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Essays on Speculation

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  • Felipe Zurita

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Paper provided by David K. Levine in its series Levine's Working Paper Archive with number 618897000000000849.

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Date of creation: 20 Aug 2004
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Handle: RePEc:cla:levarc:618897000000000849

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  1. John Geanakoplos, 1993. "Common Knowledge," Working Papers, Santa Fe Institute 93-09-059, Santa Fe Institute.
  2. Kreps, David M., 1977. "A note on "fulfilled expectations" equilibria," Journal of Economic Theory, Elsevier, Elsevier, vol. 14(1), pages 32-43, February.
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  4. Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
  5. De Long, J. Bradford & Shleifer, Andrei & Summers, Lawrence H. & Waldmann, Robert J., 1991. "The Survival of Noise Traders in Financial Markets," Scholarly Articles 3725470, Harvard University Department of Economics.
  6. Robert J. Aumann, 1998. "Common Priors: A Reply to Gul," Econometrica, Econometric Society, Econometric Society, vol. 66(4), pages 929-938, July.
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  8. Sergiu Hart & Yair Tauman, 2004. "Market Crashes without External Shocks," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 77(1), pages 1-8, January.
  9. John Geanakoplos, 1993. "Common Knowledge," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1062, Cowles Foundation for Research in Economics, Yale University.
  10. Morris, Stephen, 1994. "Trade with Heterogeneous Prior Beliefs and Asymmetric Information," Econometrica, Econometric Society, Econometric Society, vol. 62(6), pages 1327-47, November.
  11. Diamond, Douglas W. & Verrecchia, Robert E., 1981. "Information aggregation in a noisy rational expectations economy," Journal of Financial Economics, Elsevier, Elsevier, vol. 9(3), pages 221-235, September.
  12. Glosten, Lawrence R, 1989. "Insider Trading, Liquidity, and the Role of the Monopolist Specialist," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 62(2), pages 211-35, April.
  13. Duffie, J Darrell & Huang, Chi-fu, 1985. "Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1337-56, November.
  14. Robson, Arthur J., 1996. "A Biological Basis for Expected and Non-expected Utility," Journal of Economic Theory, Elsevier, Elsevier, vol. 68(2), pages 397-424, February.
  15. Tirole, Jean, 1982. "On the Possibility of Speculation under Rational Expectations," Econometrica, Econometric Society, Econometric Society, vol. 50(5), pages 1163-81, September.
  16. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, Econometric Society, vol. 53(6), pages 1315-35, November.
  17. Wolinsky, Asher, 1987. "Information Revelation in a Market with Pairwise Meetings," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 284, University of Warwick, Department of Economics.
  18. Bhattacharya, Utpal & Spiegel, Matthew, 1991. "Insiders, Outsiders, and Market Breakdowns," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 4(2), pages 255-82.
  19. Flood, Robert P & Hodrick, Robert J, 1990. "On Testing for Speculative Bubbles," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 4(2), pages 85-101, Spring.
  20. Admati, Anat R. & Pfleiderer, Paul, 1986. "A monopolistic market for information," Journal of Economic Theory, Elsevier, Elsevier, vol. 39(2), pages 400-438, August.
  21. Hayne E. Leland and David H. Pyle., 1976. "Informational Asymmetries, Financial Structure, and Financial Intermediation," Research Program in Finance Working Papers, University of California at Berkeley 41, University of California at Berkeley.
  22. Hart, Oliver D. & Kreps, David M., 1986. "Price Destabilizing Speculation," Scholarly Articles 3448679, Harvard University Department of Economics.
  23. Milgrom, Paul & Stokey, Nancy, 1982. "Information, trade and common knowledge," Journal of Economic Theory, Elsevier, Elsevier, vol. 26(1), pages 17-27, February.
  24. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, American Economic Association, vol. 71(3), pages 421-36, June.
  25. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, Econometric Society, vol. 57(3), pages 571-87, May.
  26. Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, Econometric Society, vol. 40(2), pages 289-303, March.
  27. Garber, Peter M, 1990. "Famous First Bubbles," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 4(2), pages 35-54, Spring.
  28. Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 6(3), pages 473-506.
  29. Dow, James & Werlang, Sérgio Ribeiro da Costa & Madrigal, Vicente, 1990. "Preferences, common knowledge and speculative trade," Economics Working Papers (Ensaios Economicos da EPGE) 149, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  30. Joseph E. Stiglitz, 1981. "Information and Capital Markets," NBER Working Papers 0678, National Bureau of Economic Research, Inc.
  31. Kent Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 1998. "Investor Psychology and Security Market Under- and Overreactions," Journal of Finance, American Finance Association, American Finance Association, vol. 53(6), pages 1839-1885, December.
  32. Salant, Stephen W, 1983. "The Vulnerability of Price Stabilization Schemes to Speculative Attack," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 91(1), pages 1-38, February.
  33. Varian, Hal R, 1985. " Divergence of Opinion in Complete Markets: A Note," Journal of Finance, American Finance Association, American Finance Association, vol. 40(1), pages 309-17, March.
  34. Detemple Jerome & Murthy Shashidhar, 1994. "Intertemporal Asset Pricing with Heterogeneous Beliefs," Journal of Economic Theory, Elsevier, Elsevier, vol. 62(2), pages 294-320, April.
  35. Kleidon, Allan W, 1986. "Anomalies in Financial Economics: Blueprint for Change?," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 59(4), pages S469-99, October.
  36. Drew Fudenberg & David K Levine, 2005. "Learning and Belief-Based Trade," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(126), pages 199-208.
  37. Hirshleifer, Jack, 1975. "Speculation and Equilibrium: Information, Risk, and Markets," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 89(4), pages 519-42, November.
  38. Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, American Economic Association, vol. 65(5), pages 812-24, December.
  39. Dow, James & Werlang, Sergio Ribeiro da Costa, 1992. "Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio," Econometrica, Econometric Society, Econometric Society, vol. 60(1), pages 197-204, January.
  40. Admati, Anat R, 1985. "A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets," Econometrica, Econometric Society, Econometric Society, vol. 53(3), pages 629-57, May.
  41. Faruk Gul, 1998. "A Comment on Aumann's Bayesian View," Econometrica, Econometric Society, Econometric Society, vol. 66(4), pages 923-928, July.
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