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Citations for "Speculative Dynamics"

by Cutler, David M & Poterba, James M & Summers, Lawrence H

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, . "Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise," Working Papers 9806, Department of Economics, University of Glasgow. [Downloadable!]
  2. Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, EconWPA, revised 06 Jun 1995. [Downloadable!]
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  3. 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!]
  4. 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!]
  5. Yangru Wu, 2004. "Momentum Trading, Mean Reveral and Overration in Chinese Stock Market," Working Papers 232004, Hong Kong Institute for Monetary Research. [Downloadable!]
  6. John Y. Campbell, 1991. "A Variance Decomposition for Stock Returns," NBER Working Papers 3246, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Edward L. Glaeser & Joseph Gyourko, 2006. "Housing Dynamics," NBER Working Papers 12787, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," European Journal of Finance, Taylor and Francis Journals, vol. 9(5), pages 393-419, October. [Downloadable!] (restricted)
  9. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, EconWPA. [Downloadable!]
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  10. 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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  11. Nikiforos Laopodis, 2008. "Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies," Journal of Economics and Finance, Springer, vol. 32(3), pages 271-293, July. [Downloadable!] (restricted)
  12. 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!]
  13. 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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  14. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 41-58. [Downloadable!]
  15. Raymond Y.C. Tse, C.W. Ho, S. Ganesan, 1999. "Matching housing supply and demand: an empirical study of Hong Kong's market," Construction Management & Economics, Taylor and Francis Journals, vol. 17(5), pages 625-633, September. [Downloadable!] (restricted)
  16. Peter Chinloy & Eric Maribojoc, 1998. "Expense and Rent Strategies in Real Estate Management," Journal of Real Estate Research, American Real Estate Society, vol. 15(3), pages 267-282. [Downloadable!]
  17. Bruno Contini & Matteo Morini, 2007. "Testing Bounded Rationality against Full Rationality in Job Changing Behavior," IZA Discussion Papers 3148, Institute for the Study of Labor (IZA). [Downloadable!]
  18. J. Annaert & W. Van Hyfte, 2006. "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/376, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  19. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315. [Downloadable!]
  20. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance 0305009, EconWPA. [Downloadable!]
  21. Karen Mills & Steve Morling & Warren Tease, 1993. "Balance Sheet Restructuring and Investment," RBA Research Discussion Papers rdp9308, Reserve Bank of Australia. [Downloadable!]
  22. Charles R. Nelson & Myung J. Kim, 1990. "Predictable Stock Returns: Reality or Statistical Illusion?," NBER Working Papers 3297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  23. David M. Cutler & James M. Poterba & Lawrence H. Summers, 1991. "Speculative Dynamics and the Role of Feedback Traders," NBER Working Papers 3243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  24. Gourinchas, Pierre-Olivier & Tornell, Aaron, 2003. "Exchange Rate Dynamics, Learning and Misperception," CEPR Discussion Papers 3725, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  25. Maurice J. Roche, 2001. "Fads versus fundamentals in farmland prices: comment," Economics, Finance and Accounting Department Working Paper Series n1070301, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
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  26. Ronald J. Balvers & Yangru Wu, 2004. "Momentum and Mean Reversion Across National Equity Markets," Working Papers 04-11, Department of Economics, West Virginia University. [Downloadable!]
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  27. 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!]
  28. Teo Jasic & Douglas Wood, 2004. "The profitability of daily stock market indices trades based on neural network predictions: case study for the S&P 500, the DAX, the TOPIX and the FTSE in the period 1965-1999," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 285-297, January. [Downloadable!] (restricted)
  29. Maurice J. Roche, 1999. "Irish house prices: will the roof fall in?," Economics, Finance and Accounting Department Working Paper Series n890699, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  30. John Y. Campbell & John Ammer, 1991. "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns," NBER Working Papers 3760, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  31. Robert J. Shiller, 1998. "Human Behavior and the Efficiency of the Financial System," NBER Working Papers 6375, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  32. Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005. "Behavioral Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 05-052/1, Tinbergen Institute. [Downloadable!]
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  33. Spencer Thompson & Nathan Lead, 1999. "Modelling Share Price Behaviour Across Time," School of Economics and Finance Discussion Papers and Working Papers Series 071, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  34. Maurice J. Roche, 1999. "Irish House Prices - Will the Roof Cave In?," The Economic and Social Review, Economic and Social Studies, vol. 30(4), pages 343-362. [Downloadable!]
  35. Kilian, Lutz, 1999. "Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 491-510, Sept.-Oct. [Downloadable!]
  36. 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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  37. Ramazan Gencay & Thanasis Stengos, 1997. "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 2(2), pages 23-34. [Downloadable!] (restricted)
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  38. Camiel de Koning & Stefan Straetmans, 1997. "Variation in the Slope Coefficient of the Fama Regression for Testing Uncovered Interest Rate Parity: Evidence from Fixed and Time-varying Coefficient Approaches," Tinbergen Institute Discussion Papers 97-014/2, Tinbergen Institute. [Downloadable!]
  39. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
  40. Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics 9502003, EconWPA. [Downloadable!]
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  41. Catherine Bruneau, Ch. Duval-Kieffer, J.P. Nicolai, 2000. "Managing funds in the US market: how to distinguish between transitory distortions and structural changes in the stock prices?," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 146-162, June. [Downloadable!] (restricted)
  42. Craig Ebert, 1994. "The indicator role of asset prices," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, September. [Downloadable!]
  43. Iftekhar Hasan & Yusif Simaan, 1999. "A Rational Explanation For Home Country Bias," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-067, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  44. Pindyck, Robert S., 1991. "The present value model of rational commodity pricing," Working papers 3354-91., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  45. Dwight R. SANDERS & Scott H. IRWIN & Raymond M. LEUTHOLD, 1996. "Noise Trade Demand In Futures Markets," ACE OFOR 9602, University of Illinois at Urbana-Champaign. [Downloadable!]
  46. Maurice J. Roche & Kieran McQuinn, 2000. "Speculation in agricultural land," Economics, Finance and Accounting Department Working Paper Series n1010700, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  47. 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!]
  48. David Demery & Nigel Duck, 2002. "Optimally Rational Expectations and Macroeconomics," Bristol Economics Discussion Papers 02/533, Department of Economics, University of Bristol, UK. [Downloadable!]
  49. James R. Unterschultz & Glen Mumey, . "Reducing Investment Risk in Tractors and Combines with Improved Terminal Asset Value Forecasts," Staff Papers 9602, University of Alberta, Department of Rural Economics. [Downloadable!]
  50. Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia. [Downloadable!]
  51. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, EconWPA. [Downloadable!]
  52. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, EconWPA. [Downloadable!]
  53. B. Luppi, 2005. "Prospect Theory and the Law of Small Numbers in the Evaluation of Asset Prices," Working Papers 539, Dipartimento Scienze Economiche, Università di Bologna. [Downloadable!]
  54. 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)
  55. Maurice J. Roche, 1999. "The rise in Dublin city house prices: bubble, fad or just fundamentals," Economics, Finance and Accounting Department Working Paper Series n920799, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
  56. 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)
  57. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  58. Michael Kaestner, 2005. "Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?," Finance 0505018, EconWPA, revised 03 Oct 2005. [Downloadable!]
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  59. Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, EconWPA. [Downloadable!]
  60. 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)
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  61. Stuart Kells, 2001. "Prices In Sequential Auctions: Preliminary Evidence From Australian Rare Book Auctions," Department of Economics - Working Papers Series 820, The University of Melbourne. [Downloadable!]
  62. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, EconWPA. [Downloadable!]
  63. Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2008-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.