Market "Efficiency" in a Market with Heterogeneous Information
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- LeBaron, Blake, 2012.
"Heterogeneous gain learning and the dynamics of asset prices,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 83(3), pages 424-445.
- Blake LeBaron, 2010. "Heterogeneous Gain Learning and the Dynamics of Asset Prices," Working Papers 29, Brandeis University, Department of Economics and International Businesss School, revised Dec 2010.
- Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
- Rausser, Gordon C. & Just, Richard E., 1979. "Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6k44c5zv, Department of Agricultural & Resource Economics, UC Berkeley.
- Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 89-111, January.
- Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
- Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2002. "Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States," Journal of Economic Behavior & Organization, Elsevier, vol. 47(4), pages 435-450, April.
- Hélène Tordjman, 1997. "Spéculation, hétérogénéité des agents et apprentissage : un modèle de "marché des changes artificiel"," Revue Économique, Programme National Persée, vol. 48(4), pages 869-897.
- Marcello Galeotti & Franco Gori, 1993. "Multiple patterns in the dynamics of a stock market model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 16(2), pages 39-58, September.
- Ackert, Lucy F. & Church, Bryan K. & Zhang, Ping, 2004.
"Asset prices and informed traders' abilities: Evidence from experimental asset markets,"
Accounting, Organizations and Society,
Elsevier, vol. 29(7), pages 609-626, October.
- Lucy F. Ackert & Bryan K. Church & Ping Zhang, 2002. "Asset prices and informed traders' abilities: evidence from experimental asset markets," FRB Atlanta Working Paper 2002-26, Federal Reserve Bank of Atlanta.
- Richard M. Levich, 1979. "Analyzing the Accuracy of Foreign Exchange Advisory Services: Theory AndEvidence," NBER Working Papers 0336, National Bureau of Economic Research, Inc.
- Kamal, Mona, 2014. "Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution," MPRA Paper 54708, University Library of Munich, Germany.
- Grosche, Stephanie, 2012. "Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality," Discussion Papers 121868, University of Bonn, Institute for Food and Resource Economics.
- Just, Richard E. & Rausser, Gordon C., 1979. "Econometric model and futures markets commodity price forecasting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8673v745, Department of Agricultural & Resource Economics, UC Berkeley.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ucp:jpolec:v:86:y:1978:i:4:p:581-97. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Journals Division). General contact details of provider: http://www.journals.uchicago.edu/JPE/ .
We have no references for this item. You can help adding them by using this form .