Technical Working Papers 0291, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Devarajan, Shantayanan & Easterley, William R. & Pack, Howard, 2001. "Is investment in Africa too low or too high : macro and micro evidence," Policy Research Working Paper Series 2519, The World Bank. [Downloadable!]
    24. Wilson, Tetevi Bahun & Amavilah, Voxi Heinrich, 2007. "The Economic Value of Industrial Minerals and Rocks for Developing Countries: A Discussion of Key Issues," MPRA Paper 2214, University Library of Munich, Germany. [Downloadable!]
    25. Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO, 2002. "Obsolescence and Modernization in the Growth Process," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002043, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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    26. Wenli Cheng & Xiaonan Zhao, 2008. "Economic Performance Through Time: A General Equilibrium Model," Monash Economics Working Papers 01/08, Monash University, Department of Economics. [Downloadable!]
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    27. Susanto Basu & David N. Weil, 1996. "Appropriate Technology and Growth," NBER Working Papers 5865, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    28. Mª Jesús Delgado & Inmaculada Álvarez, 2004. "Technological catch-up in the 15 European Union member states: the role of public and educational capital," European Economy Group Working Papers 31, European Economy Group. [Downloadable!]
    29. Rana Hasan, 2000. "The Impact of Imported and Domestic Technologies on Productivity: Evidence from Indian Manufacturing Firms," Economics Study Area Working Papers 06, East-West Center, Economics Study Area. [Downloadable!]
    30. Richard E. Baldwin & Elena Seghezza, 1996. "Trade-Induced Investment-led Growth," NBER Working Papers 5582, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    31. Cem Ertur & Wilfried Koch, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Post-Print halshs-00327641_v1, HAL. [Downloadable!]
    32. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research. [Downloadable!]
    33. Carlos Esteban Posada & Jorge Andres Tamayo, . "La transición hacia una economía urbana y el aumento del producto per cápita: el caso colombiano del siglo XX desde la perspectiva de Lucas," Borradores de Economia 534, Banco de la Republica de Colombia. [Downloadable!]
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    34. Gustavsson, Patrik & Poldahl, Andreas, 2003. "Determinants of Firm R&D: Evidence from Swedish Firm Level Data," Working Paper Series 190, Trade Union Institute for Economic Research. [Downloadable!]
    35. A. Affuso, 2007. "Credit rationing and real assets: evidence from Italian panel data," Economics Department Working Papers 2007-EP09, Department of Economics, Parma University (Italy).
    36. Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA. [Downloadable!]
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    37. Guisan, M.C. & Frias, I., 2002. "An Interregional Econometric Model for Market Services Employment in 120 EEC Regions," Economic Development 51, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics.. [Downloadable!]
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    38. William Easterly & Robert King & Ross Levine & Sergio Rebelo, 1994. "Policy, Technology Adoption, and Growth," NBER Working Papers 4681, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    39. Derek Laing & Theodore Palivos & Ping Wang, 2001. "The Economics of "New Blood"," Working Papers 0132, Department of Economics, Vanderbilt University. [Downloadable!]
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    40. Kimlong Chheng, 2005. "How Do Economic Freedom and Investment Affect Economic Growth?," Macroeconomics 0509021, EconWPA. [Downloadable!]
    41. Jeffrey A. Frankel & David Romer, 1999. "Does Trade Cause Growth?," American Economic Review, American Economic Association, vol. 89(3), pages 379-399, June. [Downloadable!] (restricted)
    42. Diaz-Bautista, Alejandro, 2002. "The role of telecommunications infrastructure and human capital: Mexico´s economic growth and convergence," ERSA conference papers ersa02p102, European Regional Science Association. [Downloadable!]
    43. Redding, Stephen J & Venables, Anthony J., 2000. "Economic Geography and International Inequality," CEPR Discussion Papers 2568, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    44. Enrique G. Mendoza & Gian Maria Milesi-Ferretti & Patrick Asea, 1995. "Do taxes matter for long-run growth?: Harberger's superneutrality conjecture," International Finance Discussion Papers 511, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    45. Steve Dowrick, 1995. "The Determinants of Long-Run Growth," RBA Annual Conference Volume, in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.), Productivity and Growth Reserve Bank of Australia. [Downloadable!]
    46. Robert J. Gordon, 2000. "Interpreting the "One Big Wave" in U.S. Long-Term Productivity Growth," NBER Working Papers 7752, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    47. James Simmie, 2003. "Innovation and Urban Regions as National and International Nodes for the Transfer and Sharing of Knowledge," Regional Studies, Taylor and Francis Journals, vol. 37(6-7), pages 607-620, August. [Downloadable!] (restricted)
    48. Ronald MacDonald, 2000. "The role of the exchange rate in economic growth: a euro-zone perspective," Research series 200005-5, National Bank of Belgium. [Downloadable!]
    49. Tim Besley, 2001. "From micro to macro: public policies and aggregate economic performance," Fiscal Studies, Institute for Fiscal Studies, vol. 22(3), pages 357-374, September. [Downloadable!]
    50. Litwin, Carol, 1998. "Trade and Income Distribution in Developing Countries," Working Papers in Economics 9, Göteborg University, Department of Economics. [Downloadable!]
    51. Gimenez, G. & Sanau, J., 2009. "Investment, Human Capital and Institutions: A Multi-equational Approach for the Study of Economic Growth, 1985-2000," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1). [Downloadable!] (restricted)
    52. Cem Ertur & Wilfried Koch, 2007. "Growth, technological interdependence and spatial externalities: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1033-1062. [Downloadable!]
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    53. Sun Sheng Han, George Ofori, 2001. "Construction industry in China's regional economy, 1990–1998," Construction Management & Economics, Taylor and Francis Journals, vol. 19(2), pages 189-205, March. [Downloadable!] (restricted)
    54. Jeffrey Edwards & Alfred Sams & Benhua Yang, 2006. "A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure," Topics in Macroeconomics, Berkeley Electronic Press, vol. 6(2), pages 1410-1410. [Downloadable!] (restricted)
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    55. Alberto Chong, 2006. "Does It Matter How People Speak?," RES Working Papers 4489, Inter-American Development Bank, Research Department. [Downloadable!]
    56. Alan M. Taylor, 1997. "Argentina and the World Capital Market: Saving, Investment, and International Capital Mobility in the Twentieth Century," NBER Working Papers 6302, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    57. Surendra Gera & Kurt Mang, 1998. "The Knowledge-Based Economy: Shifts in Industrial Output," Canadian Public Policy, University of Toronto Press, vol. 24(2), pages 149-184, June. [Downloadable!] (restricted)
    58. Sebastian Edwards, 1995. "Why are Saving Rates so Different Across Countries?: An International Comparative Analysis," NBER Working Papers 5097, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    59. Manuel Santos, . "On Some Criteria for the Formulation and Testing of Economic Growth Models," Working Papers 2133359, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]
    60. John Janssen, 2002. "Long-term fiscal projections and their relationship with the intertemporal budget constraint: An application to New Zealand," Treasury Working Paper Series 02/05, New Zealand Treasury. [Downloadable!]
    61. Hansen, Henrik & Headey, Derek, 2007. "The Short-Run Macroeconomic Impact of Foreign Aid to Small States: An Agnostic Timeseries Analysis," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
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    62. Ellen R. McGrattan, 1998. "A defense of AK growth models," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 13-27. [Downloadable!]
    63. Bjarne S. Jensen & Mogens E. Larsen, 2005. "General Equilibrium Dynamics of Multi-Sector Growth Models," DEGIT Conference Papers c010_003, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    64. Boyer, Robert, 1994. "Convergence hypothesis revisited (the) : globalization but still the century of nations ?," CEPREMAP Working Papers (Couverture Orange) 9403, CEPREMAP. [Downloadable!]
    65. Shishir Saxena, 2007. "Technology And Spillovers: Evidence From Indian Manufacturing Micro-Data," Monash Economics Working Papers 27/07, Monash University, Department of Economics. [Downloadable!]
    66. Stijns, Jean-Philippe C., 2001. "Natural Resource Abundance And Economic Growth Revisited," Berkeley Economics Dissertations-in-Progress Series 25127, University of California, Berkeley, Department of Agricultural and Resource Economics. [Downloadable!]
    67. Pablo Acosta & Andrés Loza, 2005. "Short and long run determinants of private investment in Argentina," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 389-406, November. [Downloadable!]
    68. David Gould & Roy Ruffin, 1995. "Human capital, trade, and economic growth," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(3), pages 425-445, September. [Downloadable!] (restricted)
    69. Susan Helper, 1995. "Supplier Relations and Adoption of New Technology: Results of Survey Research in the U.S. Auto Industry," NBER Working Papers 5278, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    70. Julie Le Gallo & Sandy Dall'erba, 2003. "Spatial econometric analysis of the evolution of the European regional convergence process, 1980-1999," Urban/Regional 0311001, EconWPA, revised 21 May 2005. [Downloadable!]
    71. Michael J. Boskin & Lawrence J. Lau, 2000. "Generalized Solow-Neutral Technical Progress and Postwar Economic Growth," NBER Working Papers 8023, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    72. Jeffrey A. Frankel & Andrew K. Rose, 2000. "Estimating the Effect of Currency Unions on Trade and Output," NBER Working Papers 7857, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    73. Reinikka, Ritva & Svensson, Jakob, 1999. "Confronting competition - investment response and constraints in Uganda," Policy Research Working Paper Series 2242, The World Bank. [Downloadable!]
    74. Sang-Yong Tom Lee & Xiao Jia Guo, 2004. "Information and Communications Technology (ICT) and Spillover: A Panel Analysis," Econometric Society 2004 Far Eastern Meetings 722, Econometric Society. [Downloadable!]
    75. Ester Gomes da Silva & Aurora A.C. Teixeira, 2009. "Does structure influence growth? A panel data econometric assessment of ‘relatively less developed’ countries, 1979-2003," FEP Working Papers 316, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    76. Alberto Chong & Alejandro Micco, 2002. "The Internet and the Ability to Innovate in Latin America," RES Working Papers 4291, Inter-American Development Bank, Research Department. [Downloadable!]
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    77. Simeon Djankov & Tim Ganser & Caralee McLiesh & Rita Ramalho & Andrei Shleifer, 2008. "The Effect of Corporate Taxes on Investment and Entrepreneurship," NBER Working Papers 13756, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    78. Thomas Christiaans, 2003. "Balance of Payments Constrained Non-Scale Growth and the Population Puzzle," Topics in Macroeconomics, Berkeley Electronic Press, vol. 3(1), pages 1085-1085. [Downloadable!] (restricted)
    79. Thomas Karier, 1999. "Business Tax Incentives and Investment," Macroeconomics 9907001, EconWPA. [Downloadable!]
    80. Jeremy Greenwood & Zvi Hercowitz & Per Krusell, 1992. "Macroeconomic implications of investment-specific technological change," Discussion Paper / Institute for Empirical Macroeconomics 76, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    81. Enowbi Batuo, Michael, 2008. "The Role of Telecommunication Infrastructure in the Regional Economic Growth of Africa," MPRA Paper 12431, University Library of Munich, Germany, revised 07 Oct 2008. [Downloadable!]
    82. Daniel Levy, 2005. "Output, Capital, and Labor in the Short, and Long-Run," Development and Comp Systems 0505012, EconWPA. [Downloadable!]
    83. Stanley Fischer, 1992. "Macroeconomic Stability and Growth," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(87), pages 171-186. [Downloadable!]
    84. Anusua Datta & Sumit Agarwal, 2004. "Telecommunications and economic growth: a panel data approach," Applied Economics, Taylor and Francis Journals, vol. 36(15), pages 1649-1654, August. [Downloadable!] (restricted)
    85. Uwe Dulleck & Neil Foster, 2007. "Imported Equipment, Human Capital and Economic Growth in Developing Countries," NCER Working Paper Series 16, National Centre for Econometric Research. [Downloadable!]
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    86. Capolupo, Rosa, 2008. "The New Growth Theories and Their Empirics after Twenty Years," Economics Discussion Papers 2008-27, Kiel Institute for the World Economy. [Downloadable!]
    87. Thomas Garrett & Gary Wagner & David Wheelock, 2007. "Regional disparities in the spatial correlation of state income growth, 1977–2002," The Annals of Regional Science, Springer, vol. 41(3), pages 601-618, September. [Downloadable!] (restricted)
    88. Henry, Peter B. & Sasson, Diego, 2008. "Capital Account Liberalization, Real Wages, and Productivity," Research Papers 1988, Stanford University, Graduate School of Business. [Downloadable!]
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    89. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)
    90. Causa, Orsetta & Cohen, Daniel & Soto, Marcelo, 2006. "Lucas and Anti-Lucas Paradoxes," CEPR Discussion Papers 6013, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    91. Harry H. Kelejian & Ingmar R. Prucha, 1999. "On the Asymptotic Distribution of the Moran I Test Statistic with Applications," Electronic Working Papers 99-002, University of Maryland, Department of Economics. [Downloadable!]
    92. Juan Manuel Larrosa, 2003. "A Compositional Statistical Analysis of Capital per Worker," Macroeconomics 0301006, EconWPA. [Downloadable!]
    93. Madden, Gary G & Savage, Scott J, 1998. "Sources of Australian labour productivity change 1950-1994," MPRA Paper 11452, University Library of Munich, Germany. [Downloadable!]
    94. Arnab Bhattacharjee & Eduardo Castro & Chris Jensen-Butler, 2009. "Regional variation in productivity: a study of the Danish economy," Journal of Productivity Analysis, Springer, vol. 31(3), pages 195-212, June. [Downloadable!] (restricted)
    95. Abbas Valadkhani, 2002. "An Empirical Analysis of Australian Labour Productivity," School of Economics and Finance Discussion Papers and Working Papers Series 110, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    96. Arvind Virmani, 2004. "Sources of India's economic growth: trends in total factor productivity," Indian Council for Research on International Economic Relations, New Delhi Working Papers 131, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    97. Thomas Karier, . "Investment Tax Credit Reconsidered, Business Tax Incentives and Investments ," Economics Public Policy Brief Archive 13, Levy Economics Institute, The. [Downloadable!]
    98. Francesca Lotti & Enrico Santarelli, 2001. "Linking Knowledge to Productivity: A Germany-Italy Comparison Using the CIS Database," Empirica, Springer, vol. 28(3), pages 293-317, September. [Downloadable!] (restricted)
    99. Martin Feldstein, 1992. "The Effects of Tax-Based Saving Incentives on Government Revenue and National Saving," NBER Working Papers 4021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    100. Michael A. Clemens & Jeffrey G. Williamson, 2000. "Where did British Foreign Capital Go? Fundamentals, Failures and the Lucas Paradox: 1870-1913," NBER Working Papers 8028, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    101. Arvind Virmani, 2004. "India's economic growth: From socialist rate of growth to Bharatiya rate of growth," Indian Council for Research on International Economic Relations, New Delhi Working Papers 122, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    102. Felipe Larraín & Rodrigo Vergara, 1992. "Distribución del Ingreso, Inversión y Crecimiento," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(87), pages 207-228. [Downloadable!]
    103. José Manuel González-Páramo & Diego Martínez López, . "Public Investment and Convergence in the Spanish Regions," Studies on the Spanish Economy 112, FEDEA. [Downloadable!]
    104. Richard E. Baldwin & Elena Seghezza, 1996. "Testing for Trade-Induced Investment-Led Growth," NBER Working Papers 5416, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    105. Arvind Virmani, 2005. "Policy regimes, growth and poverty in India : Lessons of government failure and entrepreneurial success," Indian Council for Research on International Economic Relations, New Delhi Working Papers 170, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    106. Alberto Chong & Alejandro Micco, 2002. "Internet y la capacidad de innovar en América Latina," RES Working Papers 4292, Inter-American Development Bank, Research Department. [Downloadable!]
    107. Unal Zenginobuz & Sumru Altug, 2009. "What has been the Role of Investment in Turkey's Growth Performance?," Working Papers 2009/02, Bogazici University, Department of Economics. [Downloadable!]
    108. Patricio Rojas & Vittorio Corbo, 1992. "Crecimiento Económico de América Latina," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(87), pages 265-294. [Downloadable!]
    109. Berggren, Niclas & Jordahl, Henrik, 2003. "Does free trade really reduce growth? Further testing using the economic freedom index," Ratio Working Papers 25, The Ratio Institute. [Downloadable!]
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    110. Alberto Chong & Luisa Zanforlin, 2001. "Technological adaptation, trade, and growth," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(4), pages 565-592, December. [Downloadable!] (restricted)
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    111. Ludvig Söderling, 2002. "Escaping the Curse of Oil? The Case of Gabon," IMF Working Papers 02/93, International Monetary Fund. [Downloadable!]
    112. M. C. Burda & S. Profit, . "Matching Across Space: Evidence on Mobility in the Czech Republik," Sonderforschungsbereich 373 1996-11, Humboldt Universitaet Berlin.
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    113. J. Bradford De Long, . "Very Long-Run Economic Growth, ca. 1870-1990," J. Bradford De Long's Working Papers _110, University of California at Berkeley, Economics Department. [Downloadable!]
    114. Alberto Ades & Rafael Di Tella, 1999. "Rents, Competition, and Corruption," American Economic Review, American Economic Association, vol. 89(4), pages 982-993, September. [Downloadable!] (restricted)
    115. Viliam Druska & William C. Horrace, 2002. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," Econometrics 0206004, EconWPA, revised 11 May 2003. [Downloadable!]
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    116. Michael Funke & Jessica Zuo, 2003. "Annual Hard Frosts, Scale Effects and Economic Development: A Case not Closed," Quantitative Macroeconomics Working Papers 20308, Hamburg University, Department of Economics. [Downloadable!]
    117. James A. Schmitz, Jr., 1993. "Early progress on the "problem of economic development"," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 17-35. [Downloadable!]
    118. Lewer, J.J. & Saenz, M., 2004. "Efectos de la liberalizacion financiera sobre el comercio exterior: Modelo gravitacional de Latinoamerica, 1995-99," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 4(2). [Downloadable!]
    119. Ramesh Ramsaran & Roger Hosein, 2006. "Growth, employment and the construction industry in Trinidad and Tobago," Construction Management & Economics, Taylor and Francis Journals, vol. 24(5), pages 465-474, May. [Downloadable!] (restricted)
    120. Harb, Nasri, 2008. "Oil Exports, Non Oil GDP and Investment in the GCC Countries," MPRA Paper 15576, University Library of Munich, Germany. [Downloadable!]
    121. J Bradford DeLong, 2000. "What Went Right in the 1990s? Sources of American and Prospects for World Economic Growth," RBA Annual Conference Volume, in: David Gruen & Sona Shrestha (ed.), The Australian Economy in the 1990s Reserve Bank of Australia. [Downloadable!]
    122. Martellosio, Federico, 2008. "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper 10542, University Library of Munich, Germany. [Downloadable!]
    123. Sandra Tavares Silva & Mário Rui Silva, 2000. "Crescimento Económico Nas Regiões Europeias: Uma Avaliação Sobre A Persistência Das Disparidades Regionais No Período 1980-95," FEP Working Papers 96, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    124. John A. List & Haiwen Zhou, 2007. "Internal Increasing Returns to Scale and Economic Growth," NBER Working Papers 12999, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    125. Peter Berck & Andrew Dabalen, 1995. "A CGE model for California tax policy analysis: a review of literature," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 767, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
    126. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1997. "The poverty of nations: a quantitative exploration," Staff Report 204, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    127. Harry H. Kelejian & Ingmar R. Prucha, 1995. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers 95-001, University of Maryland, Department of Economics, revised Mar 1997. [Downloadable!]
    128. King, Robert G. & Levine, Ross, 1992. "Financial indicators and growth in a cross section of countries," Policy Research Working Paper Series 819, The World Bank. [Downloadable!]
    129. James D Adams & Leo Sveikauskas, 1993. "Academic Science, Industrial R&D, and the Growth of Inputs," Working Papers 93-1, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
    130. Rudolfs Bems, 2008. "Aggregate Investment Expenditures on Tradable and Nontradable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 852-883, October. [Downloadable!] (restricted)
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    131. Tiago Neves Sequeira, 2003. "The Iberian Tigers versus The Celtic Tiger: Economic Growth Paths in an Economic History Perspective," Economic History 0309002, EconWPA. [Downloadable!]
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    132. Frank R. Lichtenberg, 1993. "R&D Investment and International Productivity Differences," NBER Working Papers 4161, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    133. Leonce Ndikumana, 2008. "Can macroeconomic policy stimulate private investment in South Africa? New insights from aggregate and manufacturing sector-level evidence," Journal of International Development, John Wiley & Sons, Ltd., vol. 20(7), pages 869-887. [Downloadable!]
    134. Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli, 2004. "Capital Accumulation and Growth: A New Look at the Empirical Evidence," Economics Papers 2004-W08, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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    135. Daniel Lederman & William Maloney, 2002. "Open Questions about the Link Between Natural Resources and Economic Growth: Sachs and Warner Revisited," Working Papers Central Bank of Chile 141, Central Bank of Chile. [Downloadable!]
    136. Jeffrey A. Frankel & David Romer, 1996. "Trade and Growth: An Empirical Investigation," NBER Working Papers 5476, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    137. Óscar Afonso, 2001. "The Impact of International Trade on Economic Growth," FEP Working Papers 106, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    138. Pedro S. Amaral & Erwan Quintin, 2005. "Finance Matters," Macroeconomics 0502007, EconWPA. [Downloadable!]
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    139. Voxi Heinrich S Amavilah & Richard T. Newcomb, 2004. "Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change," GE, Growth, Math methods 0404001, EconWPA. [Downloadable!]
    140. Jesús Crespo Guaresma & Gerhard Reitschuler, 2003. ""Guns or Butter?" Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus," Vienna Economics Papers 0310, University of Vienna, Department of Economics. [Downloadable!]
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    141. Perala, Maiju, 2003. "Persistence of Underdevelopment: Does the Type of Natural Resource Endowment Matter?," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    142. Chang-Tai Hsieh & Peter J. Klenow, 2003. "Relative prices and relative prosperity," Proceedings, Federal Reserve Bank of San Francisco, issue Nov. [Downloadable!]
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    143. Pritchett, Lant, 1996. "Where has all the education gone?," Policy Research Working Paper Series 1581, The World Bank. [Downloadable!]
    144. Sjoerd Beugelsdijk & Henri L.F. de Groot & Anton B.T.M. van Schaik, 2002. "Trust and Economic Growth," Tinbergen Institute Discussion Papers 02-049/3, Tinbergen Institute. [Downloadable!]
    145. Kiyohiko G. Nishimura & Kazunori Minetaki & Masato Shirai & Futoshi Kurokawa, 2002. "Effects of Information Technology and Aging Work Force on Labor Demand and Technological Progress in Japanese Industries: 1980-1998," CIRJE F-Series CIRJE-F-145, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    146. Boyan Jovanovic & Rafael Rob, 1997. "Solow vs. Solow: Machine Prices and Development," NBER Working Papers 5871, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    147. CASTRO, Rui, 2005. "Economic Development under Alternative Trade Regimes," Cahiers de recherche 2005-02, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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    148. Aurora A.C. Teixeira & Natércia Fortuna, 2006. "Human capital, trade and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001," FEP Working Papers 226, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    149. Raouf Boucekkine & Fernando del Río & Omar Licandro, . "Obsolescence Vs modernization in a Schumpeterian vintage capital model," Working Papers 2000-27, FEDEA. [Downloadable!]
    150. Léonce Ndikumana, 2005. "Can Macroeconomic Policy Stimulate Private Investment in South Africa? New Insights from Aggregate and Manufacturing Sector-Level Evidence," Working Papers wp106, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
    151. Matthew Higgins & Jeffrey G. Williamson, 1996. "Asian Demography and Foreign Capital Dependence," NBER Working Papers 5560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    152. John F. Helliwell & Alan Chung, 1992. "Convergence and Growth Linkages Between North and South," NBER Working Papers 3948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    153. Thomas A. Garrett & Gary A. Wagner & David C. Wheelock, 2005. "Regional disparities in the spatial correlation of state income growth," Working Papers 2005-061, Federal Reserve Bank of St. Louis. [Downloadable!]
    154. Diego Romero-Avila, 2006. "Can the AK Model Be Rescued? New Evidence from Unit Root Tests with Good Size and Power," Topics in Macroeconomics, Berkeley Electronic Press, vol. 6(1), pages 1336-1336. [Downloadable!] (restricted)
    155. Hendricks, Lutz, . "Equipment Investment and Growth In Developing Countries," Working Papers 97/5, Arizona State University, Department of Economics. [Downloadable!]
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    156. Landon, Stuart & Smith, Constance, 2007. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," MPRA Paper 9958, University Library of Munich, Germany. [Downloadable!]
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    157. Mark E Doms, 1992. "Estimating Capital Efficiency Schedules Within Production Functions," Working Papers 92-4, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
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    158. Peter Blair Henry & Diego Sasson, 2009. "Capital Market Integration and Wages," NBER Working Papers 15204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    159. Becchetti Leonardo & Londoño Bedoya David, 2006. "The selection of investment subsidy beneficiaries. An estimate of the differences between national and regional policymakers priorities," Departmental Working Papers 244, Tor Vergata University, CEIS. [Downloadable!]
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    160. Lucas Bretschger, 2001. "Labor Supply, Migration, and Long-Term Development," Open Economies Review, Springer, vol. 12(1), pages 5-27, January. [Downloadable!] (restricted)
    161. Carlos E. Schonerwald da Silva & Matías Vernengo, 2007. "Foreign Exchange, Interest and the Dynamics of Public Debt in Latin America," Working Paper Series, Department of Economics, University of Utah 2007_02, University of Utah, Department of Economics. [Downloadable!]
    162. Alan M. Taylor, 1995. "Growth and Convergence in the Asia-Pacific Region: On the Role of Openness, Trade and Migration," NBER Working Papers 5276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    163. Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002. "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-4, International Conferences on Panel Data. [Downloadable!]
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    164. Steve Dowrick, 2002. "G-20 Comparisons of Incomes and Prices: What can we Learn from the International Comparison Program?," RBA Annual Conference Volume, in: David Gruen & Terry O'Brien & Jeremy Lawson (ed.), Globalisation, Living Standards and Inequality: Recent Progress and Continuing Challenges Reserve Bank of Australia. [Downloadable!]
    165. Alan M. Taylor, 1999. "On the Costs of Inward-Looking Development: Historical Perspectives on Price Distortions, Growth, and Divergence in Latin American from 1930s - 1980s," NBER Working Papers 5432, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    166. Juan José Echavarría & Mauricio Villamizar & colaboración Juanita González, . "El Proceso Colombiano de Desindustrialización," Borradores de Economia 361, Banco de la Republica de Colombia. [Downloadable!]
    167. Juan José Echavarría & María Angélica Arbeláez & María Fernanda Rosales, . "La Productividad y sus Determinantes: El Caso de la Industria Colombiana," Borradores de Economia 374, Banco de la Republica de Colombia. [Downloadable!]
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    168. Dipo T. Busari, 2008. "Private Investment Behaviour and Trade Policy Practice in Nigeria," Research Papers RP_177, African Economic Research Consortium. [Downloadable!]
    169. Peterson, Willis L., 1998. "Monetary Instability And Economic Growth," Bulletins 12980, University of Minnesota, Economic Development Center. [Downloadable!]
    170. Lori L. Taylor, 1998. "Does the United States still overinvest in housing?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 10-18. [Downloadable!]
    171. Jonathan Eaton & Samuel Kortum, 2000. "Trade in Capital Goods," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-109, Boston University - Department of Economics. [Downloadable!]
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    172. J. Bradford De Long & Lawrence H. Summers, . "Equipment Investment and Economic Growth: How Robust Is the Nexus?," J. Bradford De Long's Working Papers _114, University of California at Berkeley, Economics Department. [Downloadable!]
    173. Salvador Barrios & Eric Strobl, . "Learning by Doing and Spillovers: Evidence from Firm-Level Panel Data," Working Papers 2002-09, FEDEA. [Downloadable!]
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    174. Andrew Bernard & Márcio Gomes Pinto Garcia, 1997. "Public and private provision of infrastructure and economic development," Textos para discussão 375, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    175. Keefer, Philip & Knack, Stephen, 2002. "Boondoogles and expropriation : rent-sseking and policy distortion when property rights are insecure," Policy Research Working Paper Series 2910, The World Bank. [Downloadable!]
    176. Sergio Cesaratto, 2009. "Endogenous growth theory twenty years on: a critical assessment," Department of Economics University of Siena 559, Department of Economics, University of Siena. [Downloadable!]
    177. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]
    178. Thomson Fontaine & Jean-Claude Nachega, 2006. "Economic Growth and Total Factor Productivity in Niger," IMF Working Papers 06/208, International Monetary Fund. [Downloadable!]
    179. James Ang, 2009. "Foreign direct investment and its impact on the Thai economy: the role of financial development," Journal of Economics and Finance, Springer, vol. 33(3), pages 316-323, July. [Downloadable!] (restricted)
    180. Christian Keuschnigg, 1998. "Investment Externalities and a Corrective Subsidy," International Tax and Public Finance, Springer, vol. 5(4), pages 449-469, October. [Downloadable!] (restricted)
    181. César Calderón & Alberto Chong & Luisa Zanforlin, 2001. "On Non-Linearities Between Exports Of Manufactures And Economic Growth," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 279-311, November. [Downloadable!]
    182. Lederman, Daniel & Maloney, William F., 2003. "Trade structure and growth," Policy Research Working Paper Series 3025, The World Bank. [Downloadable!]
    183. Paul Masson, 2000. "Fiscal policy and growth in the context of European integration," Research series 200005-3, National Bank of Belgium. [Downloadable!]
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    184. Michael Sarel, 1995. "Growth in East Asia: What We Can and What We Cannot Infer From It," RBA Annual Conference Volume, in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.), Productivity and Growth Reserve Bank of Australia. [Downloadable!]
    185. Igal Magendzo, 2004. "Determinantes de la Inversión en Chile," Working Papers Central Bank of Chile 303, Central Bank of Chile. [Downloadable!]
    186. Madden, Gary G & Savage, Scott J, 1997. "CEE telecommunications investment and economic growth," MPRA Paper 11843, University Library of Munich, Germany, revised 25 Jul 1997. [Downloadable!]
    187. Léonce Ndikumana, 2005. "Can macroeconomic policy stimulate private investment in South Africa? New insights from aggregate and manufacturing sector-level evidence," Working Papers 2005-14, University of Massachusetts Amherst, Department of Economics. [Downloadable!]
    188. Fernando Lefort, 1997. "Crecimiento Económico en Chile: Evidencia de Panel," Working Papers Central Bank of Chile 18, Central Bank of Chile. [Downloadable!]
    189. Gordon R. Richards, 1992. "Endogenous Technological Advance and Postwar Economic Growth: A Production Function Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 18(3), pages 315-331, Summer. [Downloadable!]
    190. Artelaris, Panagiotis & Arvanitidis, Paschalis & Petrakos, George, 2007. "Explaining Knowledge-Based Economic Dynamism in a Global Scale," Papers DYNREG05, Economic and Social Research Institute (ESRI). [Downloadable!]
    191. Robert J. Barro, 1994. "Democracy & Growth," NBER Working Papers 4909, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    192. Hilary Steedman, 1996. "Measuring the Quality of Educational Outputs: A Note," CEP Discussion Papers dp0302, Centre for Economic Performance, LSE. [Downloadable!]
    193. Sandy Dall'erba & Julie Le Gallo, 2003. "Geographic Spillover Effects of Regional Funds and their Impact on the European Convergence Process over 1989-1999," ERSA conference papers ersa03p136, European Regional Science Association. [Downloadable!]
    194. John F. Helliwell, 1992. "Trade and Technical Progress," NBER Working Papers 4226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    195. Erich Gundlach, 1997. "Openness and economic growth in developing countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(3), pages 479-496, September. [Downloadable!] (restricted)
    196. Laurence Ball & N. Gregory Mankiw, 1996. "What Do Budget Deficits Do?," NBER Working Papers 5263, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    197. Pranab Bardhan & Rodrigo Priale, 1996. "Endogenous Growth Theory in a Vintage Capital Model," Center for International and Development Economics Research, Working Paper Series 1040, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    198. Gernot Doppelhofer & Ronald I. Miller & Xavier Sala-i-Martin, 2000. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," NBER Working Papers 7750, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    199. Catherine Baumont & Cem Ertur & Julie Le Gallo, 2002. "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," Econometrics 0207002, EconWPA. [Downloadable!]
    200. Sjögren, Anna, 1998. "Human Capital, R&D and Economic Growth," Working Paper Series in Economics and Finance 238, Stockholm School of Economics. [Downloadable!]
    201. Enrica De Cian, 2006. "International Technology Spillovers in Climate-Economy Models: Two Possible Approaches," Working Papers 2006.141, Fondazione Eni Enrico Mattei. [Downloadable!]

  9. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "The Size and Incidence of the Losses from Noise Trading," NBER Working Papers 2875, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    2. Artyom Durnev & Randall Morck & Bernard Yeung, 2001. "Capital Markets and Capital Allocation: Implications for Economies in Transition," William Davidson Institute Working Papers Series 417, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    3. Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, EconWPA, revised 06 Jun 1995. [Downloadable!]
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    4. Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Working Paper Series 588, Research Institute of Industrial Economics. [Downloadable!]
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    5. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics. [Downloadable!]
    6. Levine, Ross & Zervos, Sara, 1996. "Capital control liberalization and stock market development," Policy Research Working Paper Series 1622, The World Bank. [Downloadable!]
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    7. Ricardo J. Caballero & Emmanuel Farhi & Mohamad L. Hammour, 2006. "Speculative Growth: Hints from the U.S. Economy," American Economic Review, American Economic Association, vol. 96(4), pages 1159-1192, September. [Downloadable!]
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    8. Sanders, Dwight R. & Irwin, Scott H. & Leuthold, Raymond M., 1996. "Noise Trade Demand In Futures Markets," ACE OFOR Reports 14765, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics. [Downloadable!]
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    9. John E. Floyd, 1995. "Uncovered Interest Parity: A Further Reconsideration," Working Papers floyd-95-01, University of Toronto, Department of Economics. [Downloadable!]
    10. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, EconWPA. [Downloadable!]
    11. Andrei Shleifer & Robert W. Vishny, 2009. "Unstable Banking," NBER Working Papers 14943, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
    13. Valeriano F. García & Lin Liu, 1999. "Macroeconomic Determinants of Stock Market Development," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 29-59, May. [Downloadable!]
    14. John Conlon, 2005. "Should Central Banks Burst Bubbles?," Game Theory and Information 0508007, EconWPA. [Downloadable!]
    15. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer, vol. 9(3), pages 219-233, May. [Downloadable!] (restricted)
    16. Dailami, Mansoor & Atkin, Michael, 1990. "Stock markets in developing countries : key issues and a research agenda," Policy Research Working Paper Series 515, The World Bank. [Downloadable!]
    17. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
    18. John R. Conlon, 2008. "Should Central Banks Burst Bubbles? Some Microeconomic Issues," Levine's Working Paper Archive 122247000000002330, David K. Levine. [Downloadable!]
    19. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
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    20. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 89-117, May. [Downloadable!] (restricted)
    21. Levine, Ross & Zervos, Sara, 1996. "Stock markets, banks, and economic growth," Policy Research Working Paper Series 1690, The World Bank. [Downloadable!]
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    22. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    23. Randall Morck & Bernard Yeung & Wayne Yu, 1999. "The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?," Harvard Institute of Economic Research Working Papers 1879, Harvard - Institute of Economic Research. [Downloadable!]
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    24. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  10. Robert B. Barsky & J. Bradford De Long, 1989. "Bull and Bear Markets in the Twentieth Century," NBER Working Papers 3171, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Filip Abraham & Hilde Leliaert, 1991. "Foreign dependence of individual stock prices: The role of aggregate product market developments," Open Economies Review, Springer, vol. 2(1), pages 1-26, February. [Downloadable!] (restricted)
    2. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department. [Downloadable!]
    3. Candelon Bertrand & Metiu Norbert, 2009. "Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective," Research Memoranda 019, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    4. J. Bradford De Long & Marco Becht, 1995. ""Excess Volatility" and the German Stock Market, 1870-1990," Economic History 9509002, EconWPA. [Downloadable!]
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    5. David Romer, 1992. "Rational Asset Price Movements Without News," NBER Working Papers 4121, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Peter Rappoport & Eugene N. White, 1991. "Was there a bubble in the 1929 Stock Market?," NBER Working Papers 3612, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    7. J. Bradford De Long & Andrei Shleifer, 1990. "The Bubble of 1929: Evidence from Closed-End Funds," NBER Working Papers 3523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. J. Bradford De Long & Andrei Shleifer, . "The Stock Market Bubble of 1929: Evidence from Closed-End Funds," J. Bradford De Long's Working Papers _120, University of California at Berkeley, Economics Department. [Downloadable!]
    9. Michele Bagella & Rocco Ciciretti, 2009. "Financial markets and the post-crisis scenario," International Review of Economics, Springer, vol. 56(3), pages 215-225, September. [Downloadable!] (restricted)
    10. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34. [Downloadable!]
    11. Mele, Antonio, 2004. "General Properties of Rational Stock-Market Fluctuations," Economics Series 153, Institute for Advanced Studies. [Downloadable!]
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    12. Joseph Zeira, 2000. "Informational overshooting, booms and crashes," Proceedings, Federal Reserve Bank of San Francisco, issue Apr. [Downloadable!]
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    13. Robert B. Barsky & J. Bradford De Long, 1992. "Why Does the Stock Market Fluctuate?," NBER Working Papers 3995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "Positive Feedback Investment Strategies and Destabilizing Rational Speculation," NBER Working Papers 2880, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," PSE Working Papers 2008-62, PSE (Ecole normale supérieure). [Downloadable!]
    2. Martin D. D. Evans and Richard K. Lyons., 1999. "Order Flow and Exchange Rate Dynamics," Research Program in Finance Working Papers RPF-288, University of California at Berkeley. [Downloadable!]
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    3. Harrison Hong & Terence Lim & Jeremy C. Stein, 1998. "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies," NBER Working Papers 6553, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. R. Andergassen, 2003. "Rational destabilising speculation and the riding of bubbles," Working Papers 475, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
    5. Giancarlo Costa & Marco Calzi, 1994. "Sulla vitalità di un mercato finanziario," Decisions in Economics and Finance, Springer, vol. 17(2), pages 49-60, September. [Downloadable!] (restricted)
    6. COLLA, Paolo & GERMAIN, Marc & VAN STEENBERGHE, Vincent, 2005. "Environmental policy and speculation on markets for emission permits," CORE Discussion Papers 2005066, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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    7. Shang-Jin Wei & Jungshik Kim, 1997. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," NBER Working Papers 6256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Amil Dasgupta & Andrea Prat & Michela Verardo, 2005. "The Price of Conformism," Levine's Bibliography 784828000000000357, UCLA Department of Economics. [Downloadable!]
    9. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research. [Downloadable!]
    10. Guerdjikova, Ani, 2006. "Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers," Working Papers 06-13, Cornell University, Center for Analytic Economics. [Downloadable!]
    11. Christopher J. Neely & Paul A. Weller & Joshua M. Ulrich, 2007. "The adaptive markets hypothesis: evidence from the foreign exchange market," Working Papers 2006-046, Federal Reserve Bank of St. Louis. [Downloadable!]
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    12. Sanders, Dwight R. & Boris, Keith, 2000. "Does The Cftc Commitments Of Traders Report Contain Useful Information?," 2000 Conference, April 17-18 2000, Chicago, Illinois 18929, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    13. B. Craven & Sardar Islam, 2008. "A model for stock market returns: non-Gaussian fluctuations and financial factors," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 355-370, May. [Downloadable!] (restricted)
    14. Roger M. Edelen & Jerold B. Warner, . "Aggregate Prixe Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns," Rodney L. White Center for Financial Research Working Papers 26-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
    15. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    16. Yangru Wu, 2004. "Momentum Trading, Mean Reveral and Overration in Chinese Stock Market," Working Papers 232004, Hong Kong Institute for Monetary Research. [Downloadable!]
    17. Albert Wang & Joon Chae, 2004. "Who makes markets? The Role of Dealers and Liquidity Provision," Econometric Society 2004 North American Summer Meetings 364, Econometric Society. [Downloadable!]
    18. Zhang, Ge, 2004. "Market valuation and employee stock options," Working Papers 2003-13, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    19. Eleni Thanou Thanou & Dikaios Tserkezos, . "Nonlinear diachronic effects between stock returns and mutual fund flows: Additional empirical evidence from the Athens Stocks Exchange," Working Papers 0826, University of Crete, Department of Economics. [Downloadable!]
    20. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics. [Downloadable!]
    21. Korkut Erturk, 2003. "A Note on the Tobin Tax," Working Paper Series, Department of Economics, University of Utah 2003_05, University of Utah, Department of Economics. [Downloadable!]
    22. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Expected Returns in Currency and Bond Markets," NBER Working Papers 4116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    23. Benjamin M. Friedman, 1996. "Economic Implications of Changing Share Ownership," NBER Working Papers 5141, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Peter Temin & Hans-Joachim Voth, 2004. "Riding the South Sea Bubble," American Economic Review, American Economic Association, vol. 94(5), pages 1654-1668, December. [Downloadable!]
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    25. Sarantis Tsiaplias, 2009. "Examining Feedback, Momentum and Overreaction in National Equity Markets," Melbourne Institute Working Paper Series wp2009n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    26. Francesca Chiaromonte & Giovanni Dosi, 1999. "Modeling a Decentralized Asset Market: An Introduction to the Financial "Toy-Room"," LEM Papers Series 1999/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    27. Zohrabyan, Tatevik & Leatham, David & Bessler, David, 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition. [Downloadable!]
    28. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. [Downloadable!]
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    29. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Discussion Papers 05-09, University of Copenhagen. Department of Economics. [Downloadable!]
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    30. Lasse H. Pedersen & Markus Brunnermeier, 2004. "Predatory Trading," Econometric Society 2004 North American Winter Meetings 425, Econometric Society. [Downloadable!]
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    31. Paul Kofman & James T. Moser, 2001. "Stock margins and the condition probability of price reversals," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 2-12. [Downloadable!]
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    32. Ming-Long Lee & Ming-Te Lee & Kevin Chiang, 2008. "Real Estate Risk Exposure of Equity Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 165-181, February. [Downloadable!] (restricted)
    33. Abbigail Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    34. Giulio Cifarelli & Giovanna Paladino, 2008. "Oil price Dynamics and Speculation. A Multivariate Financial Approach," Working Papers Series wp2008_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze Economiche. [Downloadable!]
    35. Joseph Chen & Samuel Hanson & Harrison Hong & Jeremy C. Stein, 2008. "Do Hedge Funds Profit From Mutual-Fund Distress?," NBER Working Papers 13786, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    36. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO. [Downloadable!]
    37. Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements. [Downloadable!]
    38. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York. [Downloadable!]
    39. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    40. Geoffrey Heal & Howard Kunreuther, 2007. "Social Reinforcement: Cascades, Entrapment and Tipping," NBER Working Papers 13579, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    41. Jordi Caballe, 1991. "Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 3-34, January. [Downloadable!]
    42. Graham Bird & Ramkishen S. Rajan, 2001. "Coping with, and cashing in on, international capital volatility," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(1), pages 1-23. [Downloadable!]
    43. Joon Chae & Albert Wang, 2004. "Who makes market," Econometric Society 2004 Far Eastern Meetings 605, Econometric Society. [Downloadable!]
    44. Kaltenbrunner, Annina & Nissanke, Machiko, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    45. Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-., 1989. "When are contrarian profits due to stock market overreaction?," Working papers 3008-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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    46. Andrei Shleifer & Robert W. Vishny, 2001. "Stock Market Driven Acquisitions," NBER Working Papers 8439, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    47. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter. [Downloadable!] (restricted)
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    48. Frydman, R. & Goldberg, M.D., 2003. "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Working Papers 03-03, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    49. Mark Grinblatt & Bing Han, 2002. "The Disposition Effect and Momentum," NBER Working Papers 8734, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    50. Han, Bing & Hirshleifer, David & Wang, Tracy Yue, 2005. "Investor Overconfidence and the Forward Discount Puzzle," Working Paper Series 2005-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
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    51. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    52. Martin T. Bohl & Pierre Siklos, 2004. "Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets," Research Paper Series 137, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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    53. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    54. Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute. [Downloadable!]
    55. Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark, 2005. "Performance Measurement with Loss Aversion," CEPR Discussion Papers 5173, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    56. Sendhil Mullainathan & Andrei Shleifer, 2005. "The Market for News," American Economic Review, American Economic Association, vol. 95(4), pages 1031-1053, September. [Downloadable!]
    57. John Kambhu, 1997. "Interest rate options dealers' hedging in the US dollar fixed income market," Research Paper 9719, Federal Reserve Bank of New York. [Downloadable!]
    58. Eric Ghysels & Junghoon Seon, 2000. "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers 2000s-11, CIRANO. [Downloadable!]
    59. Hou, Kewei & Peng, Lin & Xiong, Wei, 2006. "R2 and Price Inefficiency," Working Paper Series 2006-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    60. Guerdjikova, Ani, 2004. "Asset Prices in an Overlapping Generations Model with Case-Based Decision Makers with Short Memory," Sonderforschungsbereich 504 Publications 04-44, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    61. Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-290, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    62. Richard A. Ajayi & Seyed Mehdian & Mark J. Perry, 2006. "A test of US equity market reaction to surprises in an era of high trading volume," Applied Financial Economics, Taylor and Francis Journals, vol. 16(6), pages 461-469, March. [Downloadable!] (restricted)
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    64. Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 1995. "Momentum Strategies," NBER Working Papers 5375, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    65. Helder Sebastião, 2008. "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers 2008-07, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    66. Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1991. "Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading," NBER Working Papers 3846, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    67. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
    68. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, EconWPA. [Downloadable!]
    69. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, Economics Bulletin, vol. 7(15), pages 1-16. [Downloadable!]
    70. Kent Daniel & Sheridan Titman, 2003. "Market Reactions to Tangible and Intangible Information," NBER Working Papers 9743, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    71. Markus Noeth & Martin Weber, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Econometric Society World Congress 2000 Contributed Papers 1592, Econometric Society. [Downloadable!]
    72. Woochan Kim & Shang-Jin Wei, 1999. "Offshore Investment Funds: Monsters in Emerging Markets?," NBER Working Papers 7133, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    73. Robert DiSario & Hakan Saraoglu & Joseph McCarthy & H. Li, 2008. "An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series," Journal of Economics and Finance, Springer, vol. 32(2), pages 136-147, April. [Downloadable!] (restricted)
    74. Lillyn L. Teh & Werner F. M. de Bondt, 1997. "Herding Behavior and Stock Returns: An Exploratory Investigation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 293-324, June. [Downloadable!]
    75. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    76. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors Before and During a Crisis," NBER Working Papers 6968, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    77. 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. [Downloadable!]
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    79. Miller, Edward M., 1999. "Equilibrium with divergence of opinion," Working Papers 1999-17, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    80. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter. [Downloadable!]
    81. Hitoshi Matsushima, 2008. "Effects of Reputation in Bubbles and Crashes," CIRJE F-Series CIRJE-F-560, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    82. Randolph B. Cohen & Paul A. Gompers & Tuomo Vuolteenaho, 2002. "Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions," NBER Working Papers 8793, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    83. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert, 2007. "Smart Money? The Forecasting Ability of CFTC Large Traders," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37556, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    84. Agnes Benassy-Quere & Sophie Larribeau & Ronald MacDonald, 1999. "Models of Exchange Rate Expectations : Heterogeneous Evidence From Panel Data," Working Papers 1999-03, CEPII research center. [Downloadable!]
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    89. Julie Agnew, 2004. "An Analysis Of How Individuals React To Market Returns In One 401(k) Plan," Working Papers, Center for Retirement Research at Boston College 2004-13, Center for Retirement Research. [Downloadable!]
    90. Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," NBER Working Papers 3911, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    92. Frey, Rüdiger & Alexander Stremme, 1995. "Market Volatility and Feedback Effects from Dynamic Hedging," Discussion Paper Serie B 310, University of Bonn, Germany. [Downloadable!]
    93. John Gallo & Chanwit Phengpis & Peggy Swanson, 2007. "Determinants of Equity Style," Journal of Financial Services Research, Springer, vol. 31(1), pages 33-51, February. [Downloadable!] (restricted)
    94. Victoria Saporta & Kamhon Kan, . "The effects of Stamp Duty on the Level and Volatility of Equity Prices," Bank of England working papers 71, Bank of England. [Downloadable!]
    95. Kothari, S.P. & Loutskina, Elena & Nikolaev, Valeri, 2006. "Agency theory of overvalued equity as an explanation for the accrual anomaly," Discussion Paper 103, Tilburg University, Center for Economic Research. [Downloadable!]
    96. Jón Daníelsson & Ryan Love, 2006. "Feedback trading

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    97. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, EconWPA. [Downloadable!]
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    98. Dorn, Daniel & Huberman, Gur & Sengmueller, Paul, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    99. Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski, 2002. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Departmental Working Papers wp0201, National University of Singapore, Department of Economics. [Downloadable!]
    100. Franklin Allen & Douglas Gale, 1998. "Bubbles and Crises The Economic Journal," Center for Financial Institutions Working Papers 98-01, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    101. Narasimhan Jegadeesh & Sheridan Titman, 1999. "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations," NBER Working Papers 7159, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    102. Wang, Jun & Zhang, Ge, 2003. "Heterogeneous beliefs and employee stock options," Working Papers 2003-14, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    103. Hommes, C.H.,, 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    105. Adlai Fisher, 1999. "Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-071, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    106. S. Elwood & Ehsan Ahmed & J. Rosser, 1999. "State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(2), pages 317-331, June. [Downloadable!] (restricted)
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    110. 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. [Downloadable!]
    111. Roman Frydman & Michael D. Goldberg, 2003. "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Discussion Papers 03-31, University of Copenhagen. Department of Economics. [Downloadable!]
    112. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
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    113. Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 01-10, Federal Reserve Bank of San Francisco. [Downloadable!]
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    114. John Kambhu & Patricia C. Mosser, 2001. "The effect of interest rate options hedging on term-structure dynamics," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-70. [Downloadable!]
    115. Park, Cheol-Ho & Irwin, Scott H., 2005. "A Reality Check on Technical Trading Rule Profits in US Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19039, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    116. Tanseli Savaser, 2007. "Exchange Rate Response to Macro News: Through the Lens of Microstructure," Department of Economics Working Papers 2007-2, Department of Economics, Williams College. [Downloadable!]
    117. Nardella, Michele, 2007. "Price efficiency and speculative trading in cocoa futures markets," 81st Annual Conference, April 2-4, 2007, Reading University 7970, Agricultural Economics Society. [Downloadable!]
    118. Hasan F. Baklaci, 2007. "Do Foreign Investors chase or Impact Returns in Turkey?," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Proceedings of the Conference on Globalization and Its Discontents, pages 22-39 Izmir University of Economics. [Downloadable!]
    119. Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the random walk forecast of exchange rates," Working Paper Series 088, European Central Bank. [Downloadable!]
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    120. William N. Goetzmann & Massimo Massa, 2000. "Daily Momentum and Contrarian Behavior of Index Fund Investors," NBER Working Papers 7567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    121. Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006. "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series 2005-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    122. Korkut Erturk, 2002. "Why the Tobin Tax Can Be Stabilizing," Economics Working Paper Archive 366, Levy Economics Institute, The. [Downloadable!]
    123. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    124. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, EconWPA. [Downloadable!]
    125. Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
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    126. Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    127. Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Cowles Foundation Discussion Papers 1406, Cowles Foundation, Yale University. [Downloadable!]
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    128. F. Chiaromonte & G. Dosi, 1998. "Modeling a Decentralized Asset Market: An Introduction the Financial "Toy Room"," Working Papers ir98115, International Institute for Applied Systems Analysis. [Downloadable!]
    129. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers 5367, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    130. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics. [Downloadable!]
    131. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]
    132. William N. Goetzmann & Massimo Massa, 1999. "Index Funds and Stock Market Growth," NBER Working Papers 7033, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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      Other versions:
    2. Gloede, Oliver & Menkhoff, Lukas, 2009. "Financial professionals' overconfidence: Is it experience, job, or attitude?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-428, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    3. Fei Jiang & Lawrence Leger, 2009. "The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares," Discussion Paper Series 2009_04, Department of Economics, Loughborough University, revised Feb 2009. [Downloadable!]
    4. Nevzat Eren & Han N. Ozsoylev, 2008. "Hype and Dump Manipulation," OFRC Working Papers Series 2008fe08, Oxford Financial Research Centre. [Downloadable!]
    5. Shwu-Jane Shieh, 2006. "Evolution of momentum and popularity," Journal of Evolutionary Economics, Springer, vol. 16(4), pages 419-433, October. [Downloadable!] (restricted)
    6. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
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    7. Antonio Bernardo & Ivo Welch, 1997. "On the Evolution of Overconfidence and Entrepreneurs," University of California at Los Angeles, Anderson Graduate School of Management 1123, Anderson Graduate School of Management, UCLA. [Downloadable!]
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    8. Cesarini, David & Sandewall, Örjan & Johannesson, Magnus, 2003. "Confidence Interval Estimation Tasks and the Economics of Overconfidence," Working Paper Series in Economics and Finance 535, Stockholm School of Economics. [Downloadable!]
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    9. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Quantitative Finance Papers 0908.4580, arXiv.org. [Downloadable!]
    10. Anufriev, M., 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents," CeNDEF Working Papers 05-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    11. Francesca Chiaromonte & Giovanni Dosi, 1999. "Modeling a Decentralized Asset Market: An Introduction to the Financial "Toy-Room"," LEM Papers Series 1999/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    12. Peter Thompson & Margaret M. Byrne, 2005. "Collective Equipoise, Disappointment and the Therapeutic Misconception: On the Consequences of Selection for Clinical Research," Working Papers 0506, Florida International University, Department of Economics. [Downloadable!]
    13. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Discussion Papers 05-09, University of Copenhagen. Department of Economics. [Downloadable!]
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    14. Robert Andrew & John Broadbent, 1994. "Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability," RBA Research Discussion Papers rdp9406, Reserve Bank of Australia. [Downloadable!]
    15. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February. [Downloadable!] (restricted)
    16. Abbigail Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    17. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    18. Sanders, Dwight R. & Irwin, Scott H. & Leuthold, Raymond M., 1996. "Noise Trade Demand In Futures Markets," ACE OFOR Reports 14765, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics. [Downloadable!]
      Other versions:
    19. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine. [Downloadable!]
    21. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    22. Matthew Rabin & Richard H. Thaler, 2001. "Anomalies: Risk Aversion," Journal of Economic Perspectives, American Economic Association, vol. 15(1), pages 219-232, Winter. [Downloadable!] (restricted)
    23. Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany. [Downloadable!]
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    24. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics. [Downloadable!]
    25. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer, vol. 22(2), pages 255-272, October. [Downloadable!] (restricted)
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    26. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
    27. M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002. "The Effects of Capital Controls on Exchange Rate Volatility and Output ," International Economic Journal, Korean International Economic Association, vol. 16(4), pages 27-51, December. [Downloadable!] (restricted)
    28. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge. [Downloadable!]
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    29. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, EconWPA. [Downloadable!]
    30. Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2004. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economics Working Papers 786, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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    31. David V. Budescu & Boris Maciejovsky, . "Reasoning and Institutions: Do Markets Facilitate Logical Reasoning in the Wason Selection Task?," Papers on Strategic Interaction 2003-04, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
    32. Miller, Edward M., 1999. "Equilibrium with divergence of opinion," Working Papers 1999-17, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    33. Bronka Rzepkowski, 2001. "Heterogeneous Expectations, Currency Options and the Euro/Dollar Exchange Rate," Working Papers 2001-03, CEPII research center. [Downloadable!]
    34. Leif Brandes & Katja Rost, . "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU). [Downloadable!]
    35. Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield, 2003. "The Price Impact and Survival of Irrational Traders," NBER Working Papers 9434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    36. Kent Daniel & Sheridan Titman, 2000. "Market Efficiency in an Irrational World," NBER Working Papers 7489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    37. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
    38. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004. "Feedback and the Success of Irrational Investors," Working Paper Series 2004-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
      Other versions:
    39. J.-H. Steffi Yang & Satchell, S.E., 2002. "The Impact of Technical Analysis on Asset Price Dynamics," Cambridge Working Papers in Economics 0219, Faculty of Economics, University of Cambridge. [Downloadable!]
    40. David Gruen & Marianne Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia. [Downloadable!]
    41. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
      Other versions:
    42. Park, Cheol-Ho & Irwin, Scott H., 2005. "A Reality Check on Technical Trading Rule Profits in US Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19039, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    43. Guerdjikova, Ani, 2004. "Evolution of Wealth and Asset Prices in Markets with Case-Based Investors," Sonderforschungsbereich 504 Publications 04-49, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    44. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December. [Downloadable!] (restricted)
    45. Felipe Zurita, 2001. "Speculation in Financial Markets: A Survey," Documentos de Trabajo 197, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
    46. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    47. Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    48. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    49. Marion Eberlein & Judith Przemeck, 2008. "Whom will you choose? - Collaborator Selection and Selector’s Self-Prediction," Bonn Econ Discussion Papers bgse12_2008, University of Bonn, Germany. [Downloadable!]
    50. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, EconWPA. [Downloadable!]
    51. F. Chiaromonte & G. Dosi, 1998. "Modeling a Decentralized Asset Market: An Introduction the Financial "Toy Room"," Working Papers ir98115, International Institute for Applied Systems Analysis. [Downloadable!]
    52. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    53. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers 5367, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    54. Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009. "Market Selection," NBER Working Papers 15189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    55. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]

  13. J. Bradford De Long & Lawrence H. Summers, 1987. "Is Increased Price Flexibility Stabilizing?," NBER Working Papers 1686, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Pierre Fortin, 2003. "Keynes resurrected," Cahiers de recherche du Département des sciences économiques, UQAM 20-21, Université du Québec à Montréal, Département des sciences économiques. [Downloadable!]
      Other versions:
    2. Peter Howitt, 2006. "The Microfoundations of the Keynesian Multiplier Process," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 33-44, May. [Downloadable!] (restricted)
    3. Hansjorg Klausinger, 2002. "A Note on the Stability of Full Employment," Review of Political Economy, Taylor and Francis Journals, vol. 14(2), pages 211-225, April. [Downloadable!] (restricted)
    4. Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008. "Macroeconomic resilience in a DSGE model," CPB Discussion Papers 96, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    5. Gauti B. Eggertsson, 2005. "Great expectations and the end of the depression," Staff Reports 234, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    6. Sau, Lino, 2006. "Non-stabilizing Flexibility:From the Contributions By Keynes and Kalecki Towards a Post-Keynesian Approach," MPRA Paper 3391, University Library of Munich, Germany. [Downloadable!]
    7. C.A. Ullersma, 2001. "The Zero Lower Bound on Nominal Interest Rates and Monetary Policy Effectiveness: a Survey," MEB Series (discontinued) 2001-9, Netherlands Central Bank, Monetary and Economic Policy Department. [Downloadable!]
    8. Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Working Papers 4765, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 13-80 National Bureau of Economic Research, Inc. [Downloadable!]
    9. Oliver Landmann, 2009. "EMU@10: Coping with Rotating Slumps," Discussion Paper Series 9, Department of International Economic Policy, University of Freiburg, revised Jul 2009. [Downloadable!]
    10. Philip Arestis & Malcolm Sawyer, 2003. "Reinventing Fiscal Policy," General Economics and Teaching 0306004, EconWPA. [Downloadable!]
      Other versions:
    11. Victor Zarnowitz, 1989. "Cost and Price Movements in Business Cycle Theories and Experience: Causes and Effects of OBserved Changes (SEE ALSO WP3131-Send out together)," NBER Working Papers 3132, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Malik, Hamza & Scarth, William, 2005. "Is Price Flexibility De-Stabilizing? A Reconsideration," MPRA Paper 457, University Library of Munich, Germany, revised Apr 2006. [Downloadable!]
    13. Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. Steven M. Fazzari & Piero Ferri & Edward Greenberg, 1999. "Aggregate Demand and Micro Behavior: A New Perspective on Keynesian Macroeconomics," Macroeconomics 9902005, EconWPA. [Downloadable!]
    15. Gauti B. Eggertsson, 2006. "Was the New Deal contractionary?," Staff Reports 264, Federal Reserve Bank of New York. [Downloadable!]
    16. Adolfson, Malin, 2001. "Monetary Policy with Incomplete Exchange Rate Pass-Through," Working Paper Series 127, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    17. Evan F. Koenig, 1993. "Rethinking the IS in IS-LM: adapting Keynesian tools to non-Keynesian economies Part 2," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Dec, pages 17-35. [Downloadable!]
    18. Magda Kandil, 2002. "Asymmetry In Economic Fluctuations In The Us Economy: The Pre-War And The 1946--1991 Preiods Compared," International Economic Journal, Korean International Economic Association, vol. 16(1), pages 21-42, April. [Downloadable!] (restricted)
    19. John Keating, 2004. "Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run," Econometric Society 2004 North American Summer Meetings 608, Econometric Society. [Downloadable!]
    20. Hansjoerg Klausinger, 1999. "The Stability of Full Employment. A Reconstruction of Chapter 19-Keynesianism," Department of Economics Working Papers wuwp063, Vienna University of Economics and B.A., Department of Economics. [Downloadable!]
    21. Alfonso Palacio Vera, 2003. "Capital accumulation, technical progress and wage flexibility: Keynes´approach to aggregate supply and demand analysis revisited," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 03-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    22. Evan F. Koenig, 1990. "Is increased price flexibility stabilizing? The role of the permanent income hypothesis," Research Paper 9011, Federal Reserve Bank of Dallas. [Downloadable!]
    23. Goetz von Peter, 2005. "Debt-Deflation: Concepts, and a Stylised Model," Macroeconomics 0505001, EconWPA. [Downloadable!]
      Other versions:
    24. Chris Carroll & Lawrence H. Summers, 1989. "Consumption Growth Parallels Income Growth: Some New Evidence," NBER Working Papers 3090, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Thomas I. Palley, 2009. "Inside Debt and Economic Growth: A Cambridge - Kaleckian Analysis," IMK Working Paper 02-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
    26. Christian Groth, 1993. "Some unfamiliar dynamics of a familiar macro model a note," Journal of Economics, Springer, vol. 58(3), pages 293-305, October. [Downloadable!] (restricted)
    27. Peter Flaschel, Reiner Franke, 2000. "An Old-Keynesian Note on Destabilizing Price Flexibility," Review of Political Economy, Taylor and Francis Journals, vol. 12(3), pages 273-283, July. [Downloadable!] (restricted)
    28. Robert A. Margo, 1992. "Employment and Unemployment in the 1930s," NBER Working Papers 4174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    29. Enisse Kharroubi, 2004. "Wages, risk sharing and economic fluctuations," DELTA Working Papers 2004-33, DELTA (Ecole normale supérieure). [Downloadable!]
    30. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Peter J. Stemp & William M. Scarth, . "Zero Inflation Targets: Central Bank Commitment and Fiscal Policy Outcomes," Computing in Economics and Finance 1996 _055, Society for Computational Economics. [Downloadable!]
    32. Kenneth D. West, 1989. "On the Interpretation of Near Random-Walk Behavior in GNP," NBER Working Papers 2364, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  14. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1987. "The Economic Consequences of Noise Traders," NBER Working Papers 2395, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Goldberg, Michael & Schulmeister, Stephen, 1988. "Technical Analysis And Stock Market Efficiency," Working Papers 88-21, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. Mervyn A. King & Jonathan I. Leape, 1987. "Asset Accumulation, Information, and the Life Cycle," NBER Working Papers 2392, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Kenneth A. Froot & Takatoshi Ito, 1990. "On the Consistency of Short-run and Long-run Exchange Rate Expectations," NBER Working Papers 2577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Shawn Fremstad, 2008. "Measuring Poverty and Economic Inclusion: The Current Poverty Measure, the NAS Alternative, and the Case for a Truly New Approach," CEPR Reports and Issue Briefs 2008-36, Center for Economic and Policy Research (CEPR). [Downloadable!]
    5. David Peel & Alan Speight, 1994. "Testing for non-linear dependence in inter-war exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(2), pages 391-417, June. [Downloadable!] (restricted)
    6. Takatoshi Ito & V. Vance Roley, 1991. "Intraday Yen/Dollar Exchange Rate Movements: News or Noise?," NBER Working Papers 2703, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Kenneth A. Froot & Maurice Obstfeld, 1992. "Intrinsic Bubbles: The Case of Stock Prices," NBER Working Papers 3091, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Fischer Black, 1988. "An Equilibrium Model of the Crash," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 269-276 National Bureau of Economic Research, Inc. [Downloadable!]
    9. Guy V. G. Stevens, 1989. "Developments and Prospects in Macroeconometric Modeling: A Comment," Eastern Economic Journal, Eastern Economic Association, vol. 15(4), pages 305-308, Oct-Dec. [Downloadable!]
    10. Jeffrey A. Frankel & Kenneth Froot, 1990. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," NBER Working Papers 3470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1990. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," NBER Working Papers 3250, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  15. J. Bradford De Long, 1987. "Have Productivity Levels Converged? Productivity Growth, Convergence, and Welfare in the Very Long Run," NBER Working Papers 2419, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. John F. Helliwell, 1989. "From Now till Then: Globalization and Economic Co-operation," Canadian Public Policy, University of Toronto Press, vol. 15(s1), pages 71-77, February. [Downloadable!] (restricted)

  16. J. Bradford De Long & Lawrence H. Summers, 1986. "Are Business Cycles Symmetric?," NBER Working Papers 1444, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Maurice Peat & Max Stevenson, 1994. "Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets," Working Paper Series 37, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    2. Claudio Lupi & Patrizia Ordine, 2001. "Testing for asymmetry in economic time series using bootstrap methods," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-12. [Downloadable!]
    3. Filippo Altissimo & Giovanni L. Violante, 2001. "The non-linear dynamics of output and unemployment in the U.S," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 461-486. [Downloadable!]
      Other versions:
    4. P. A. Tinsley & Reva Krieger, 1997. "Asymmetric adjustments of price and output," Finance and Economics Discussion Series 1997-31, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    5. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. James D. Hamilton, 2005. "What's Real About the Business Cycle?," NBER Working Papers 11161, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Alan E. H. Speight & Piers Thompson, 2006. "Is investment time irreversible? Some empirical evidence for disaggregated UK manufacturing data," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2265-2275, October. [Downloadable!] (restricted)
    8. Jushan Bai & Serena Ng, 1998. "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics 410, Boston College Department of Economics. [Downloadable!]
    9. Gerard A. Pfann, 1991. "Employment and business cycle asymmetries: a data based study," Discussion Paper / Institute for Empirical Macroeconomics 39, Federal Reserve Bank of Minneapolis. [Downloadable!]
    10. W.A. Razzak, 2001. "Business Cycle Asymmetries: International Evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 230-243, January. [Downloadable!] (restricted)
      Other versions:
    11. McKay, Alisdair & Reis, Ricardo, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    12. Jushan Bai & Serena Ng, 2001. "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Boston College Working Papers in Economics 501, Boston College Department of Economics. [Downloadable!]
      Other versions:
    13. W A Razzak, 1998. "Business cycle asymmetries and the nominal exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G98/4, Reserve Bank of New Zealand. [Downloadable!]
    14. Randal J. Verbrugge, 1998. "Cross-Sectional and Longitudinal Inflation Asymmetries," Macroeconomics 9809018, EconWPA. [Downloadable!]
    15. Melvin J. Hinich & Philip Rothman, . "A Frequency Domain Test of Time Reversibility," Working Papers 9706, East Carolina University, Department of Economics. [Downloadable!]
      Other versions:
    16. Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July. [Downloadable!] (restricted)
    17. Zacharias Psaradakis & Martin Sola, 2003. "On detrending and cyclical asymmetry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 271-289. [Downloadable!]
      Other versions:
    18. Ulrich Woitek, 2004. "Real Wages and Business Cycle Asymmetries," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    19. Alicia Pérez Alonso, 2006. "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD 2006-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    20. Prasad Bidarkota & Khurshid M. Kiani, 2003. "On Business Cycle Asymmetries in G7 Countries," Working Papers 0308, Florida International University, Department of Economics. [Downloadable!]
      Other versions:
    21. D. Jones & Maurice Peat & Max Stevenson, 1996. "Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle," Working Paper Series 67, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    22. Jesus Crespo Cuaresma, 2003. "Asymmetric cycles in unobserved components models," Economics Bulletin, Economics Bulletin, vol. 5(3), pages 1-9. [Downloadable!]
    23. Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, EconWPA, revised 30 Sep 1998. [Downloadable!]
    24. Daniel M. Chin & John F. Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report 267, Federal Reserve Bank of Minneapolis. [Downloadable!]
    25. Danny Quah, 1987. "What Do We Learn from Unit Roots in Macroeconomic Time Series?," NBER Working Papers 2450, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    26. Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú. [Downloadable!]
    27. Amado Peiró, 2004. "Are business cycles asymmetric? Some European evidence," Applied Economics, Taylor and Francis Journals, vol. 36(4), pages 335-342, March. [Downloadable!] (restricted)

  17. J. Bradford De Long & Lawrence H. Summers, 1986. "The Changing Cyclical Variability of Economic Activity in the United States," NBER Working Papers 1450, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. J. Bradford De Long, . "Keynesianism, Pennsylvania-Avenue Style: Some Economic Consequences of the 1946 Employment Act," J. Bradford De Long's Working Papers _105, University of California at Berkeley, Economics Department. [Downloadable!]
    2. U. Michael Bergman & Michael D. Bordo & Lars Jonung, 1998. "Historical evidence on business cycles: the international experience," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 65-119. [Downloadable!]
      Other versions:
    3. Luis Carranza & José E. Galdón-Sánchez, 2002. "Financial Intermediation, Variability and the Development Process," Faculty Working Papers 04/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    4. Garry J. Schinasi & Joseph E. Gagnon, 1989. "Savings rates and output variability in industrial countries," International Finance Discussion Papers 363, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Mark W. Watson, 1992. "Business Cycle Durations and Postwar Stabilization of the U.S. Economy," NBER Working Papers 4005, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. J. Bradford De Long & Lawrence H. Summers, 1988. "On the Existence and Interpretation of the "Unit Root" in U.S. GNP," NBER Working Papers 2716, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Christina D. Romer, 1986. "The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918," NBER Working Papers 1969, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Margaret M. McConnell & Gabriel Perez-Quiros, 2000. "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December. [Downloadable!] (restricted)
      Other versions:
    9. Charles W. Calomiris & R. Glenn Hubbard, 1998. "International Adjustment Under the Classical Gold Standard: Evidence for the U.S. and Britain, 1879-1914," NBER Working Papers 2206, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Christina D. Romer, 1987. "Changes in the Cyclical Behavior of Individual Production Series," NBER Working Papers 2440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Victor Zarnowitz, 1989. "Cost and Price Movements in Business Cycle Theories and Experience: Causes and Effects of OBserved Changes (SEE ALSO WP3131-Send out together)," NBER Working Papers 3132, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Young Lee & Changyong Rhee & Taeyoon Sung, 2006. "Fiscal policy in Korea: Before and after the financial crisis," International Tax and Public Finance, Springer, vol. 13(4), pages 509-531, August. [Downloadable!] (restricted)
    13. Kevin X.D. Huang & Zheng Liu & Louis Phaneuf, 2003. "Why Does the Cyclical Behavior of Real Wages Change Over Time?," Emory Economics 0309, Department of Economics, Emory University (Atlanta). [Downloadable!]
      Other versions:
    14. Canton, E., 1997. "Fiscal policy in a stochastic model of endogenous growth," Discussion Paper 63, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    15. Morris Altman, 1992. "Business Cycle Volatility in Developed Market Economies, 1870-1986: Revisions and Conjectures," Eastern Economic Journal, Eastern Economic Association, vol. 18(3), pages 259-275, Summer. [Downloadable!]
    16. J. Bradford De Long, 1999. "Introduction to the Symposium on Business Cycles," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 19-22, Spring. [Downloadable!] (restricted)
    17. John Simon, 2001. "The Decline in Australian Output Volatility," RBA Research Discussion Papers rdp2001-01, Reserve Bank of Australia. [Downloadable!]
    18. Francis X. Diebold & Glenn D. Rudebusch, 1990. "Have postwar economic fluctuations been stabilized?," Discussion Paper / Institute for Empirical Macroeconomics 33, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    19. Harrison, Sharon G & Weder, Mark, 2002. "Did Sunspot Forces Cause the Great Depression?," CEPR Discussion Papers 3267, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    20. Steven G. Allen, 1991. "Changes in the Cyclical Sensitivity of Wages in the United States, 1891-1987," NBER Working Papers 3854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    21. Martin Lettau & Harald Uhlig, 1999. "Rules of Thumb versus Dynamic Programming," American Economic Review, American Economic Association, vol. 89(1), pages 148-174, March. [Downloadable!] (restricted)
    22. Christina D. Romer, 1999. "Changes in Business Cycles: Evidence and Explanations," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 23-44, Spring. [Downloadable!] (restricted)
      Other versions:
    23. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Neville Francis & Valerie A. Ramey, 2004. "The Source of Historical Economic Fluctuations: An Analysis using Long-Run Restrictions," NBER Working Papers 10631, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    25. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach," CEPR Discussion Papers 7069, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    26. Laurence M. Ball & David Romer, 1989. "Are Prices Too Sticky?," NBER Working Papers 2171, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    27. Peter Temin, 1998. "Causes of American business cycles: an essay in economic historiography," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 37-64. [Downloadable!]
    28. Weder, Mark, 2001. "The Great Demand Depression," CEPR Discussion Papers 3067, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    29. R. Glenn Hubbard & Kenneth L. Judd, 1987. "Finite Lifetimes, Borrowing Constraints, and Short-Run Fiscal Policy," NBER Working Papers 2158, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  18. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "The Size and Incidence of Losses from Noise Trading," J. Bradford De Long's Working Papers _128, University of California at Berkeley, Economics Department. [Downloadable!]

    Cited by:

    1. Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Working Paper Series 588, Research Institute of Industrial Economics. [Downloadable!]
      Other versions:
    2. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
      Other versions:

  19. J. Bradford De Long & Lawrence H. Summers, . "Macroeconomic Policy and Long-Run Growth," J. Bradford De Long's Working Papers _113, University of California at Berkeley, Economics Department. [Downloadable!]
    Published as:

    Cited by:

    1. Dan Ben-David & Michael B. Loewy, 1997. "Free Trade, Growth, and Convergence," NBER Working Papers 6095, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Daniel L. Thornton, 1996. "The costs and benefits of price stability: an assessment of Howitt's rule," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 23-38. [Downloadable!]
    3. Samantha Johnson, 1993. "The costs of inflation revisited," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, March. [Downloadable!]
    4. V A Muscatelli., 1995. "Flexibility, Structural Change and the Global Economy," Working Papers 9601, Department of Economics, University of Glasgow, revised Jan 1996. [Downloadable!]
    5. Cukierman, A., 1996. "The economics of central banking," Discussion Paper 31, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    6. David C. Wheelock, 1999. "National monetary policy by regional design: the evolving role of the Federal Reserve banks in Federal Reserve System policy," Working Papers 1998-010, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Jose Manuel Gonzalez-Paramo, 1995. "Infraestructuras, productividad y bienestar," Investigaciones Economicas, Fundación SEPI, vol. 19(1), pages 155-168, January. [Downloadable!]

  20. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
    Published as:

    Cited by:

    1. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," PSE Working Papers 2008-62, PSE (Ecole normale supérieure). [Downloadable!]
    2. Gunduz Caginalp & Vladimira Ilieva, 2006. "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena 008, University of Siena. [Downloadable!]
    3. Gadi Barlevy, 2007. "Economic theory and asset bubbles," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 44-59. [Downloadable!]
    4. Paul De Grauwe & Marianna Grimaldi, 2003. "Intervention in the Foreign Exchange Market in a Model with Noise Traders," Working Papers 162003, Hong Kong Institute for Monetary Research. [Downloadable!]
    5. Gadi Barlevy, 2008. "A leverage-based model of speculative bubbles," Working Paper Series WP-08-01, Federal Reserve Bank of Chicago. [Downloadable!]
    6. Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market," NBER Working Papers 9515, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Jeremy C. Stein, 1993. "Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects," NBER Working Papers 4373, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach," Post-Print halshs-00162221_v1, HAL. [Downloadable!]
    9. J.P. Krahnen, C. Rieck, E. Theissen, 1999. "Insider trading and portfolio structure in experimental asset markets with a long-lived asset," European Journal of Finance, Taylor and Francis Journals, vol. 5(1), pages 29-50, March. [Downloadable!] (restricted)
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    10. Slim Chaouachi & Gilles Dufrenot & Valerie Mignon, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, Economics Bulletin, vol. 3(19), pages 1-11. [Downloadable!]
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    11. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    12. Shang-Jin Wei & Jungshik Kim, 1997. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," NBER Working Papers 6256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    13. Alexander Gumbel, 1999. "Trading on Short-Term Information," OFRC Working Papers Series 1999fe10, Oxford Financial Research Centre. [Downloadable!]
    14. Matthew O. Jackson & James Peck, 1997. "Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations," Microeconomics 9711004, EconWPA. [Downloadable!]
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    15. David McMillan, 2004. "Non-linear predictability of UK stock market returns," Money Macro and Finance (MMF) Research Group Conference 2003 63, Money Macro and Finance Research Group. [Downloadable!]
    16. Joep Sonnemans, 2003. "Price Clustering and Natural Resistance Points in the Dutch Stock Market," Tinbergen Institute Discussion Papers 03-043/1, Tinbergen Institute. [Downloadable!]
    17. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," NBER Working Papers 7524, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    18. Nelson C. Mark & Yangru Wu, 1996. "Risk, Policy Rules, and Noise: Rethinking Deviations From Uncovered Interest Parity," Working Papers 014, Ohio State University, Department of Economics. [Downloadable!]
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    19. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007. "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers 149, Department of Applied Mathematics, University of Venice. [Downloadable!]
    20. Jim Clayton & David Ling & Andy Naranjo, 2009. "Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 5-37, January. [Downloadable!] (restricted)
    21. Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January. [Downloadable!] (restricted)
    22. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    23. Martin Shubik, 1998. "Game Theory, Complexity and Simplicity. Part III: Critique and Prospective," Cowles Foundation Discussion Papers 1184, Cowles Foundation, Yale University. [Downloadable!]
    24. Markus Haberer, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature," CoFE Discussion Paper 04-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    25. Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance 9803001, EconWPA. [Downloadable!]
    26. Cho, Guedae & Kim, Minkyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    27. Paul De Grauwe, 2008. "DSGE-Modelling - when agents are imperfectly informed," Working Paper Series 897, European Central Bank. [Downloadable!]
    28. Augusto de la Torre & Eduardo Levy Yeyati & Sergio L. Schmukler, 2002. "Financial globalization: Unequal blessings," Business School Working Papers veintinueve, Universidad Torcuato Di Tella. [Downloadable!]
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    29. Guerdjikova, Ani, 2006. "Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers," Working Papers 06-13, Cornell University, Center for Analytic Economics. [Downloadable!]
    30. Grant, Simon & Quiggin, John, 2003. "The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy," Working Papers 2003-14, Rice University, Department of Economics. [Downloadable!]
    31. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003. "Bifurcation Routes to Volatility Clustering under Evolutionary Learning," CeNDEF Working Papers 03-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    32. Paul De Grauwe, 2008. "Animal Spirits and Monetary Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    33. Artyom Durnev & Randall Morck & Bernard Yeung, 2001. "Capital Markets and Capital Allocation: Implications for Economies in Transition," William Davidson Institute Working Papers Series 417, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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    34. Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, EconWPA, revised 06 Jun 1995. [Downloadable!]
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    35. Gavin Cameron & John Muellbauer & Anthony Murphy, 2006. "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers 276, University of Oxford, Department of Economics. [Downloadable!]
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    36. ap Gwilym, Rhys, 2009. "Can behavioral finance models account for historical asset prices?," Cardiff Economics Working Papers E2009/17, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
    37. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75. [Downloadable!]
    38. Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    39. Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
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    40. Enrique Sentana & Antonio Diez de los Rios, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," Working Papers wp2007_0714, CEMFI. [Downloadable!]
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    41. Jason Childs & Stuart Mestelman, 2004. "Rate of Return Parity in Experimental Asset Markets," McMaster Experimental Economics Laboratory Publications 2004-07, McMaster University. [Downloadable!]
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    42. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA. [Downloadable!]
    43. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    44. HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego, 2005. "Illusionary finance and trading behavior," CORE Discussion Papers 2005004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    45. Christian Pierdzioch, 2004. "Feedback Trading and Predictability of Stock Returns in Germany, 1880-1913," Kiel Working Papers 1213, Kiel Institute for the World Economy. [Downloadable!]
    46. Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2008. "Cognitive Abilities and Behavioral Biases," Sonderforschungsbereich 504 Publications 08-05, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
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    47. Salomonsson, Marcus, 2006. "Endogenous Noise Traders," Working Paper Series in Economics and Finance 644, Stockholm School of Economics. [Downloadable!]
    48. Ramadorai, Tarun, 2008. "The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium," CEPR Discussion Papers 6877, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    49. Robert S. Chirinko & Huntley Schaller, 2001. "Business Fixed Investment and "Bubbles": The Japanese Case," American Economic Review, American Economic Association, vol. 91(3), pages 663-680, June. [Downloadable!] (restricted)
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    50. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco. [Downloadable!]
    51. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    52. Nedeljkovic, Milan, 2008. "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS) 876, University of Warwick, Department of Economics. [Downloadable!]
    53. Bernhard Herz & Christian Bauer, 2005. "Technical trading, monetary policy, and exchange rate regimes," Macroeconomics, Department of Economics, Economics I, Bayreuth University, vol. 15(3), pages 281-302. [Downloadable!]
    54. Matías Braun & Borja Larrain, 2005. "Supply matters for asset prices: evidence from IPOs in emerging markets," Working Papers 06-4, Federal Reserve Bank of Boston. [Downloadable!]
    55. Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995. "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers 94-21, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    56. John Duffy & M. Utku Unver, 2003. "Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings," Computational Economics 0307001, EconWPA, revised 17 Mar 2004. [Downloadable!]
    57. Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Working Paper Series 588, Research Institute of Industrial Economics. [Downloadable!]
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    58. Edward L. Glaeser & Joseph Gyourko & Albert Saiz, 2008. "Housing Supply and Housing Bubbles," NBER Working Papers 14193, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    59. Jonathan Lewellen & Jay Shanken, 2000. "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers 7699, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    60. Stefano DellaVigna & Joshua M. Pollet, 2009. "Capital Budgeting vs. Market Timing: An Evaluation Using Demographics," NBER Working Papers 15184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    61. Eli Ofek & Matthew Richardson, 2001. "DotCom Mania: The Rise and Fall of Internet Stock Prices," NBER Working Papers 8630, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    62. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Discussion Papers 2006/23, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
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    63. Christian Pierdzioch, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy. [Downloadable!]
    64. Ricardo Grinspun, 1995. "Learning rational expectations in an asset market," Journal of Economics, Springer, vol. 61(3), pages 215-243, October. [Downloadable!] (restricted)
    65. Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, EconWPA, revised 13 Mar 2003. [Downloadable!]
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    66. Charles van Marrewijk, 2005. "Basic Exchange Rate Theories," Tinbergen Institute Discussion Papers 05-024/2, Tinbergen Institute. [Downloadable!]
    67. C.L. Osler & John A. Carlson, 1996. "Rational speculators and exchange rate volatility," Staff Reports 13, Federal Reserve Bank of New York. [Downloadable!]
    68. Jeff Madura & Thanh Ngo, 2008. "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer, vol. 32(1), pages 1-23, January. [Downloadable!] (restricted)
    69. Dan Bernhardt & Ryan Davies & John Spicer, 2000. "Long-term information, short-lived derivative securities," Working Papers 994, Queen's University, Department of Economics. [Downloadable!]
    70. Christian Bauer & Bernhard Herz, . "Monetary and Exchange Rate Stability in South East Asia," Macroeconomics, Department of Economics, Economics I, Bayreuth University. [Downloadable!]
    71. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Traders, Market Microstructure and Exchange Rate Dynamics," NBER Working Papers 7416, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    72. Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "Evolutionary Stable Stock Markets," Discussion Papers 03-39, University of Copenhagen. Department of Economics. [Downloadable!]
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    73. G. Dufrenot & L. Mathieu & V. Mignon, & A. Peguin-Feissolle, 2002. "Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration," THEMA Working Papers 2002-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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    74. Diwan, Ishac & Errunza, Vihang & Senbet, Lemma W., 1993. "Empirical perspectives on national index funds," Policy Research Working Paper Series 1206, The World Bank. [Downloadable!]
    75. Jordi Caballe & Jozsef Sakovics, 2004. "Speculating against an overconfident market," ESE Discussion Papers 62, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
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    76. Griffin, John M. & Nardari, Federico & Stulz, Rene M., 2005. "Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries," Working Paper Series 2005-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    77. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Quantitative Finance Papers 0908.4580, arXiv.org. [Downloadable!]
    78. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001. "Breadth of Ownership and Stock Returns," NBER Working Papers 8151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    79. Grant, S. & Quiggin, J., 2001. "Noise trader risk and the political economy of privatization," Discussion Paper 104, Tilburg University, Center for Economic Research. [Downloadable!]
    80. Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007. "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers 13504, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    81. Sarantis Tsiaplias, 2009. "Examining Feedback, Momentum and Overreaction in National Equity Markets," Melbourne Institute Working Paper Series wp2009n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    82. Edward L. Glaeser, 2004. "Psychology and the Market," American Economic Review, American Economic Association, vol. 94(2), pages 408-413, May. [Downloadable!]
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    83. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    84. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004. "Survival of the Fittest on Wall Street," Discussion Papers 04-03, University of Copenhagen. Department of Economics. [Downloadable!]
    85. Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006. "Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?," Sonderforschungsbereich 504 Publications 06-12, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    86. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute. [Downloadable!]
    87. Yacine Ait-Sahalia, 1996. "Dynamic Equilibrium and Volatility in Financial Asset Markets," NBER Working Papers 5479, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    88. James Dow & Gary Gorton, 1993. "Arbitrage Chains," NBER Working Papers 4314, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    89. Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    90. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. [Downloadable!]
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    91. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "The Size and Incidence of the Losses from Noise Trading," NBER Working Papers 2875, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    92. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(4), pages 737-750, December. [Downloadable!] (restricted)
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    93. Robert Andrew & John Broadbent, 1994. "Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability," RBA Research Discussion Papers rdp9406, Reserve Bank of Australia. [Downloadable!]
    94. Matthew Spiegel, 1996. "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance 9608002, EconWPA. [Downloadable!]
    95. Baosheng Yuan & Kan Chen, 2005. "Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations," Quantitative Finance Papers physics/0506224, arXiv.org. [Downloadable!]
    96. Paul De Grauwe & Marianna Grimaldi, 2004. "Bubbles and Crashes in a Behavioural Finance Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    97. Artyom Durnev & Randall Morck & Bernard Yeung, 2001. "Does Firm-specific Information in Stock Prices Guide Capital Allocation?," NBER Working Papers 8093, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    98. Hirshleifer, David & Jiang, Danling, 2007. "Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns," MPRA Paper 16134, University Library of Munich, Germany, revised 08 Jul 2009. [Downloadable!]
    99. Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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    100. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis. [Downloadable!]
    101. Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2005. "Overconfidence and Market Efficiency with Heterogeneous Agents," Carlo Alberto Notebooks 11, Collegio Carlo Alberto. [Downloadable!]
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    102. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February. [Downloadable!] (restricted)
    103. Abbigail Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis. [Downloadable!]
    104. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia. [Downloadable!]
    105. Guy V.G. Stevens & Dara Akbarian, 1994. "On risk, rational expectations, and efficient asset markets," International Finance Discussion Papers 478, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    106. Paul de Grauwe & Roberto Dieci & Marianna Grimaldi, 2005. "Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    107. Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns: The Case of British Soccer Betting," Discussion Paper 2008-99, Tilburg University, Center for Economic Research. [Downloadable!]
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    108. Paul Grauwe & Hans Dewachter, 1993. "A chaotic model of the exchange rate: The role of fundamentalists and chartists," Open Economies Review, Springer, vol. 4(4), pages 351-379, December. [Downloadable!] (restricted)
    109. Palomino, Frédéric & Sadrieh, Abdolkarim, 2004. "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers 4231, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    110. Daniel Dorn & Gur Huberman & Paul Sengmueller, 2005. "Correlated Trading and Returns," DNB Working Papers 072, Netherlands Central Bank, Research Department. [Downloadable!]
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    111. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    112. Korkut A. ErtŸrk, 2005. "Macroeconomics of Speculation," Economics Working Paper Archive wp_424, Levy Economics Institute, The. [Downloadable!]
    113. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO. [Downloadable!]
    114. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," CEPR Discussion Papers 6455, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    115. Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany. [Downloadable!]
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    116. Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics. [Downloadable!]
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    117. Christian Bauer & Bernhard Herz, 2004. "Technical trading and the Volatility of Exchange Rates," Macroeconomics, Department of Economics, Economics I, Bayreuth University, vol. 4(4), pages 1-16. [Downloadable!]
    118. Jan de Dreu & Jacob Bikker, 2009. "Pension fund sophistication and investment policy," DNB Working Papers 211, Netherlands Central Bank, Research Department. [Downloadable!]
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    119. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    120. Fohlin, Caroline, 2000. "IPO Underpricing in Two Universes: Berlin, 1882-1892, and New York, 1998-2000," Working Papers 1088, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    121. David A. Butz, 1991. "Free Cash Flow Theory Without the Free Cash Emphasis," UCLA Economics Working Papers 614, UCLA Department of Economics. [Downloadable!]
    122. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    123. Carlos Alós-Ferrer & Ana B. Ania, 2003. "The Asset Market Game," Vienna Economics Papers 0320, University of Vienna, Department of Economics. [Downloadable!]
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    124. Jeffrey A. Frankel, 1996. "How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?," NBER Working Papers 5422, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    125. Jeffrey Frankel & Sergio Schmukler, 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series 1028, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    126. Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    127. Jeffrey A. Frankel & Sergio L. Schmukler, 1996. "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," NBER Working Papers 5714, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    128. Dominique Dupont, 1998. "Equilibrium price with institutional investors and with naive traders," Finance and Economics Discussion Series 1998-23, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    129. Leonardo Becchetti & Fabrizio Adriani, 2004. "Do high-tech stock prices revert to their 'fundamental' value?," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 461-476, April. [Downloadable!] (restricted)
    130. Kaltenbrunner, Annina & Nissanke, Machiko, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    131. Andrei Shleifer & Robert W. Vishny, 2001. "Stock Market Driven Acquisitions," NBER Working Papers 8439, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    132. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter. [Downloadable!] (restricted)
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    133. Frydman, R. & Goldberg, M.D., 2003. "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Working Papers 03-03, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    134. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers 2006-033, Federal Reserve Bank of St. Louis. [Downloadable!]
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    135. Mark Grinblatt & Bing Han, 2002. "The Disposition Effect and Momentum," NBER Working Papers 8734, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    136. Flynn, Sean M., 2005. "Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?," Vassar College Department of Economics Working Paper Series 69, Vassar College Department of Economics. [Downloadable!]
    137. Daniel Cooper & Geoffrey Woglom, 2002. "The S&P 500 effect: not such good news in the long run," Finance and Economics Discussion Series 2002-48, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    138. Leonardo Becchetti & Michele Bagella & Fabrizio Adriani, 2003. "Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe," CEIS Research Paper 34, Tor Vergata University, CEIS. [Downloadable!]
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    139. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    140. Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," NBER Working Papers 13189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    141. Korkut Erturk, 2005. "Speculation, Liquidity Preference and Monetary Circulation," Working Paper Series, Department of Economics, University of Utah 2005_12, University of Utah, Department of Economics.
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    142. J. Bradford De Long & Andrei Shleifer, 1990. "The Bubble of 1929: Evidence from Closed-End Funds," NBER Working Papers 3523, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    143. Thomas Lux, 2008. "Sentiment Dynamics and Stock Returns: The Case of the German Stock Market," Kiel Working Papers 1470, Kiel Institute for the World Economy. [Downloadable!]
    144. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    145. Antulio N. Bomfim, 1996. ""Forecasting the forecasts of others." Expectational heterogeneity and aggregate dynamics," Finance and Economics Discussion Series 96-41, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    146. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers 11803, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    147. Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute. [Downloadable!]
    148. Kevin J. Lansing, 2007. "Rational and near-rational bubbles without drift," Working Paper Series 2007-10, Federal Reserve Bank of San Francisco. [Downloadable!]
    149. G. Glenn Baigent, 2003. "Competitive Markets and Aggregate Information," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 593-606, Fall. [Downloadable!]
    150. Nosic, Alen & Weber, Martin, 2007. "Determinants of Risk Taking Behavior: The role of Risk Attitudes, Risk Perceptions and Beliefs," Sonderforschungsbereich 504 Publications 07-56, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    151. David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh, 2004. "Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades," Finance 0412003, EconWPA. [Downloadable!]
    152. Viral V. Acharya & Lasse Heje Pedersen, 2004. "Asset Pricing with Liquidity Risk," NBER Working Papers 10814, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    153. Sendhil Mullainathan & Andrei Shleifer, 2002. "Media Bias," NBER Working Papers 9295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    154. Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany. [Downloadable!]
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    155. Cheolbeom Park, 2003. "Asset Prices, Heterogeneous Expectations, and Limited Short Sales," Departmental Working Papers wp0308, National University of Singapore, Department of Economics. [Downloadable!]
    156. Lily Qiu & Ivo Welch, 2004. "Investor Sentiment Measures," NBER Working Papers 10794, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    157. Emanuela Sciubba, 2006. "The evolution of portfolio rules and the capital asset pricing model," Economic Theory, Springer, vol. 29(1), pages 123-150, September. [Downloadable!] (restricted)
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    158. J. Bradford DeLong & Barry Eichengreen, 2001. "Between Meltdown and Moral Hazard: The International Monetary and Financial Policies of the Clinton Administration," NBER Working Papers 8443, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    159. Ralf Ahrens & Stefan Reitz, 2000. "Chartist Prediction in the Foreign Exchange Market. Evidence from the Daily Dollar/DM Exchange Rate," Econometric Society World Congress 2000 Contributed Papers 1683, Econometric Society. [Downloadable!]
    160. Noeth, Markus & Camerer, Colin F. & Plott, Charles R. & Webber, Martin, 1999. "Information Aggregation in Experimental Asset Markets: Traps and Misaligned Beliefs," Working Papers 1060, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    161. Ay?e Y. Evrensel & Ali M. Kutan, 2004. "Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence," William Davidson Institute Working Papers Series 2004-665, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    162. J. Bradford De Long & Andrei Shleifer, . "The Stock Market Bubble of 1929: Evidence from Closed-End Funds," J. Bradford De Long's Working Papers _120, University of California at Berkeley, Economics Department. [Downloadable!]
    163. Korkut A. Erturk, 2006. "On the Minskyan Business Cycle," Economics Working Paper Archive wp_474, Levy Economics Institute, The. [Downloadable!]
    164. Braverman, Oded & Kandel, Shmuel & Wohl, Avi, 2005. "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers 5243, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    165. Franklin Edwards & Xin Zhang, 1998. "Mutual Funds and Stock and Bond Market Stability," Journal of Financial Services Research, Springer, vol. 13(3), pages 257-282, June. [Downloadable!] (restricted)
    166. Guerdjikova, Ani, 2004. "Asset Prices in an Overlapping Generations Model with Case-Based Decision Makers with Short Memory," Sonderforschungsbereich 504 Publications 04-44, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    167. Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," Les Cahiers de Recherche 899, HEC Paris. [Downloadable!]
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    168. Antonio Bernardo & Ivo Welch, 2002. "Financial Market Runs," University of California at Los Angeles, Anderson Graduate School of Management 1043, Anderson Graduate School of Management, UCLA. [Downloadable!]
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    169. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003. "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer, vol. 22(2), pages 255-272, October. [Downloadable!] (restricted)
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    170. Christopher J. Neely, 2000. "The practice of central bank intervention: looking under the hood," Working Papers 2000-028, Federal Reserve Bank of St. Louis. [Downloadable!]
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    171. John E. Floyd, 1995. "Uncovered Interest Parity: A Further Reconsideration," Working Papers floyd-95-01, University of Toronto, Department of Economics. [Downloadable!]
    172. Jason G. Cummins & Kevin A. Hassett & R. Glenn Hubbard, 1996. "Tax Reforms and Investment: A Cross-Country Comparison," NBER Working Papers 5232, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    173. KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM, 2004. "A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions," Finance 0412006, EconWPA. [Downloadable!]
    174. Simon Grant & John Quiggin, 2004. "Noise Trader Risk and the Welfare Effects of Privatization," Economics Bulletin, Economics Bulletin, vol. 5(9), pages 1-8. [Downloadable!]
    175. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia. [Downloadable!]
    176. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    177. M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002. "The Effects of Capital Controls on Exchange Rate Volatility and Output ," International Economic Journal, Korean International Economic Association, vol. 16(4), pages 27-51, December. [Downloadable!] (restricted)
    178. Cespa, Giovanni & Vives, Xavier, 2007. "Dynamic trading and asset prices: Keynes vs. Hayek," IESE Research Papers D/716, IESE Business School. [Downloadable!]
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    179. Kevin J. Lansing, 2005. "Lock-in of extrapolative expectations in an asset pricing model," Working Papers in Applied Economic Theory 2004-06, Federal Reserve Bank of San Francisco. [Downloadable!]
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    180. Andrei Shleifer & Robert W. Vishny, 1995. "The Limits of Arbitrage," NBER Working Papers 5167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    181. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge. [Downloadable!]
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    182. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, EconWPA. [Downloadable!]
    183. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005. "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Springer, vol. 26(1), pages 19-49, August. [Downloadable!] (restricted)
    184. Grant, S. & Quiggin, J., 2001. "The risk premium for equity : explanations and implications," Discussion Paper 89, Tilburg University, Center for Economic Research. [Downloadable!]
    185. Markus Noeth & Martin Weber, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Econometric Society World Congress 2000 Contributed Papers 1592, Econometric Society. [Downloadable!]
    186. Andrei Semenov, 2003. "High-Order Consumption Moments and Asset Pricing," Working Papers 2003_4, York University, Department of Economics, revised Jan 2005. [Downloadable!]
    187. Andrei Semenov, 2008. "Estimation of the consumption CAPM with imperfect sample separation information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 333-348. [Downloadable!]
    188. 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. [Downloadable!]
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    189. Malcolm Baker & Jeffrey Wurgler, 2004. "Investor Sentiment and the Cross-Section of Stock Returns," NBER Working Papers 10449, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    190. Hommes, C.H., 2001. "Modeling the stylized facts in finance through simple nonlinear adaptive systems," CeNDEF Working Papers 01-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    191. Lillyn L. Teh & Werner F. M. de Bondt, 1997. "Herding Behavior and Stock Returns: An Exploratory Investigation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 293-324, June. [Downloadable!]
    192. Gaston R. Gelos & Shang-Jin Wei, 2002. "Transparency and International Investor Behavior," IMF Working Papers 02/174, International Monetary Fund. [Downloadable!]
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    193. Simon van Norden & Robert Vigfusson, 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Meeting papers 9603001, EconWPA. [Downloadable!]
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    194. Tobias Adrian, 2004. "Inference, arbitrage, and asset price volatility," Staff Reports 187, Federal Reserve Bank of New York. [Downloadable!]
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    195. Thomas Palley, 1999. "Speculation and Tobin taxes: Why sand in the wheels can increase economic efficiency," Journal of Economics, Springer, vol. 69(2), pages 113-126, June. [Downloadable!] (restricted)
    196. Dionysios Chionis, 2002. "The Hysteretic Effects on the Real Exchange Rates," International Review of Applied Economics, Taylor and Francis Journals, vol. 16(4), pages 451-463, October. [Downloadable!] (restricted)
    197. Tuinstra, J. & Wagener, F.O.O., 2003. "On Learning Equilibria (Revised June 2003)," CeNDEF Working Papers 03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    198. Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys: Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper 2008-49, Tilburg University, Center for Economic Research. [Downloadable!]
    199. Roger B. Atindéhou, Jean-Pierre Gueyié, 2004. "Canadian Mutual Fund Flows and Capital Market Movements," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 1(2), pages 70-84, December. [Downloadable!]
    200. Joseph Gyourko, 2009. "Understanding Commercial Real Estate: Just How Different from Housing Is It?," NBER Working Papers 14708, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    201. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, University of Venice. [Downloadable!]
    202. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38. [Downloadable!]
    203. Hommes, C.H., 2007. "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers 07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    204. Emanuela Trifan, 2004. "Entscheidungsregeln und ihr Einfluss auf den Aktienkurs," Darmstadt Discussion Papers in Economics 131, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    205. Andrei Shleifer & Robert W. Vishny, 2009. "Unstable Banking," NBER Working Papers 14943, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    206. Miller, Edward M., 1999. "Equilibrium with divergence of opinion," Working Papers 1999-17, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    207. Bask, Mikael, 2007. "Instrument rules in monetary policy under heterogeneity in currency trade," Research Discussion Papers 22/2007, Bank of Finland. [Downloadable!]
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    208. Paul A. Gompers & Andrew Metrick, . "Institutional Investors and Equity Prices," Rodney L. White Center for Financial Research Working Papers 20-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
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    209. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets (Revised version, April 2008)," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    210. Antulio N. Bomfim, 2000. "Heterogeneous forecasts and aggregate dynamics," Finance and Economics Discussion Series 2000-16, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    211. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September. [Downloadable!]
    212. Hitoshi Matsushima, 2008. "Effects of Reputation in Bubbles and Crashes," CIRJE F-Series CIRJE-F-560, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    213. Rani Hoitash & Murugappa (Murgie) Krishnan, 2008. "Herding, momentum and investor over-reaction," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 25-47, January. [Downloadable!] (restricted)
    214. Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    215. Ernst Fehr & Jean-Robert Tyran, . "Individual Irrationality and Aggregate Outcomes," IEW - Working Papers iewwp252, Institute for Empirical Research in Economics - IEW. [Downloadable!]
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    216. Flynn, Sean Masaki, 2004. "Arbitrage in Closed-end Funds: New Evidence," Vassar College Department of Economics Working Paper Series 57, Vassar College Department of Economics. [Downloadable!]
    217. Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    218. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics. [Downloadable!]
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    219. Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004. "Illusionary Finance and Trading Behavior," Discussion Papers (ECON - Département des Sciences Economiques) 2005012, Université catholique de Louvain, Département des Sciences Economiques, revised 15 Jan 2005. [Downloadable!]
    220. Eduardo Fernández-Arias & Davide Lombardo, 2001. "Market Discipline and Exuberant Foreign Borrowing," Working Papers Central Bank of Chile 122, Central Bank of Chile. [Downloadable!]
    221. Emanuela Trifan, 2004. "Decision Rules and their Influence on Asset Prices," Darmstadt Discussion Papers in Economics 139, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    222. Leif Brandes & Katja Rost, . "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU). [Downloadable!]
    223. Florian Wagener & Jan Tuinstra, 2004. "On Learning Equilibria," Computing in Economics and Finance 2004 217, Society for Computational Economics. [Downloadable!]
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    224. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    225. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "The Size and Incidence of Losses from Noise Trading," J. Bradford De Long's Working Papers _128, University of California at Berkeley, Economics Department. [Downloadable!]
    226. Franklin Allen, 1996. "The Future of the Japanese Financial System," Center for Financial Institutions Working Papers 96-56, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    227. Jaideep Bedi & Anthony Richards & Paul Tennant, 2003. "The Characteristics and Trading Behaviour of Dual-listed Companies," RBA Research Discussion Papers rdp2003-06, Reserve Bank of Australia. [Downloadable!]
    228. Flynn, Sean Masaki, 2003. "Limited Arbitrage, Segmentation, and Investor Heterogeneity: Why the Law of One Price So Often Fails," Vassar College Department of Economics Working Paper Series 56, Vassar College Department of Economics. [Downloadable!]
    229. Kim, KiHyung, 2007. "The Investors’ Implied Sentiment : A Robust Measure of Risk Appetite," MPRA Paper 5714, University Library of Munich, Germany. [Downloadable!]
    230. Dufwenberg, Martin & Gneezy, Uri, 1999. "Price Competition and Market Concentration: An experimental Study," Research Papers in Economics 1999:4, Stockholm University, Department of Economics. [Downloadable!]
    231. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1988. "The Survival of Noise Traders in Financial Markets," NBER Working Papers 2715, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    232. Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-337, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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    233. Mikael Bask, 2009. "Announcement effects on exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 64-84. [Downloadable!]
    234. Robin Hanson, 2006. "Designing real terrorism futures," Public Choice, Springer, vol. 128(1), pages 257-274, July. [Downloadable!] (restricted)
    235. Hommes, C.H., 2006. "Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006," CeNDEF Working Papers 06-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    236. Menkhoff, Lukas & Schmidt, Ulrich, 2005. "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-314, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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    237. Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield, 2003. "The Price Impact and Survival of Irrational Traders," NBER Working Papers 9434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    238. Egil Matsen & Tommy Sveen & Ragnar Torvik, 2007. "Savers, Spenders and Fiscal Policy in a Small Open Economy," Topics in Macroeconomics, Berkeley Electronic Press, vol. 7(1), pages 1529-1529. [Downloadable!] (restricted)
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    239. Harrison Hong & Jeremy C. Stein, 1999. "Differences of Opinion, Rational Arbitrage and Market Crashes," NBER Working Papers 7376, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    240. Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1991. "Shareholder Trading Practices and Corporate Investment Horizons," NBER Working Papers 3638, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    241. Ali M. Kutan & Ayse Y. Evrensel, 2004. "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series 2004-659, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
    242. Tarek Coury & Emanuela Sciubba, 2006. "Belief Heterogeneity and Survival in Incomplete Markets," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    243. Malcolm Baker & Jeffrey Wurgler, 2003. "A Catering Theory of Dividends," NBER Working Papers 9542, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    244. Frey, Rüdiger & Alexander Stremme, 1995. "Market Volatility and Feedback Effects from Dynamic Hedging," Discussion Paper Serie B 310, University of Bonn, Germany. [Downloadable!]
    245. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, EconWPA. [Downloadable!]
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    246. Jing Yang, 1999. "Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market," Computing in Economics and Finance 1999 612, Society for Computational Economics. [Downloadable!]
    247. Michele Bagella & Leonardo Becchetti & Fabrizio Adriani, 2001. "Observed And "Fundamental" Price Earnings. Is There A Dragging Anchor For High-Tech Stocks?," Departmental Working Papers 138, Tor Vergata University, CEIS. [Downloadable!]
    248. Michael Bleaney & R. Todd Smith, . "Closed-End Fund Betas," Discussion Papers 06/04, University of Nottingham, School of Economics. [Downloadable!]
    249. Richard J. Barkham & Charles W. R. Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 291-312. [Downloadable!]
    250. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
    251. Bernhard Eckwert & Andreas Szczutkowski, 2006. "Rationally mispriced assets in equilibrium," Spanish Economic Review, Springer, vol. 8(4), pages 285-299, December. [Downloadable!] (restricted)
    252. Stefano DellaVigna & Joshua Pollet, 2005. "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers 11683, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    253. Bertrand Maillet, Thierry Michel, 2000. "Further insights on the puzzle of technical analysis profitability," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 196-224, June. [Downloadable!] (restricted)
    254. Franklin Allen & Gary Gorton, 1991. "Rational Finite Bubbles," NBER Working Papers 3707, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    255. Qi Huang & Richard M. Levich, 1999. "Underpricing of New Equity Offerings by Privatized Firms: An International Test," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-075, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    256. Olivier Blanchard & Changyong Rhee & Lawrence Summers, 1990. "The Stock Market, Profit and Investment," NBER Working Papers 3370, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    257. Adelina Gschwandtner, 2004. "Profit Persistence in the "Very" Long Run: Evidence from Survivors and Exiters," Vienna Economics Papers 0401, University of Vienna, Department of Economics. [Downloadable!]
    258. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada. [Downloadable!]
    259. Mattias Hamberg & Jiri Novak, 2007. "On the importance of clean accounting measures for the tests of stock market efficiency," Working Papers IES 2007/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2007. [Downloadable!]
    260. Cheung, Yin-Wong & Chinn, Menzie D., 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    261. Kirill Ilinski & Alexander Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Finance 9805007, EconWPA. [Downloadable!]
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    262. S. Huck & J. Oechssler, . "The Indirect Evolutionary Approach To Explaining Fair Allocations," Sonderforschungsbereich 373 1996-13, Humboldt Universitaet Berlin.
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    263. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004. "Feedback and the Success of Irrational Investors," Working Paper Series 2004-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
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    264. Sendhil Mullainathan & Richard H. Thaler, 2000. "Behavioral Economics," NBER Working Papers 7948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    265. Xue-Zhong He, 2003. "Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach," Research Paper Series 95, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    266. Bruce Tuckman & Jean-Luc Vila, 1993. "Holding Costs and Equilibrium Arbitrage," University of California at Los Angeles, Anderson Graduate School of Management 1153, Anderson Graduate School of Management, UCLA. [Downloadable!]
    267. Sergio L. Schmukler & Graciela Laura Kaminsky, 2003. "Short-Run Pain, Long-Run Gain: The Effects of Financial Liberalization," IMF Working Papers 03/34, International Monetary Fund. [Downloadable!]
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    268. Anwar M. Shaikh, 1998. "The Stock Market and the Corporate Sector: A Profit-Based Approach," Macroeconomics 9811007, EconWPA. [Downloadable!]
    269. Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, Henley Business School, Reading University. [Downloadable!]
    270. J.-H. Steffi Yang & Satchell, S.E., 2002. "The Impact of Technical Analysis on Asset Price Dynamics," Cambridge Working Papers in Economics 0219, Faculty of Economics, University of Cambridge. [Downloadable!]
    271. Christian Pierdzioch & Andrea Schertler, 2007. "Sources of Predictability of European Stock Markets for High-technology Firms," European Journal of Finance, Taylor and Francis Journals, vol. 13(1), pages 1-27, January. [Downloadable!] (restricted)
    272. Flynn, Sean M., 2005. "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series 71, Vassar College Department of Economics. [Downloadable!]
    273. Hommes, C.H.,, 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    274. Carl Chiarella & Tony He, 1999. "Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model," Research Paper Series 18, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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    275. Richard Kum-yew Lai, 2005. "Inventory and the Stock Market," Finance 0509006, EconWPA. [Downloadable!]
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    276. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    277. Lee, Kuan-Hui, 2005. "The World Price of Liquidity Risk," Working Paper Series 2006-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    278. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer, vol. 9(3), pages 219-233, May. [Downloadable!] (restricted)
    279. Malmendier, Ulrike M. & Della Vigna, Stefano, 2003. "Contract Design and Self Control: Theory and Evidence," Research Papers 1801, Stanford University, Graduate School of Business. [Downloadable!]
    280. Juan A. Lafuente & Manuel Illueca Muñoz, 2004. "Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission," Working Papers. Serie EC 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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    281. Christian Bauer, 2007. "A better asymmetric model of changing volatility in stock returns: Trend-GARCH," Macroeconomics, Department of Economics, Economics I, Bayreuth University, vol. 13(1), pages 65-87. [Downloadable!]
    282. Douglas Elmendorf & Mary Hirshfeld & David Weil, 1992. "The Effect of News on Bond Prices: Evidence from the United Kingdom 1900-1920," NBER Working Papers 4234, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    283. David Gruen & Marianne Gizycki, 1993. "Explaining Forward Discount Bias: Is it Anchoring?," RBA Research Discussion Papers rdp9307, Reserve Bank of Australia. [Downloadable!]
    284. Bask, Mikael, 2009. "Monetary Policy, Stock Price Misalignments and Macroeconomic Instability," Working Papers 540, Hanken School of Economics. [Downloadable!]
    285. Martin Eling & Frank Schuhmacher, 2005. "The Parent Company Puzzle on the German Stock Market," Financial Markets and Portfolio Management, Springer, vol. 19(1), pages 7-28, June. [Downloadable!] (restricted)
    286. Harrison Hong & Jeremy C. Stein, 1997. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," NBER Working Papers 6324, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    287. Gina Nicolosi & Liang Peng, 2004. "Do individual investors learn from their trading experience," Econometric Society 2004 North American Summer Meetings 532, Econometric Society. [Downloadable!]
    288. Marco Pagano & Fabio Panetta & Luigi Zingales, 1995. "Why Do Companies Go Public? An Empirical Analysis," NBER Working Papers 5367, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    289. Jan Overgaard Olesen, . "A Simple Explanation of Stock Price Behavior in the Long Run: Evidence for Denmark," EPRU Working Paper Series 00-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
    290. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    291. Temin, Peter & Voth, Hans-Joachim, 2004. "Riding the South Sea Bubble," CEPR Discussion Papers 4221, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    292. Eugene N. White, 2006. "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers 12138, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    293. Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer, vol. 1(2), pages 189-214, November. [Downloadable!] (restricted)
    294. Antonio Cabrales, 1993. "Stochastic Replicator Dynamics," Economics Working Papers 54, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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    295. Leonardo Becchetti & Giancarlo Marini, 2002. "Can We Beat The Dow ? The Mirage Of Growth Strategies," Departmental Working Papers 156, Tor Vergata University, CEIS. [Downloadable!]
    296. Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics. [Downloadable!]
    297. Olivier Jeanne & Andrew K. Rose, 1999. "Noise Trading and Exchange Rate Regimes," NBER Working Papers 7104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    298. Roman Frydman & Michael D. Goldberg, 2003. "Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange," Discussion Papers 03-31, University of Copenhagen. Department of Economics. [Downloadable!]
    299. Ralf Ahrens & Stefan Reitz, 2003. "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series 2003/11, Center for Financial Studies. [Downloadable!]
    300. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, . "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department. [Downloadable!]
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    301. Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Idiosyncratic Volatility Puzzle: An Event Study Approach," MPRA Paper 4995, University Library of Munich, Germany, revised 02 Feb 2009. [Downloadable!]
    302. Guerdjikova, Ani, 2004. "Evolution of Wealth and Asset Prices in Markets with Case-Based Investors," Sonderforschungsbereich 504 Publications 04-49, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    303. Carl Chiarella & Xue-Zhong He, 2000. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker," Research Paper Series 35, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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    304. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 89-117, May. [Downloadable!] (restricted)
    305. Dahai Yu, 1998. "Rational bubbles under diverse information," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    306. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Coordination of Expectations in Asset Pricing Experiments (Revised June 2003)," CeNDEF Working Papers 02-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    307. Michael R. Powers & David M. Schizer & Martin Shubik, 2003. "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Cowles Foundation Discussion Papers 1413, Cowles Foundation, Yale University. [Downloadable!]
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    308. Thomas I. Palley, 2008. "Financialization: What it is and Why it Matters," IMK Working Paper 04-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
    309. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
    310. Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008. "Insights into the Market Impact of Different Investment Styles," Working Paper Series 1, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney. [Downloadable!]
    311. Flynn, Sean M., 2005. "Sentiment and the Interpretation of News about Fundamentals," Vassar College Department of Economics Working Paper Series 72, Vassar College Department of Economics. [Downloadable!]
    312. Paul De Grauwe, 2008. "Macroeconomic Modeling when Agents are Imperfectly Informed," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    313. Eugene N. White & Peter Rappoport, 1994. "The New York Stock Market in the 1920s and 1930s: Did Stock Prices Move Together Too Much?," NBER Working Papers 4627, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    314. Lutz Kilian & Mark P. Taylor, 2001. "Why is it so difficult to beat the random walk forecast of exchange rates," Working Paper Series 088, European Central Bank. [Downloadable!]
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    315. Marianna Grimaldi & Paul De Grauwe, 2003. "Bubbling and Crashing Exchange Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    316. Stephan Schulmeister, . "Profitability and Price Effects of Technical Currency Trading," WIFO Working Papers 140, WIFO. [Downloadable!]
    317. Gene D'Avolio & Efi Gildor & Andrei Shleifer, 2001. "Technology, information production, and market efficiency," Proceedings, Federal Reserve Bank of Kansas City, pages 125-160. [Downloadable!]
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    318. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    319. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, . "Coordination of Expectations in Asset Pricing Experiments," DNB Staff Reports (discontinued) 119, Netherlands Central Bank. [Downloadable!]
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    320. Mathias Hoffmann & Ronald MacDonald, 2003. "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    321. Joseph Zeira, 2000. "Informational overshooting, booms and crashes," Proceedings, Federal Reserve Bank of San Francisco, issue Apr. [Downloadable!]
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    322. Dufwenberg, Martin & Gneezy, Uri, 1998. "Price Competition and Market Concentration: An Experimental Study," Working Paper Series 1998:8, Uppsala University, Department of Economics. [Downloadable!]
    323. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2008. "The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?," Marketing and Outlook Research Reports 37512, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics. [Downloadable!]
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    324. Cheolbeom Park, 2002. "Speculative Behavior and Heterogeneous Expectations: Theory and Evidence," Departmental Working Papers wp0205, National University of Singapore, Department of Economics. [Downloadable!]
    325. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers RPF-266, University of California at Berkeley. [Downloadable!]
    326. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    327. Christian Bauer & Bernhard Herz, 2006. "Monetary and Exchange Rate Stability at the EU Mediterranean Borders," Macroeconomics, Department of Economics, Economics I, Bayreuth University, vol. 57(Paris (4)), pages 899-917. [Downloadable!]
    328. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2003. "Causality In Futures Markets," Working Papers 28574, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    329. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, EconWPA. [Downloadable!]
    330. Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
      [Structural break or financial speculation in commodity markets? A multiva      ," MPRA Paper 9910, University Library of Munich, Germany. [Downloadable!]
    331. Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    332. Xue-Zhong He & Youwei Li, 2005. "Heterogeneity, Profitability and Autocorrelations," Research Paper Series 147, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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    333. Jie Zheng, 2008. "Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model," Levine's Working Paper Archive 814577000000000038, David K. Levine. [Downloadable!]
    334. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
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    335. De Grauwe, Paul & Grimaldi, Marianna, 2004. "Exchange Rate Puzzles: A Tale of Switching Attractors," Working Paper Series 163, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    336. George W. Evans & Avik Chakraborty, 2006. "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers 2006-8, University of Oregon Economics Department, revised 20 Aug 2006. [Downloadable!]
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    337. Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    338. R.-P. Berben & D.J.C. van Dijk, 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Report 145, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    339. Diwan, Ishac & Errunza, Vihang & Senbet, Lemma W., 1992. "The pricing of country funds and their role in capital mobilization for emerging economies," Policy Research Working Paper Series 1058, The World Bank. [Downloadable!]
    340. Randall Morck & Bernard Yeung & Wayne Yu, 1999. "The Information Content of Stock Markets: Why Do Emerging Markets Have Synchronous Stock Price Movements?," Harvard Institute of Economic Research Working Papers 1879, Harvard - Institute of Economic Research. [Downloadable!]
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    341. Bradfor Cornell & Quiao Liu, 2000. "The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance," University of California at Los Angeles, Anderson Graduate School of Management 1031, Anderson Graduate School of Management, UCLA. [Downloadable!]
    342. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    343. Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2005. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers 5367, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    344. Korkut Erturk, 2005. "Macroeconomics of Speculation," Macroeconomics 0506010, EconWPA. [Downloadable!]
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    345. Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003. "The Price Impact and Survival of Irrational Traders," Working papers 4293-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    346. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand. [Downloadable!]
    347. Eugene N. White, 2004. "Bubbles and Busts: The 1990s in the Mirror of the 1920s," FRU Working Papers 2004/09, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
    348. Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    349. Mikael Bask & Carina Selander, 2009. "Robust Taylor rules under heterogeneity in currency trade," International Economics and Economic Policy, Springer, vol. 6(3), pages 283-313, October. [Downloadable!] (restricted)
    350. Mordecai Kurz & Maurizio Motolese, . "Endogenous Uncertainty and Market Volatility," Working Papers 1999.27, Fondazione Eni Enrico Mattei. [Downloadable!]

  21. J. Bradford De Long & Lawrence H. Summers, . "How Strongly Do Developing Countries Benefit from Equipment Investment?," J. Bradford De Long's Working Papers _108, University of California at Berkeley, Economics Department. [Downloadable!]

    Cited by:

    1. Lars-Hendrik Röller & Leonard Waverman, 1996. "Telecommunications Infrastructure and Economic Development: A Simultaneous Approach," CIG Working Papers FS IV 96-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
      Other versions:
    2. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, EconWPA. [Downloadable!]
    3. Chang-Soo Lee, 1998. "Sustainability of Growth in the Korean manufacturing Sector," Microeconomics Working Papers 410, East Asian Bureau of Economic Research. [Downloadable!]
    4. Wei-Kang WONG, 2001. "The Channels of Economic Growth: A Channel Decomposition Exercise," Departmental Working Papers wp0101, National University of Singapore, Department of Economics. [Downloadable!]

  22. J. Bradford De Long, . "Productivity Growth, Convergence, and Welfare: Comment," J. Bradford De Long's Working Papers _129, University of California at Berkeley, Economics Department. [Downloadable!]
    Published as:

    Cited by:

    1. Alex William Trew, 2005. " Finance and Growth: A Critical Survey," CDMA Working Paper Series 0507, Centre for Dynamic Macroeconomic Analysis, revised Apr 2006. [Downloadable!]
      Other versions:
    2. John Nixon, . "Convergence Analysis of Health Care Expenditure in the EU Countries Using Two Approaches," Discussion Papers 99/3, Department of Economics, University of York. [Downloadable!]
    3. Williamson, Jeffrey G, 1998. "Globalization, Labor Markets and Policy Backlash in the Past," Journal of Economic Perspectives, American Economic Association, vol. 12(4), pages 51-72, Fall. [Downloadable!] (restricted)
    4. Rubina Vohra, 1997. "An empirical investigation of forces influencing productivity and the rate of