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Rumours and markets

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  • Kosfeld, Michael

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  • Kosfeld, Michael, 2005. "Rumours and markets," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 646-664, September.
  • Handle: RePEc:eee:mateco:v:41:y:2005:i:6:p:646-664
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    1. Jean-Noël Kapferer, 1989. "A mass poisoning rumor in Europe," Post-Print hal-00784152, HAL.
    2. Steven N. Durlauf, 1993. "Nonergodic Economic Growth," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(2), pages 349-366.
    3. Alan Kirman, 1993. "Ants, Rationality, and Recruitment," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(1), pages 137-156.
    4. Glenn Ellison & Drew Fudenberg, 1995. "Word-of-Mouth Communication and Social Learning," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 93-125.
    5. Nikolaos Vettas, 1998. "Demand and Supply in New Markets: Diffusion with Bilateral Learning," RAND Journal of Economics, The RAND Corporation, vol. 29(1), pages 215-233, Spring.
    6. Allen, Beth, 1982. "Some Stochastic Processes of Interdependent Demand and Technological Diffusion of an Innovation Exhibiting Externalities among Adopters," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 595-608, October.
    7. Blume, Lawrence & Easley, David, 1992. "Evolution and market behavior," Journal of Economic Theory, Elsevier, vol. 58(1), pages 9-40, October.
    8. Lordon, Frederic & Hors, Irene, 1997. "About some formalisms of interaction Phase transition models in economics?," Journal of Evolutionary Economics, Springer, vol. 7(4), pages 355-373.
    9. Jean-Noël Kapferer, 1987. "Rumeurs - le plus vieux média du monde," Post-Print hal-00788656, HAL.
    10. Griffeath, David, 1981. "The basic contact processes," Stochastic Processes and their Applications, Elsevier, vol. 11(2), pages 151-185, May.
    11. Pound, John & Zeckhauser, Richard J, 1990. "Clearly Heard on the Street: The Effect of Takeover Rumors on Stock Prices," The Journal of Business, University of Chicago Press, vol. 63(3), pages 291-308, July.
    12. Jean-Noël Kapferer, 1987. "Rumeurs - le plus vieux média du monde," Post-Print hal-00786663, HAL.
    13. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992. "A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades," Journal of Political Economy, University of Chicago Press, vol. 100(5), pages 992-1026, October.
    14. Irène Hors, 1995. "Des modèles de transition de phase en économie ?," Revue Économique, Programme National Persée, vol. 46(3), pages 817-826.
    15. Follmer, Hans, 1974. "Random economies with many interacting agents," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 51-62, March.
    16. Alvaro Sandroni, 2000. "Do Markets Favor Agents Able to Make Accurate Predicitions?," Econometrica, Econometric Society, vol. 68(6), pages 1303-1342, November.
    17. Abhijit V. Banerjee, 1992. "A Simple Model of Herd Behavior," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(3), pages 797-817.
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    More about this item

    JEL classification:

    • D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
    • D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies

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